CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3891 |
1.3873 |
-0.0018 |
-0.1% |
1.3805 |
| High |
1.3901 |
1.3891 |
-0.0010 |
-0.1% |
1.3914 |
| Low |
1.3870 |
1.3850 |
-0.0020 |
-0.1% |
1.3788 |
| Close |
1.3886 |
1.3875 |
-0.0011 |
-0.1% |
1.3875 |
| Range |
0.0031 |
0.0041 |
0.0010 |
32.3% |
0.0126 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
141,825 |
97,454 |
-44,371 |
-31.3% |
664,135 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3995 |
1.3976 |
1.3898 |
|
| R3 |
1.3954 |
1.3935 |
1.3886 |
|
| R2 |
1.3913 |
1.3913 |
1.3883 |
|
| R1 |
1.3894 |
1.3894 |
1.3879 |
1.3904 |
| PP |
1.3872 |
1.3872 |
1.3872 |
1.3877 |
| S1 |
1.3853 |
1.3853 |
1.3871 |
1.3863 |
| S2 |
1.3831 |
1.3831 |
1.3867 |
|
| S3 |
1.3790 |
1.3812 |
1.3864 |
|
| S4 |
1.3749 |
1.3771 |
1.3852 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4237 |
1.4182 |
1.3944 |
|
| R3 |
1.4111 |
1.4056 |
1.3910 |
|
| R2 |
1.3985 |
1.3985 |
1.3898 |
|
| R1 |
1.3930 |
1.3930 |
1.3887 |
1.3958 |
| PP |
1.3859 |
1.3859 |
1.3859 |
1.3873 |
| S1 |
1.3804 |
1.3804 |
1.3863 |
1.3832 |
| S2 |
1.3733 |
1.3733 |
1.3852 |
|
| S3 |
1.3607 |
1.3678 |
1.3840 |
|
| S4 |
1.3481 |
1.3552 |
1.3806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3914 |
1.3788 |
0.0126 |
0.9% |
0.0034 |
0.2% |
69% |
False |
False |
132,827 |
| 10 |
1.3914 |
1.3557 |
0.0357 |
2.6% |
0.0059 |
0.4% |
89% |
False |
False |
153,875 |
| 20 |
1.3914 |
1.3473 |
0.0441 |
3.2% |
0.0055 |
0.4% |
91% |
False |
False |
159,063 |
| 40 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0053 |
0.4% |
92% |
False |
False |
170,247 |
| 60 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0049 |
0.4% |
92% |
False |
False |
165,467 |
| 80 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0045 |
0.3% |
94% |
False |
False |
135,624 |
| 100 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0041 |
0.3% |
94% |
False |
False |
108,569 |
| 120 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0038 |
0.3% |
94% |
False |
False |
90,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4065 |
|
2.618 |
1.3998 |
|
1.618 |
1.3957 |
|
1.000 |
1.3932 |
|
0.618 |
1.3916 |
|
HIGH |
1.3891 |
|
0.618 |
1.3875 |
|
0.500 |
1.3871 |
|
0.382 |
1.3866 |
|
LOW |
1.3850 |
|
0.618 |
1.3825 |
|
1.000 |
1.3809 |
|
1.618 |
1.3784 |
|
2.618 |
1.3743 |
|
4.250 |
1.3676 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3874 |
1.3882 |
| PP |
1.3872 |
1.3880 |
| S1 |
1.3871 |
1.3877 |
|