CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 24-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4065 |
1.4126 |
0.0061 |
0.4% |
1.3909 |
| High |
1.4116 |
1.4127 |
0.0011 |
0.1% |
1.4120 |
| Low |
1.4064 |
1.4088 |
0.0024 |
0.2% |
1.3883 |
| Close |
1.4102 |
1.4107 |
0.0005 |
0.0% |
1.4102 |
| Range |
0.0052 |
0.0039 |
-0.0013 |
-25.0% |
0.0237 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
193,325 |
114,373 |
-78,952 |
-40.8% |
789,838 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4224 |
1.4205 |
1.4128 |
|
| R3 |
1.4185 |
1.4166 |
1.4118 |
|
| R2 |
1.4146 |
1.4146 |
1.4114 |
|
| R1 |
1.4127 |
1.4127 |
1.4111 |
1.4117 |
| PP |
1.4107 |
1.4107 |
1.4107 |
1.4103 |
| S1 |
1.4088 |
1.4088 |
1.4103 |
1.4078 |
| S2 |
1.4068 |
1.4068 |
1.4100 |
|
| S3 |
1.4029 |
1.4049 |
1.4096 |
|
| S4 |
1.3990 |
1.4010 |
1.4086 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4746 |
1.4661 |
1.4232 |
|
| R3 |
1.4509 |
1.4424 |
1.4167 |
|
| R2 |
1.4272 |
1.4272 |
1.4145 |
|
| R1 |
1.4187 |
1.4187 |
1.4124 |
1.4230 |
| PP |
1.4035 |
1.4035 |
1.4035 |
1.4056 |
| S1 |
1.3950 |
1.3950 |
1.4080 |
1.3993 |
| S2 |
1.3798 |
1.3798 |
1.4059 |
|
| S3 |
1.3561 |
1.3713 |
1.4037 |
|
| S4 |
1.3324 |
1.3476 |
1.3972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4127 |
1.3893 |
0.0234 |
1.7% |
0.0065 |
0.5% |
91% |
True |
False |
144,920 |
| 10 |
1.4127 |
1.3852 |
0.0275 |
1.9% |
0.0053 |
0.4% |
93% |
True |
False |
128,885 |
| 20 |
1.4127 |
1.3600 |
0.0527 |
3.7% |
0.0054 |
0.4% |
96% |
True |
False |
68,205 |
| 40 |
1.4127 |
1.3430 |
0.0697 |
4.9% |
0.0043 |
0.3% |
97% |
True |
False |
34,493 |
| 60 |
1.4127 |
1.3430 |
0.0697 |
4.9% |
0.0037 |
0.3% |
97% |
True |
False |
23,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4293 |
|
2.618 |
1.4229 |
|
1.618 |
1.4190 |
|
1.000 |
1.4166 |
|
0.618 |
1.4151 |
|
HIGH |
1.4127 |
|
0.618 |
1.4112 |
|
0.500 |
1.4108 |
|
0.382 |
1.4103 |
|
LOW |
1.4088 |
|
0.618 |
1.4064 |
|
1.000 |
1.4049 |
|
1.618 |
1.4025 |
|
2.618 |
1.3986 |
|
4.250 |
1.3922 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4108 |
1.4100 |
| PP |
1.4107 |
1.4093 |
| S1 |
1.4107 |
1.4086 |
|