CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3747 |
1.3615 |
-0.0132 |
-1.0% |
1.3695 |
| High |
1.3747 |
1.3657 |
-0.0090 |
-0.7% |
1.3747 |
| Low |
1.3680 |
1.3600 |
-0.0080 |
-0.6% |
1.3647 |
| Close |
1.3684 |
1.3656 |
-0.0028 |
-0.2% |
1.3684 |
| Range |
0.0067 |
0.0057 |
-0.0010 |
-14.9% |
0.0100 |
| ATR |
0.0060 |
0.0061 |
0.0002 |
2.9% |
0.0000 |
| Volume |
6,431 |
4,139 |
-2,292 |
-35.6% |
10,326 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3809 |
1.3789 |
1.3687 |
|
| R3 |
1.3752 |
1.3732 |
1.3672 |
|
| R2 |
1.3695 |
1.3695 |
1.3666 |
|
| R1 |
1.3675 |
1.3675 |
1.3661 |
1.3685 |
| PP |
1.3638 |
1.3638 |
1.3638 |
1.3643 |
| S1 |
1.3618 |
1.3618 |
1.3651 |
1.3628 |
| S2 |
1.3581 |
1.3581 |
1.3646 |
|
| S3 |
1.3524 |
1.3561 |
1.3640 |
|
| S4 |
1.3467 |
1.3504 |
1.3625 |
|
|
| 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 |
1.3600 |
0.0147 |
1.1% |
0.0048 |
0.4% |
38% |
False |
True |
2,694 |
| 10 |
1.3747 |
1.3500 |
0.0247 |
1.8% |
0.0039 |
0.3% |
63% |
False |
False |
1,761 |
| 20 |
1.3870 |
1.3430 |
0.0440 |
3.2% |
0.0035 |
0.3% |
51% |
False |
False |
1,371 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.5% |
0.0031 |
0.2% |
48% |
False |
False |
861 |
| 60 |
1.3905 |
1.3382 |
0.0523 |
3.8% |
0.0026 |
0.2% |
52% |
False |
False |
619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3899 |
|
2.618 |
1.3806 |
|
1.618 |
1.3749 |
|
1.000 |
1.3714 |
|
0.618 |
1.3692 |
|
HIGH |
1.3657 |
|
0.618 |
1.3635 |
|
0.500 |
1.3629 |
|
0.382 |
1.3622 |
|
LOW |
1.3600 |
|
0.618 |
1.3565 |
|
1.000 |
1.3543 |
|
1.618 |
1.3508 |
|
2.618 |
1.3451 |
|
4.250 |
1.3358 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3647 |
1.3674 |
| PP |
1.3638 |
1.3668 |
| S1 |
1.3629 |
1.3662 |
|