CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 27-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4150 |
1.4209 |
0.0059 |
0.4% |
1.3909 |
| High |
1.4161 |
1.4210 |
0.0049 |
0.3% |
1.4120 |
| Low |
1.4137 |
1.4154 |
0.0017 |
0.1% |
1.3883 |
| Close |
1.4155 |
1.4182 |
0.0027 |
0.2% |
1.4102 |
| Range |
0.0024 |
0.0056 |
0.0032 |
133.3% |
0.0237 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
133,630 |
115,731 |
-17,899 |
-13.4% |
789,838 |
|
| Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4350 |
1.4322 |
1.4213 |
|
| R3 |
1.4294 |
1.4266 |
1.4197 |
|
| R2 |
1.4238 |
1.4238 |
1.4192 |
|
| R1 |
1.4210 |
1.4210 |
1.4187 |
1.4196 |
| PP |
1.4182 |
1.4182 |
1.4182 |
1.4175 |
| S1 |
1.4154 |
1.4154 |
1.4177 |
1.4140 |
| S2 |
1.4126 |
1.4126 |
1.4172 |
|
| S3 |
1.4070 |
1.4098 |
1.4167 |
|
| S4 |
1.4014 |
1.4042 |
1.4151 |
|
|
| 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 |
1.4210 |
1.4064 |
0.0146 |
1.0% |
0.0044 |
0.3% |
81% |
True |
False |
130,903 |
| 10 |
1.4210 |
1.3878 |
0.0332 |
2.3% |
0.0054 |
0.4% |
92% |
True |
False |
144,290 |
| 20 |
1.4210 |
1.3600 |
0.0610 |
4.3% |
0.0055 |
0.4% |
95% |
True |
False |
85,398 |
| 40 |
1.4210 |
1.3430 |
0.0780 |
5.5% |
0.0044 |
0.3% |
96% |
True |
False |
43,125 |
| 60 |
1.4210 |
1.3430 |
0.0780 |
5.5% |
0.0038 |
0.3% |
96% |
True |
False |
28,856 |
| 80 |
1.4210 |
1.3382 |
0.0828 |
5.8% |
0.0032 |
0.2% |
97% |
True |
False |
21,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4448 |
|
2.618 |
1.4357 |
|
1.618 |
1.4301 |
|
1.000 |
1.4266 |
|
0.618 |
1.4245 |
|
HIGH |
1.4210 |
|
0.618 |
1.4189 |
|
0.500 |
1.4182 |
|
0.382 |
1.4175 |
|
LOW |
1.4154 |
|
0.618 |
1.4119 |
|
1.000 |
1.4098 |
|
1.618 |
1.4063 |
|
2.618 |
1.4007 |
|
4.250 |
1.3916 |
|
|
| Fisher Pivots for day following 27-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4182 |
1.4178 |
| PP |
1.4182 |
1.4173 |
| S1 |
1.4182 |
1.4169 |
|