CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3643 |
1.3617 |
-0.0026 |
-0.2% |
1.3496 |
| High |
1.3687 |
1.3670 |
-0.0017 |
-0.1% |
1.3690 |
| Low |
1.3641 |
1.3617 |
-0.0024 |
-0.2% |
1.3473 |
| Close |
1.3670 |
1.3647 |
-0.0023 |
-0.2% |
1.3682 |
| Range |
0.0046 |
0.0053 |
0.0007 |
15.2% |
0.0217 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
129,318 |
168,740 |
39,422 |
30.5% |
851,741 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3778 |
1.3676 |
|
| R3 |
1.3751 |
1.3725 |
1.3662 |
|
| R2 |
1.3698 |
1.3698 |
1.3657 |
|
| R1 |
1.3672 |
1.3672 |
1.3652 |
1.3685 |
| PP |
1.3645 |
1.3645 |
1.3645 |
1.3651 |
| S1 |
1.3619 |
1.3619 |
1.3642 |
1.3632 |
| S2 |
1.3592 |
1.3592 |
1.3637 |
|
| S3 |
1.3539 |
1.3566 |
1.3632 |
|
| S4 |
1.3486 |
1.3513 |
1.3618 |
|
|
| 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 |
1.3615 |
0.0075 |
0.5% |
0.0049 |
0.4% |
43% |
False |
False |
131,717 |
| 10 |
1.3690 |
1.3473 |
0.0217 |
1.6% |
0.0051 |
0.4% |
80% |
False |
False |
164,251 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0054 |
0.4% |
56% |
False |
False |
174,495 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0049 |
0.4% |
52% |
False |
False |
172,681 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0045 |
0.3% |
59% |
False |
False |
154,951 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0041 |
0.3% |
59% |
False |
False |
116,434 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0037 |
0.3% |
59% |
False |
False |
93,206 |
| 120 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0035 |
0.3% |
59% |
False |
False |
77,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3895 |
|
2.618 |
1.3809 |
|
1.618 |
1.3756 |
|
1.000 |
1.3723 |
|
0.618 |
1.3703 |
|
HIGH |
1.3670 |
|
0.618 |
1.3650 |
|
0.500 |
1.3644 |
|
0.382 |
1.3637 |
|
LOW |
1.3617 |
|
0.618 |
1.3584 |
|
1.000 |
1.3564 |
|
1.618 |
1.3531 |
|
2.618 |
1.3478 |
|
4.250 |
1.3392 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3646 |
1.3652 |
| PP |
1.3645 |
1.3650 |
| S1 |
1.3644 |
1.3649 |
|