CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 06-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3585 |
1.3675 |
0.0090 |
0.7% |
1.3668 |
| High |
1.3677 |
1.3716 |
0.0039 |
0.3% |
1.3717 |
| Low |
1.3579 |
1.3648 |
0.0069 |
0.5% |
1.3617 |
| Close |
1.3660 |
1.3691 |
0.0031 |
0.2% |
1.3647 |
| Range |
0.0098 |
0.0068 |
-0.0030 |
-30.6% |
0.0100 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
192,186 |
168,246 |
-23,940 |
-12.5% |
700,263 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3858 |
1.3728 |
|
| R3 |
1.3821 |
1.3790 |
1.3710 |
|
| R2 |
1.3753 |
1.3753 |
1.3703 |
|
| R1 |
1.3722 |
1.3722 |
1.3697 |
1.3738 |
| PP |
1.3685 |
1.3685 |
1.3685 |
1.3693 |
| S1 |
1.3654 |
1.3654 |
1.3685 |
1.3670 |
| S2 |
1.3617 |
1.3617 |
1.3679 |
|
| S3 |
1.3549 |
1.3586 |
1.3672 |
|
| S4 |
1.3481 |
1.3518 |
1.3654 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3960 |
1.3904 |
1.3702 |
|
| R3 |
1.3860 |
1.3804 |
1.3675 |
|
| R2 |
1.3760 |
1.3760 |
1.3665 |
|
| R1 |
1.3704 |
1.3704 |
1.3656 |
1.3682 |
| PP |
1.3660 |
1.3660 |
1.3660 |
1.3650 |
| S1 |
1.3604 |
1.3604 |
1.3638 |
1.3582 |
| S2 |
1.3560 |
1.3560 |
1.3629 |
|
| S3 |
1.3460 |
1.3504 |
1.3620 |
|
| S4 |
1.3360 |
1.3404 |
1.3592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3717 |
1.3557 |
0.0160 |
1.2% |
0.0074 |
0.5% |
84% |
False |
False |
177,778 |
| 10 |
1.3717 |
1.3557 |
0.0160 |
1.2% |
0.0059 |
0.4% |
84% |
False |
False |
153,020 |
| 20 |
1.3747 |
1.3396 |
0.0351 |
2.6% |
0.0058 |
0.4% |
84% |
False |
False |
176,914 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0052 |
0.4% |
61% |
False |
False |
173,742 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0048 |
0.3% |
67% |
False |
False |
165,169 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0044 |
0.3% |
67% |
False |
False |
125,425 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0039 |
0.3% |
67% |
False |
False |
100,396 |
| 120 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0037 |
0.3% |
67% |
False |
False |
83,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4005 |
|
2.618 |
1.3894 |
|
1.618 |
1.3826 |
|
1.000 |
1.3784 |
|
0.618 |
1.3758 |
|
HIGH |
1.3716 |
|
0.618 |
1.3690 |
|
0.500 |
1.3682 |
|
0.382 |
1.3674 |
|
LOW |
1.3648 |
|
0.618 |
1.3606 |
|
1.000 |
1.3580 |
|
1.618 |
1.3538 |
|
2.618 |
1.3470 |
|
4.250 |
1.3359 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3688 |
1.3673 |
| PP |
1.3685 |
1.3655 |
| S1 |
1.3682 |
1.3637 |
|