CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4150 |
1.4059 |
-0.0091 |
-0.6% |
1.4248 |
| High |
1.4180 |
1.4132 |
-0.0048 |
-0.3% |
1.4270 |
| Low |
1.4055 |
1.4047 |
-0.0008 |
-0.1% |
1.4055 |
| Close |
1.4158 |
1.4119 |
-0.0039 |
-0.3% |
1.4158 |
| Range |
0.0125 |
0.0085 |
-0.0040 |
-32.0% |
0.0215 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
3.1% |
0.0000 |
| Volume |
0 |
214,433 |
214,433 |
|
823,605 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4354 |
1.4322 |
1.4166 |
|
| R3 |
1.4269 |
1.4237 |
1.4142 |
|
| R2 |
1.4184 |
1.4184 |
1.4135 |
|
| R1 |
1.4152 |
1.4152 |
1.4127 |
1.4168 |
| PP |
1.4099 |
1.4099 |
1.4099 |
1.4108 |
| S1 |
1.4067 |
1.4067 |
1.4111 |
1.4083 |
| S2 |
1.4014 |
1.4014 |
1.4103 |
|
| S3 |
1.3929 |
1.3982 |
1.4096 |
|
| S4 |
1.3844 |
1.3897 |
1.4072 |
|
|
| 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 |
1.4047 |
0.0168 |
1.2% |
0.0101 |
0.7% |
43% |
False |
True |
142,600 |
| 10 |
1.4298 |
1.4047 |
0.0251 |
1.8% |
0.0076 |
0.5% |
29% |
False |
True |
144,290 |
| 20 |
1.4298 |
1.3878 |
0.0420 |
3.0% |
0.0065 |
0.5% |
57% |
False |
False |
139,984 |
| 40 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0056 |
0.4% |
79% |
False |
False |
72,821 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0046 |
0.3% |
79% |
False |
False |
48,708 |
| 80 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0039 |
0.3% |
79% |
False |
False |
36,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4493 |
|
2.618 |
1.4355 |
|
1.618 |
1.4270 |
|
1.000 |
1.4217 |
|
0.618 |
1.4185 |
|
HIGH |
1.4132 |
|
0.618 |
1.4100 |
|
0.500 |
1.4090 |
|
0.382 |
1.4079 |
|
LOW |
1.4047 |
|
0.618 |
1.3994 |
|
1.000 |
1.3962 |
|
1.618 |
1.3909 |
|
2.618 |
1.3824 |
|
4.250 |
1.3686 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4109 |
1.4117 |
| PP |
1.4099 |
1.4115 |
| S1 |
1.4090 |
1.4114 |
|