CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4059 |
1.4172 |
0.0113 |
0.8% |
1.4248 |
| High |
1.4132 |
1.4192 |
0.0060 |
0.4% |
1.4270 |
| Low |
1.4047 |
1.4146 |
0.0099 |
0.7% |
1.4055 |
| Close |
1.4119 |
1.4150 |
0.0031 |
0.2% |
1.4158 |
| Range |
0.0085 |
0.0046 |
-0.0039 |
-45.9% |
0.0215 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
214,433 |
168,708 |
-45,725 |
-21.3% |
823,605 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4301 |
1.4271 |
1.4175 |
|
| R3 |
1.4255 |
1.4225 |
1.4163 |
|
| R2 |
1.4209 |
1.4209 |
1.4158 |
|
| R1 |
1.4179 |
1.4179 |
1.4154 |
1.4171 |
| PP |
1.4163 |
1.4163 |
1.4163 |
1.4159 |
| S1 |
1.4133 |
1.4133 |
1.4146 |
1.4125 |
| S2 |
1.4117 |
1.4117 |
1.4142 |
|
| S3 |
1.4071 |
1.4087 |
1.4137 |
|
| S4 |
1.4025 |
1.4041 |
1.4125 |
|
|
| 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 |
1.4192 |
1.4047 |
0.0145 |
1.0% |
0.0093 |
0.7% |
71% |
True |
False |
142,934 |
| 10 |
1.4298 |
1.4047 |
0.0251 |
1.8% |
0.0078 |
0.5% |
41% |
False |
False |
147,798 |
| 20 |
1.4298 |
1.3878 |
0.0420 |
3.0% |
0.0065 |
0.5% |
65% |
False |
False |
146,369 |
| 40 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0056 |
0.4% |
83% |
False |
False |
77,013 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0047 |
0.3% |
83% |
False |
False |
51,518 |
| 80 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0040 |
0.3% |
83% |
False |
False |
38,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4388 |
|
2.618 |
1.4312 |
|
1.618 |
1.4266 |
|
1.000 |
1.4238 |
|
0.618 |
1.4220 |
|
HIGH |
1.4192 |
|
0.618 |
1.4174 |
|
0.500 |
1.4169 |
|
0.382 |
1.4164 |
|
LOW |
1.4146 |
|
0.618 |
1.4118 |
|
1.000 |
1.4100 |
|
1.618 |
1.4072 |
|
2.618 |
1.4026 |
|
4.250 |
1.3951 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4169 |
1.4140 |
| PP |
1.4163 |
1.4130 |
| S1 |
1.4156 |
1.4120 |
|