CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 08-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4150 |
1.4150 |
0.0000 |
0.0% |
1.4248 |
| High |
1.4180 |
1.4180 |
0.0000 |
0.0% |
1.4270 |
| Low |
1.4055 |
1.4055 |
0.0000 |
0.0% |
1.4055 |
| Close |
1.4158 |
1.4158 |
0.0000 |
0.0% |
1.4158 |
| Range |
0.0125 |
0.0125 |
0.0000 |
0.0% |
0.0215 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
4.9% |
0.0000 |
| Volume |
170,040 |
0 |
-170,040 |
-100.0% |
823,605 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4506 |
1.4457 |
1.4227 |
|
| R3 |
1.4381 |
1.4332 |
1.4192 |
|
| R2 |
1.4256 |
1.4256 |
1.4181 |
|
| R1 |
1.4207 |
1.4207 |
1.4169 |
1.4232 |
| PP |
1.4131 |
1.4131 |
1.4131 |
1.4143 |
| S1 |
1.4082 |
1.4082 |
1.4147 |
1.4107 |
| S2 |
1.4006 |
1.4006 |
1.4135 |
|
| S3 |
1.3881 |
1.3957 |
1.4124 |
|
| S4 |
1.3756 |
1.3832 |
1.4089 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4806 |
1.4697 |
1.4276 |
|
| R3 |
1.4591 |
1.4482 |
1.4217 |
|
| R2 |
1.4376 |
1.4376 |
1.4197 |
|
| R1 |
1.4267 |
1.4267 |
1.4178 |
1.4214 |
| PP |
1.4161 |
1.4161 |
1.4161 |
1.4135 |
| S1 |
1.4052 |
1.4052 |
1.4138 |
1.3999 |
| S2 |
1.3946 |
1.3946 |
1.4119 |
|
| S3 |
1.3731 |
1.3837 |
1.4099 |
|
| S4 |
1.3516 |
1.3622 |
1.4040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4215 |
1.4055 |
0.0160 |
1.1% |
0.0092 |
0.7% |
64% |
False |
True |
127,521 |
| 10 |
1.4298 |
1.4055 |
0.0243 |
1.7% |
0.0072 |
0.5% |
42% |
False |
True |
132,593 |
| 20 |
1.4298 |
1.3852 |
0.0446 |
3.2% |
0.0062 |
0.4% |
69% |
False |
False |
130,739 |
| 40 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0054 |
0.4% |
84% |
False |
False |
67,482 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0045 |
0.3% |
84% |
False |
False |
45,142 |
| 80 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0038 |
0.3% |
84% |
False |
False |
33,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4711 |
|
2.618 |
1.4507 |
|
1.618 |
1.4382 |
|
1.000 |
1.4305 |
|
0.618 |
1.4257 |
|
HIGH |
1.4180 |
|
0.618 |
1.4132 |
|
0.500 |
1.4118 |
|
0.382 |
1.4103 |
|
LOW |
1.4055 |
|
0.618 |
1.3978 |
|
1.000 |
1.3930 |
|
1.618 |
1.3853 |
|
2.618 |
1.3728 |
|
4.250 |
1.3524 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4145 |
1.4145 |
| PP |
1.4131 |
1.4131 |
| S1 |
1.4118 |
1.4118 |
|