CME Euro FX Future December 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 |
1.3624 |
1.3713 |
0.0089 |
0.7% |
1.3695 |
| High |
1.3714 |
1.3750 |
0.0036 |
0.3% |
1.3747 |
| Low |
1.3621 |
1.3690 |
0.0069 |
0.5% |
1.3647 |
| Close |
1.3696 |
1.3727 |
0.0031 |
0.2% |
1.3684 |
| Range |
0.0093 |
0.0060 |
-0.0033 |
-35.5% |
0.0100 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
6,231 |
17,743 |
11,512 |
184.8% |
10,326 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3902 |
1.3875 |
1.3760 |
|
| R3 |
1.3842 |
1.3815 |
1.3744 |
|
| R2 |
1.3782 |
1.3782 |
1.3738 |
|
| R1 |
1.3755 |
1.3755 |
1.3733 |
1.3769 |
| PP |
1.3722 |
1.3722 |
1.3722 |
1.3729 |
| S1 |
1.3695 |
1.3695 |
1.3722 |
1.3709 |
| S2 |
1.3662 |
1.3662 |
1.3716 |
|
| S3 |
1.3602 |
1.3635 |
1.3711 |
|
| S4 |
1.3542 |
1.3575 |
1.3694 |
|
|
| 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 |
1.3750 |
1.3600 |
0.0150 |
1.1% |
0.0065 |
0.5% |
85% |
True |
False |
7,093 |
| 10 |
1.3750 |
1.3590 |
0.0160 |
1.2% |
0.0048 |
0.4% |
86% |
True |
False |
3,986 |
| 20 |
1.3750 |
1.3430 |
0.0320 |
2.3% |
0.0042 |
0.3% |
93% |
True |
False |
2,486 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.5% |
0.0033 |
0.2% |
63% |
False |
False |
1,445 |
| 60 |
1.3905 |
1.3382 |
0.0523 |
3.8% |
0.0028 |
0.2% |
66% |
False |
False |
1,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4005 |
|
2.618 |
1.3907 |
|
1.618 |
1.3847 |
|
1.000 |
1.3810 |
|
0.618 |
1.3787 |
|
HIGH |
1.3750 |
|
0.618 |
1.3727 |
|
0.500 |
1.3720 |
|
0.382 |
1.3713 |
|
LOW |
1.3690 |
|
0.618 |
1.3653 |
|
1.000 |
1.3630 |
|
1.618 |
1.3593 |
|
2.618 |
1.3533 |
|
4.250 |
1.3435 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3725 |
1.3710 |
| PP |
1.3722 |
1.3692 |
| S1 |
1.3720 |
1.3675 |
|