CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
1.3935 |
1.3936 |
0.0001 |
0.0% |
1.3673 |
High |
1.3950 |
1.3940 |
-0.0010 |
-0.1% |
1.3820 |
Low |
1.3935 |
1.3940 |
0.0005 |
0.0% |
1.3673 |
Close |
1.3961 |
1.3936 |
-0.0025 |
-0.2% |
1.3818 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0147 |
ATR |
0.0043 |
0.0041 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
278 |
20 |
-258 |
-92.8% |
66 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3939 |
1.3937 |
1.3936 |
|
R3 |
1.3939 |
1.3937 |
1.3936 |
|
R2 |
1.3939 |
1.3939 |
1.3936 |
|
R1 |
1.3937 |
1.3937 |
1.3936 |
1.3936 |
PP |
1.3939 |
1.3939 |
1.3939 |
1.3938 |
S1 |
1.3937 |
1.3937 |
1.3936 |
1.3936 |
S2 |
1.3939 |
1.3939 |
1.3936 |
|
S3 |
1.3939 |
1.3937 |
1.3936 |
|
S4 |
1.3939 |
1.3937 |
1.3936 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3950 |
1.3820 |
0.0130 |
0.9% |
0.0003 |
0.0% |
89% |
False |
False |
65 |
10 |
1.3950 |
1.3671 |
0.0279 |
2.0% |
0.0005 |
0.0% |
95% |
False |
False |
40 |
20 |
1.3950 |
1.3464 |
0.0486 |
3.5% |
0.0003 |
0.0% |
97% |
False |
False |
25 |
40 |
1.3950 |
1.3464 |
0.0486 |
3.5% |
0.0001 |
0.0% |
97% |
False |
False |
15 |
60 |
1.3950 |
1.3464 |
0.0486 |
3.5% |
0.0001 |
0.0% |
97% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3940 |
2.618 |
1.3940 |
1.618 |
1.3940 |
1.000 |
1.3940 |
0.618 |
1.3940 |
HIGH |
1.3940 |
0.618 |
1.3940 |
0.500 |
1.3940 |
0.382 |
1.3940 |
LOW |
1.3940 |
0.618 |
1.3940 |
1.000 |
1.3940 |
1.618 |
1.3940 |
2.618 |
1.3940 |
4.250 |
1.3940 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3940 |
1.3929 |
PP |
1.3939 |
1.3923 |
S1 |
1.3937 |
1.3916 |
|