CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 02-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4248 |
1.4184 |
-0.0064 |
-0.4% |
1.4126 |
| High |
1.4270 |
1.4202 |
-0.0068 |
-0.5% |
1.4298 |
| Low |
1.4240 |
1.4162 |
-0.0078 |
-0.5% |
1.4088 |
| Close |
1.4260 |
1.4175 |
-0.0085 |
-0.6% |
1.4293 |
| Range |
0.0030 |
0.0040 |
0.0010 |
33.3% |
0.0210 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.6% |
0.0000 |
| Volume |
185,998 |
139,039 |
-46,959 |
-25.2% |
616,698 |
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4300 |
1.4277 |
1.4197 |
|
| R3 |
1.4260 |
1.4237 |
1.4186 |
|
| R2 |
1.4220 |
1.4220 |
1.4182 |
|
| R1 |
1.4197 |
1.4197 |
1.4179 |
1.4189 |
| PP |
1.4180 |
1.4180 |
1.4180 |
1.4175 |
| S1 |
1.4157 |
1.4157 |
1.4171 |
1.4149 |
| S2 |
1.4140 |
1.4140 |
1.4168 |
|
| S3 |
1.4100 |
1.4117 |
1.4164 |
|
| S4 |
1.4060 |
1.4077 |
1.4153 |
|
|
| 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 |
1.4137 |
0.0161 |
1.1% |
0.0050 |
0.4% |
24% |
False |
False |
145,981 |
| 10 |
1.4298 |
1.3959 |
0.0339 |
2.4% |
0.0051 |
0.4% |
64% |
False |
False |
144,028 |
| 20 |
1.4298 |
1.3621 |
0.0677 |
4.8% |
0.0055 |
0.4% |
82% |
False |
False |
108,850 |
| 40 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0045 |
0.3% |
86% |
False |
False |
55,110 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0039 |
0.3% |
86% |
False |
False |
36,858 |
| 80 |
1.4298 |
1.3382 |
0.0916 |
6.5% |
0.0033 |
0.2% |
87% |
False |
False |
27,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4372 |
|
2.618 |
1.4307 |
|
1.618 |
1.4267 |
|
1.000 |
1.4242 |
|
0.618 |
1.4227 |
|
HIGH |
1.4202 |
|
0.618 |
1.4187 |
|
0.500 |
1.4182 |
|
0.382 |
1.4177 |
|
LOW |
1.4162 |
|
0.618 |
1.4137 |
|
1.000 |
1.4122 |
|
1.618 |
1.4097 |
|
2.618 |
1.4057 |
|
4.250 |
1.3992 |
|
|
| Fisher Pivots for day following 02-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4182 |
1.4230 |
| PP |
1.4180 |
1.4212 |
| S1 |
1.4177 |
1.4193 |
|