CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4201 |
1.4248 |
0.0047 |
0.3% |
1.4126 |
| High |
1.4298 |
1.4270 |
-0.0028 |
-0.2% |
1.4298 |
| Low |
1.4199 |
1.4240 |
0.0041 |
0.3% |
1.4088 |
| Close |
1.4293 |
1.4260 |
-0.0033 |
-0.2% |
1.4293 |
| Range |
0.0099 |
0.0030 |
-0.0069 |
-69.7% |
0.0210 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
155,508 |
185,998 |
30,490 |
19.6% |
616,698 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4347 |
1.4333 |
1.4277 |
|
| R3 |
1.4317 |
1.4303 |
1.4268 |
|
| R2 |
1.4287 |
1.4287 |
1.4266 |
|
| R1 |
1.4273 |
1.4273 |
1.4263 |
1.4280 |
| PP |
1.4257 |
1.4257 |
1.4257 |
1.4260 |
| S1 |
1.4243 |
1.4243 |
1.4257 |
1.4250 |
| S2 |
1.4227 |
1.4227 |
1.4255 |
|
| S3 |
1.4197 |
1.4213 |
1.4252 |
|
| S4 |
1.4167 |
1.4183 |
1.4244 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4856 |
1.4785 |
1.4409 |
|
| R3 |
1.4646 |
1.4575 |
1.4351 |
|
| R2 |
1.4436 |
1.4436 |
1.4332 |
|
| R1 |
1.4365 |
1.4365 |
1.4312 |
1.4401 |
| PP |
1.4226 |
1.4226 |
1.4226 |
1.4244 |
| S1 |
1.4155 |
1.4155 |
1.4274 |
1.4191 |
| S2 |
1.4016 |
1.4016 |
1.4255 |
|
| S3 |
1.3806 |
1.3945 |
1.4235 |
|
| S4 |
1.3596 |
1.3735 |
1.4178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4298 |
1.4128 |
0.0170 |
1.2% |
0.0051 |
0.4% |
78% |
False |
False |
137,664 |
| 10 |
1.4298 |
1.3893 |
0.0405 |
2.8% |
0.0058 |
0.4% |
91% |
False |
False |
141,292 |
| 20 |
1.4298 |
1.3600 |
0.0698 |
4.9% |
0.0056 |
0.4% |
95% |
False |
False |
102,105 |
| 40 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0045 |
0.3% |
96% |
False |
False |
51,645 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0039 |
0.3% |
96% |
False |
False |
34,543 |
| 80 |
1.4298 |
1.3382 |
0.0916 |
6.4% |
0.0033 |
0.2% |
96% |
False |
False |
25,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4398 |
|
2.618 |
1.4349 |
|
1.618 |
1.4319 |
|
1.000 |
1.4300 |
|
0.618 |
1.4289 |
|
HIGH |
1.4270 |
|
0.618 |
1.4259 |
|
0.500 |
1.4255 |
|
0.382 |
1.4251 |
|
LOW |
1.4240 |
|
0.618 |
1.4221 |
|
1.000 |
1.4210 |
|
1.618 |
1.4191 |
|
2.618 |
1.4161 |
|
4.250 |
1.4113 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4258 |
1.4249 |
| PP |
1.4257 |
1.4237 |
| S1 |
1.4255 |
1.4226 |
|