CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 03-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4184 |
1.4209 |
0.0025 |
0.2% |
1.4126 |
| High |
1.4202 |
1.4215 |
0.0013 |
0.1% |
1.4298 |
| Low |
1.4162 |
1.4126 |
-0.0036 |
-0.3% |
1.4088 |
| Close |
1.4175 |
1.4126 |
-0.0049 |
-0.3% |
1.4293 |
| Range |
0.0040 |
0.0089 |
0.0049 |
122.5% |
0.0210 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.3% |
0.0000 |
| Volume |
139,039 |
167,039 |
28,000 |
20.1% |
616,698 |
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4423 |
1.4363 |
1.4175 |
|
| R3 |
1.4334 |
1.4274 |
1.4150 |
|
| R2 |
1.4245 |
1.4245 |
1.4142 |
|
| R1 |
1.4185 |
1.4185 |
1.4134 |
1.4171 |
| PP |
1.4156 |
1.4156 |
1.4156 |
1.4148 |
| S1 |
1.4096 |
1.4096 |
1.4118 |
1.4082 |
| S2 |
1.4067 |
1.4067 |
1.4110 |
|
| S3 |
1.3978 |
1.4007 |
1.4102 |
|
| S4 |
1.3889 |
1.3918 |
1.4077 |
|
|
| 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 |
1.4126 |
0.0172 |
1.2% |
0.0063 |
0.4% |
0% |
False |
True |
152,663 |
| 10 |
1.4298 |
1.4044 |
0.0254 |
1.8% |
0.0055 |
0.4% |
32% |
False |
False |
144,326 |
| 20 |
1.4298 |
1.3690 |
0.0608 |
4.3% |
0.0055 |
0.4% |
72% |
False |
False |
116,891 |
| 40 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0047 |
0.3% |
80% |
False |
False |
59,264 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0040 |
0.3% |
80% |
False |
False |
39,640 |
| 80 |
1.4298 |
1.3382 |
0.0916 |
6.5% |
0.0034 |
0.2% |
81% |
False |
False |
29,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4593 |
|
2.618 |
1.4448 |
|
1.618 |
1.4359 |
|
1.000 |
1.4304 |
|
0.618 |
1.4270 |
|
HIGH |
1.4215 |
|
0.618 |
1.4181 |
|
0.500 |
1.4171 |
|
0.382 |
1.4160 |
|
LOW |
1.4126 |
|
0.618 |
1.4071 |
|
1.000 |
1.4037 |
|
1.618 |
1.3982 |
|
2.618 |
1.3893 |
|
4.250 |
1.3748 |
|
|
| Fisher Pivots for day following 03-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4171 |
1.4198 |
| PP |
1.4156 |
1.4174 |
| S1 |
1.4141 |
1.4150 |
|