CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3677 |
1.3747 |
0.0070 |
0.5% |
1.3695 |
| High |
1.3693 |
1.3747 |
0.0054 |
0.4% |
1.3747 |
| Low |
1.3647 |
1.3680 |
0.0033 |
0.2% |
1.3647 |
| Close |
1.3677 |
1.3684 |
0.0007 |
0.1% |
1.3684 |
| Range |
0.0046 |
0.0067 |
0.0021 |
45.7% |
0.0100 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.4% |
0.0000 |
| Volume |
923 |
6,431 |
5,508 |
596.7% |
10,326 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3905 |
1.3861 |
1.3721 |
|
| R3 |
1.3838 |
1.3794 |
1.3702 |
|
| R2 |
1.3771 |
1.3771 |
1.3696 |
|
| R1 |
1.3727 |
1.3727 |
1.3690 |
1.3716 |
| PP |
1.3704 |
1.3704 |
1.3704 |
1.3698 |
| S1 |
1.3660 |
1.3660 |
1.3678 |
1.3649 |
| S2 |
1.3637 |
1.3637 |
1.3672 |
|
| S3 |
1.3570 |
1.3593 |
1.3666 |
|
| S4 |
1.3503 |
1.3526 |
1.3647 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3993 |
1.3938 |
1.3739 |
|
| R3 |
1.3893 |
1.3838 |
1.3712 |
|
| R2 |
1.3793 |
1.3793 |
1.3702 |
|
| R1 |
1.3738 |
1.3738 |
1.3693 |
1.3716 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3681 |
| S1 |
1.3638 |
1.3638 |
1.3675 |
1.3616 |
| S2 |
1.3593 |
1.3593 |
1.3666 |
|
| S3 |
1.3493 |
1.3538 |
1.3657 |
|
| S4 |
1.3393 |
1.3438 |
1.3629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3747 |
1.3647 |
0.0100 |
0.7% |
0.0042 |
0.3% |
37% |
True |
False |
2,065 |
| 10 |
1.3747 |
1.3500 |
0.0247 |
1.8% |
0.0037 |
0.3% |
74% |
True |
False |
1,478 |
| 20 |
1.3870 |
1.3430 |
0.0440 |
3.2% |
0.0034 |
0.2% |
58% |
False |
False |
1,184 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.5% |
0.0030 |
0.2% |
53% |
False |
False |
762 |
| 60 |
1.3905 |
1.3382 |
0.0523 |
3.8% |
0.0025 |
0.2% |
58% |
False |
False |
555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4032 |
|
2.618 |
1.3922 |
|
1.618 |
1.3855 |
|
1.000 |
1.3814 |
|
0.618 |
1.3788 |
|
HIGH |
1.3747 |
|
0.618 |
1.3721 |
|
0.500 |
1.3714 |
|
0.382 |
1.3706 |
|
LOW |
1.3680 |
|
0.618 |
1.3639 |
|
1.000 |
1.3613 |
|
1.618 |
1.3572 |
|
2.618 |
1.3505 |
|
4.250 |
1.3395 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3714 |
1.3697 |
| PP |
1.3704 |
1.3693 |
| S1 |
1.3694 |
1.3688 |
|