CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 29-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3674 |
1.3643 |
-0.0031 |
-0.2% |
1.3496 |
| High |
1.3677 |
1.3687 |
0.0010 |
0.1% |
1.3690 |
| Low |
1.3628 |
1.3641 |
0.0013 |
0.1% |
1.3473 |
| Close |
1.3642 |
1.3670 |
0.0028 |
0.2% |
1.3682 |
| Range |
0.0049 |
0.0046 |
-0.0003 |
-6.1% |
0.0217 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
83,428 |
129,318 |
45,890 |
55.0% |
851,741 |
|
| Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3783 |
1.3695 |
|
| R3 |
1.3758 |
1.3737 |
1.3683 |
|
| R2 |
1.3712 |
1.3712 |
1.3678 |
|
| R1 |
1.3691 |
1.3691 |
1.3674 |
1.3702 |
| PP |
1.3666 |
1.3666 |
1.3666 |
1.3671 |
| S1 |
1.3645 |
1.3645 |
1.3666 |
1.3656 |
| S2 |
1.3620 |
1.3620 |
1.3662 |
|
| S3 |
1.3574 |
1.3599 |
1.3657 |
|
| S4 |
1.3528 |
1.3553 |
1.3645 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4266 |
1.4191 |
1.3801 |
|
| R3 |
1.4049 |
1.3974 |
1.3742 |
|
| R2 |
1.3832 |
1.3832 |
1.3722 |
|
| R1 |
1.3757 |
1.3757 |
1.3702 |
1.3795 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3634 |
| S1 |
1.3540 |
1.3540 |
1.3662 |
1.3578 |
| S2 |
1.3398 |
1.3398 |
1.3642 |
|
| S3 |
1.3181 |
1.3323 |
1.3622 |
|
| S4 |
1.2964 |
1.3106 |
1.3563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3690 |
1.3557 |
0.0133 |
1.0% |
0.0044 |
0.3% |
85% |
False |
False |
128,262 |
| 10 |
1.3690 |
1.3396 |
0.0294 |
2.2% |
0.0051 |
0.4% |
93% |
False |
False |
168,755 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0054 |
0.4% |
61% |
False |
False |
175,842 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0049 |
0.4% |
57% |
False |
False |
171,700 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0044 |
0.3% |
63% |
False |
False |
152,208 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0041 |
0.3% |
63% |
False |
False |
114,327 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0037 |
0.3% |
63% |
False |
False |
91,519 |
| 120 |
1.3877 |
1.3284 |
0.0593 |
4.3% |
0.0034 |
0.3% |
65% |
False |
False |
76,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3883 |
|
2.618 |
1.3807 |
|
1.618 |
1.3761 |
|
1.000 |
1.3733 |
|
0.618 |
1.3715 |
|
HIGH |
1.3687 |
|
0.618 |
1.3669 |
|
0.500 |
1.3664 |
|
0.382 |
1.3659 |
|
LOW |
1.3641 |
|
0.618 |
1.3613 |
|
1.000 |
1.3595 |
|
1.618 |
1.3567 |
|
2.618 |
1.3521 |
|
4.250 |
1.3446 |
|
|
| Fisher Pivots for day following 29-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3668 |
1.3666 |
| PP |
1.3666 |
1.3662 |
| S1 |
1.3664 |
1.3658 |
|