CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3882 |
1.3935 |
0.0053 |
0.4% |
1.3673 |
| High |
1.3882 |
1.3950 |
0.0068 |
0.5% |
1.3820 |
| Low |
1.3882 |
1.3935 |
0.0053 |
0.4% |
1.3673 |
| Close |
1.3882 |
1.3961 |
0.0079 |
0.6% |
1.3818 |
| Range |
0.0000 |
0.0015 |
0.0015 |
|
0.0147 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
4.8% |
0.0000 |
| Volume |
14 |
278 |
264 |
1,885.7% |
66 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3994 |
1.3992 |
1.3969 |
|
| R3 |
1.3979 |
1.3977 |
1.3965 |
|
| R2 |
1.3964 |
1.3964 |
1.3964 |
|
| R1 |
1.3962 |
1.3962 |
1.3962 |
1.3963 |
| PP |
1.3949 |
1.3949 |
1.3949 |
1.3949 |
| S1 |
1.3947 |
1.3947 |
1.3960 |
1.3948 |
| S2 |
1.3934 |
1.3934 |
1.3958 |
|
| S3 |
1.3919 |
1.3932 |
1.3957 |
|
| S4 |
1.3904 |
1.3917 |
1.3953 |
|
|
| 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 |
1.4014 |
|
2.618 |
1.3989 |
|
1.618 |
1.3974 |
|
1.000 |
1.3965 |
|
0.618 |
1.3959 |
|
HIGH |
1.3950 |
|
0.618 |
1.3944 |
|
0.500 |
1.3943 |
|
0.382 |
1.3941 |
|
LOW |
1.3935 |
|
0.618 |
1.3926 |
|
1.000 |
1.3920 |
|
1.618 |
1.3911 |
|
2.618 |
1.3896 |
|
4.250 |
1.3871 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3955 |
1.3939 |
| PP |
1.3949 |
1.3917 |
| S1 |
1.3943 |
1.3896 |
|