CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3739 |
1.3838 |
0.0099 |
0.7% |
1.3615 |
| High |
1.3835 |
1.3850 |
0.0015 |
0.1% |
1.3835 |
| Low |
1.3739 |
1.3818 |
0.0079 |
0.6% |
1.3600 |
| Close |
1.3805 |
1.3842 |
0.0037 |
0.3% |
1.3805 |
| Range |
0.0096 |
0.0032 |
-0.0064 |
-66.7% |
0.0235 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
17,144 |
19,680 |
2,536 |
14.8% |
45,257 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3933 |
1.3919 |
1.3860 |
|
| R3 |
1.3901 |
1.3887 |
1.3851 |
|
| R2 |
1.3869 |
1.3869 |
1.3848 |
|
| R1 |
1.3855 |
1.3855 |
1.3845 |
1.3862 |
| PP |
1.3837 |
1.3837 |
1.3837 |
1.3840 |
| S1 |
1.3823 |
1.3823 |
1.3839 |
1.3830 |
| S2 |
1.3805 |
1.3805 |
1.3836 |
|
| S3 |
1.3773 |
1.3791 |
1.3833 |
|
| S4 |
1.3741 |
1.3759 |
1.3824 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4452 |
1.4363 |
1.3934 |
|
| R3 |
1.4217 |
1.4128 |
1.3870 |
|
| R2 |
1.3982 |
1.3982 |
1.3848 |
|
| R1 |
1.3893 |
1.3893 |
1.3827 |
1.3938 |
| PP |
1.3747 |
1.3747 |
1.3747 |
1.3769 |
| S1 |
1.3658 |
1.3658 |
1.3783 |
1.3703 |
| S2 |
1.3512 |
1.3512 |
1.3762 |
|
| S3 |
1.3277 |
1.3423 |
1.3740 |
|
| S4 |
1.3042 |
1.3188 |
1.3676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3850 |
1.3600 |
0.0250 |
1.8% |
0.0068 |
0.5% |
97% |
True |
False |
12,987 |
| 10 |
1.3850 |
1.3600 |
0.0250 |
1.8% |
0.0055 |
0.4% |
97% |
True |
False |
7,526 |
| 20 |
1.3850 |
1.3430 |
0.0420 |
3.0% |
0.0045 |
0.3% |
98% |
True |
False |
4,226 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.4% |
0.0036 |
0.3% |
87% |
False |
False |
2,343 |
| 60 |
1.3905 |
1.3430 |
0.0475 |
3.4% |
0.0030 |
0.2% |
87% |
False |
False |
1,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3986 |
|
2.618 |
1.3934 |
|
1.618 |
1.3902 |
|
1.000 |
1.3882 |
|
0.618 |
1.3870 |
|
HIGH |
1.3850 |
|
0.618 |
1.3838 |
|
0.500 |
1.3834 |
|
0.382 |
1.3830 |
|
LOW |
1.3818 |
|
0.618 |
1.3798 |
|
1.000 |
1.3786 |
|
1.618 |
1.3766 |
|
2.618 |
1.3734 |
|
4.250 |
1.3682 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3839 |
1.3818 |
| PP |
1.3837 |
1.3794 |
| S1 |
1.3834 |
1.3770 |
|