CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 07-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1.3741 |
1.3818 |
0.0077 |
0.6% |
1.3673 |
High |
1.3741 |
1.3820 |
0.0079 |
0.6% |
1.3820 |
Low |
1.3741 |
1.3820 |
0.0079 |
0.6% |
1.3673 |
Close |
1.3741 |
1.3818 |
0.0077 |
0.6% |
1.3818 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0043 |
0.0003 |
6.8% |
0.0000 |
Volume |
18 |
2 |
-16 |
-88.9% |
66 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3819 |
1.3819 |
1.3818 |
|
R3 |
1.3819 |
1.3819 |
1.3818 |
|
R2 |
1.3819 |
1.3819 |
1.3818 |
|
R1 |
1.3819 |
1.3819 |
1.3818 |
1.3818 |
PP |
1.3819 |
1.3819 |
1.3819 |
1.3819 |
S1 |
1.3819 |
1.3819 |
1.3818 |
1.3818 |
S2 |
1.3819 |
1.3819 |
1.3818 |
|
S3 |
1.3819 |
1.3819 |
1.3818 |
|
S4 |
1.3819 |
1.3819 |
1.3818 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4211 |
1.4162 |
1.3899 |
|
R3 |
1.4064 |
1.4015 |
1.3858 |
|
R2 |
1.3917 |
1.3917 |
1.3845 |
|
R1 |
1.3868 |
1.3868 |
1.3831 |
1.3893 |
PP |
1.3770 |
1.3770 |
1.3770 |
1.3783 |
S1 |
1.3721 |
1.3721 |
1.3805 |
1.3746 |
S2 |
1.3623 |
1.3623 |
1.3791 |
|
S3 |
1.3476 |
1.3574 |
1.3778 |
|
S4 |
1.3329 |
1.3427 |
1.3737 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3820 |
2.618 |
1.3820 |
1.618 |
1.3820 |
1.000 |
1.3820 |
0.618 |
1.3820 |
HIGH |
1.3820 |
0.618 |
1.3820 |
0.500 |
1.3820 |
0.382 |
1.3820 |
LOW |
1.3820 |
0.618 |
1.3820 |
1.000 |
1.3820 |
1.618 |
1.3820 |
2.618 |
1.3820 |
4.250 |
1.3820 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3820 |
1.3802 |
PP |
1.3819 |
1.3786 |
S1 |
1.3819 |
1.3770 |
|