CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4208 |
1.4197 |
-0.0011 |
-0.1% |
1.4150 |
| High |
1.4261 |
1.4230 |
-0.0031 |
-0.2% |
1.4261 |
| Low |
1.4176 |
1.4171 |
-0.0005 |
0.0% |
1.4047 |
| Close |
1.4232 |
1.4192 |
-0.0040 |
-0.3% |
1.4192 |
| Range |
0.0085 |
0.0059 |
-0.0026 |
-30.6% |
0.0214 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
150,990 |
230,395 |
79,405 |
52.6% |
764,526 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4375 |
1.4342 |
1.4224 |
|
| R3 |
1.4316 |
1.4283 |
1.4208 |
|
| R2 |
1.4257 |
1.4257 |
1.4203 |
|
| R1 |
1.4224 |
1.4224 |
1.4197 |
1.4211 |
| PP |
1.4198 |
1.4198 |
1.4198 |
1.4191 |
| S1 |
1.4165 |
1.4165 |
1.4187 |
1.4152 |
| S2 |
1.4139 |
1.4139 |
1.4181 |
|
| S3 |
1.4080 |
1.4106 |
1.4176 |
|
| S4 |
1.4021 |
1.4047 |
1.4160 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4809 |
1.4714 |
1.4310 |
|
| R3 |
1.4595 |
1.4500 |
1.4251 |
|
| R2 |
1.4381 |
1.4381 |
1.4231 |
|
| R1 |
1.4286 |
1.4286 |
1.4212 |
1.4334 |
| PP |
1.4167 |
1.4167 |
1.4167 |
1.4190 |
| S1 |
1.4072 |
1.4072 |
1.4172 |
1.4120 |
| S2 |
1.3953 |
1.3953 |
1.4153 |
|
| S3 |
1.3739 |
1.3858 |
1.4133 |
|
| S4 |
1.3525 |
1.3644 |
1.4074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4261 |
1.4047 |
0.0214 |
1.5% |
0.0080 |
0.6% |
68% |
False |
False |
152,905 |
| 10 |
1.4270 |
1.4047 |
0.0223 |
1.6% |
0.0077 |
0.5% |
65% |
False |
False |
158,813 |
| 20 |
1.4298 |
1.3883 |
0.0415 |
2.9% |
0.0068 |
0.5% |
74% |
False |
False |
149,733 |
| 40 |
1.4298 |
1.3500 |
0.0798 |
5.6% |
0.0057 |
0.4% |
87% |
False |
False |
86,497 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0048 |
0.3% |
88% |
False |
False |
57,868 |
| 80 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0041 |
0.3% |
88% |
False |
False |
43,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4481 |
|
2.618 |
1.4384 |
|
1.618 |
1.4325 |
|
1.000 |
1.4289 |
|
0.618 |
1.4266 |
|
HIGH |
1.4230 |
|
0.618 |
1.4207 |
|
0.500 |
1.4201 |
|
0.382 |
1.4194 |
|
LOW |
1.4171 |
|
0.618 |
1.4135 |
|
1.000 |
1.4112 |
|
1.618 |
1.4076 |
|
2.618 |
1.4017 |
|
4.250 |
1.3920 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4201 |
1.4204 |
| PP |
1.4198 |
1.4200 |
| S1 |
1.4195 |
1.4196 |
|