CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 15-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4197 |
1.4242 |
0.0045 |
0.3% |
1.4150 |
| High |
1.4230 |
1.4256 |
0.0026 |
0.2% |
1.4261 |
| Low |
1.4171 |
1.4213 |
0.0042 |
0.3% |
1.4047 |
| Close |
1.4192 |
1.4217 |
0.0025 |
0.2% |
1.4192 |
| Range |
0.0059 |
0.0043 |
-0.0016 |
-27.1% |
0.0214 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
230,395 |
174,452 |
-55,943 |
-24.3% |
764,526 |
|
| Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4358 |
1.4330 |
1.4241 |
|
| R3 |
1.4315 |
1.4287 |
1.4229 |
|
| R2 |
1.4272 |
1.4272 |
1.4225 |
|
| R1 |
1.4244 |
1.4244 |
1.4221 |
1.4237 |
| PP |
1.4229 |
1.4229 |
1.4229 |
1.4225 |
| S1 |
1.4201 |
1.4201 |
1.4213 |
1.4194 |
| S2 |
1.4186 |
1.4186 |
1.4209 |
|
| S3 |
1.4143 |
1.4158 |
1.4205 |
|
| S4 |
1.4100 |
1.4115 |
1.4193 |
|
|
| 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% |
0.0064 |
0.4% |
79% |
False |
False |
187,795 |
| 10 |
1.4261 |
1.4047 |
0.0214 |
1.5% |
0.0078 |
0.5% |
79% |
False |
False |
157,658 |
| 20 |
1.4298 |
1.3893 |
0.0405 |
2.8% |
0.0068 |
0.5% |
80% |
False |
False |
149,475 |
| 40 |
1.4298 |
1.3500 |
0.0798 |
5.6% |
0.0057 |
0.4% |
90% |
False |
False |
90,837 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0048 |
0.3% |
91% |
False |
False |
60,773 |
| 80 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0042 |
0.3% |
91% |
False |
False |
45,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4439 |
|
2.618 |
1.4369 |
|
1.618 |
1.4326 |
|
1.000 |
1.4299 |
|
0.618 |
1.4283 |
|
HIGH |
1.4256 |
|
0.618 |
1.4240 |
|
0.500 |
1.4235 |
|
0.382 |
1.4229 |
|
LOW |
1.4213 |
|
0.618 |
1.4186 |
|
1.000 |
1.4170 |
|
1.618 |
1.4143 |
|
2.618 |
1.4100 |
|
4.250 |
1.4030 |
|
|
| Fisher Pivots for day following 15-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4235 |
1.4217 |
| PP |
1.4229 |
1.4216 |
| S1 |
1.4223 |
1.4216 |
|