CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3925 |
1.4010 |
0.0085 |
0.6% |
1.3854 |
| High |
1.3925 |
1.4008 |
0.0083 |
0.6% |
1.3950 |
| Low |
1.3905 |
1.3920 |
0.0015 |
0.1% |
1.3841 |
| Close |
1.3916 |
1.4010 |
0.0094 |
0.7% |
1.3924 |
| Range |
0.0020 |
0.0088 |
0.0068 |
340.0% |
0.0109 |
| ATR |
0.0038 |
0.0042 |
0.0004 |
10.3% |
0.0000 |
| Volume |
306 |
167 |
-139 |
-45.4% |
710 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4243 |
1.4215 |
1.4058 |
|
| R3 |
1.4155 |
1.4127 |
1.4034 |
|
| R2 |
1.4067 |
1.4067 |
1.4026 |
|
| R1 |
1.4039 |
1.4039 |
1.4018 |
1.4054 |
| PP |
1.3979 |
1.3979 |
1.3979 |
1.3987 |
| S1 |
1.3951 |
1.3951 |
1.4002 |
1.3966 |
| S2 |
1.3891 |
1.3891 |
1.3994 |
|
| S3 |
1.3803 |
1.3863 |
1.3986 |
|
| S4 |
1.3715 |
1.3775 |
1.3962 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4232 |
1.4187 |
1.3984 |
|
| R3 |
1.4123 |
1.4078 |
1.3954 |
|
| R2 |
1.4014 |
1.4014 |
1.3944 |
|
| R1 |
1.3969 |
1.3969 |
1.3934 |
1.3992 |
| PP |
1.3905 |
1.3905 |
1.3905 |
1.3916 |
| S1 |
1.3860 |
1.3860 |
1.3914 |
1.3883 |
| S2 |
1.3796 |
1.3796 |
1.3904 |
|
| S3 |
1.3687 |
1.3751 |
1.3894 |
|
| S4 |
1.3578 |
1.3642 |
1.3864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4008 |
1.3905 |
0.0103 |
0.7% |
0.0025 |
0.2% |
102% |
True |
False |
230 |
| 10 |
1.4008 |
1.3720 |
0.0288 |
2.1% |
0.0013 |
0.1% |
101% |
True |
False |
124 |
| 20 |
1.4008 |
1.3520 |
0.0488 |
3.5% |
0.0008 |
0.1% |
100% |
True |
False |
66 |
| 40 |
1.4008 |
1.3464 |
0.0544 |
3.9% |
0.0004 |
0.0% |
100% |
True |
False |
36 |
| 60 |
1.4008 |
1.3464 |
0.0544 |
3.9% |
0.0003 |
0.0% |
100% |
True |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4382 |
|
2.618 |
1.4238 |
|
1.618 |
1.4150 |
|
1.000 |
1.4096 |
|
0.618 |
1.4062 |
|
HIGH |
1.4008 |
|
0.618 |
1.3974 |
|
0.500 |
1.3964 |
|
0.382 |
1.3954 |
|
LOW |
1.3920 |
|
0.618 |
1.3866 |
|
1.000 |
1.3832 |
|
1.618 |
1.3778 |
|
2.618 |
1.3690 |
|
4.250 |
1.3546 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3995 |
1.3992 |
| PP |
1.3979 |
1.3974 |
| S1 |
1.3964 |
1.3957 |
|