CME Euro FX Future March 2008
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 |
1.3701 |
1.3673 |
-0.0028 |
-0.2% |
1.3704 |
High |
1.3701 |
1.3673 |
-0.0028 |
-0.2% |
1.3713 |
Low |
1.3701 |
1.3673 |
-0.0028 |
-0.2% |
1.3671 |
Close |
1.3701 |
1.3673 |
-0.0028 |
-0.2% |
1.3701 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
4 |
2 |
-2 |
-50.0% |
33 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3673 |
1.3673 |
1.3673 |
|
R3 |
1.3673 |
1.3673 |
1.3673 |
|
R2 |
1.3673 |
1.3673 |
1.3673 |
|
R1 |
1.3673 |
1.3673 |
1.3673 |
1.3673 |
PP |
1.3673 |
1.3673 |
1.3673 |
1.3673 |
S1 |
1.3673 |
1.3673 |
1.3673 |
1.3673 |
S2 |
1.3673 |
1.3673 |
1.3673 |
|
S3 |
1.3673 |
1.3673 |
1.3673 |
|
S4 |
1.3673 |
1.3673 |
1.3673 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3821 |
1.3803 |
1.3724 |
|
R3 |
1.3779 |
1.3761 |
1.3713 |
|
R2 |
1.3737 |
1.3737 |
1.3709 |
|
R1 |
1.3719 |
1.3719 |
1.3705 |
1.3707 |
PP |
1.3695 |
1.3695 |
1.3695 |
1.3689 |
S1 |
1.3677 |
1.3677 |
1.3697 |
1.3665 |
S2 |
1.3653 |
1.3653 |
1.3693 |
|
S3 |
1.3611 |
1.3635 |
1.3689 |
|
S4 |
1.3569 |
1.3593 |
1.3678 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3673 |
2.618 |
1.3673 |
1.618 |
1.3673 |
1.000 |
1.3673 |
0.618 |
1.3673 |
HIGH |
1.3673 |
0.618 |
1.3673 |
0.500 |
1.3673 |
0.382 |
1.3673 |
LOW |
1.3673 |
0.618 |
1.3673 |
1.000 |
1.3673 |
1.618 |
1.3673 |
2.618 |
1.3673 |
4.250 |
1.3673 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3673 |
1.3686 |
PP |
1.3673 |
1.3682 |
S1 |
1.3673 |
1.3677 |
|