CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4164 |
1.4212 |
0.0048 |
0.3% |
1.4150 |
| High |
1.4214 |
1.4247 |
0.0033 |
0.2% |
1.4261 |
| Low |
1.4162 |
1.4198 |
0.0036 |
0.3% |
1.4047 |
| Close |
1.4183 |
1.4204 |
0.0021 |
0.1% |
1.4192 |
| Range |
0.0052 |
0.0049 |
-0.0003 |
-5.8% |
0.0214 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
138,907 |
182,068 |
43,161 |
31.1% |
764,526 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4363 |
1.4333 |
1.4231 |
|
| R3 |
1.4314 |
1.4284 |
1.4217 |
|
| R2 |
1.4265 |
1.4265 |
1.4213 |
|
| R1 |
1.4235 |
1.4235 |
1.4208 |
1.4226 |
| PP |
1.4216 |
1.4216 |
1.4216 |
1.4212 |
| S1 |
1.4186 |
1.4186 |
1.4200 |
1.4177 |
| S2 |
1.4167 |
1.4167 |
1.4195 |
|
| S3 |
1.4118 |
1.4137 |
1.4191 |
|
| S4 |
1.4069 |
1.4088 |
1.4177 |
|
|
| 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 |
1.4162 |
0.0099 |
0.7% |
0.0058 |
0.4% |
42% |
False |
False |
175,362 |
| 10 |
1.4261 |
1.4047 |
0.0214 |
1.5% |
0.0075 |
0.5% |
73% |
False |
False |
159,148 |
| 20 |
1.4298 |
1.4044 |
0.0254 |
1.8% |
0.0065 |
0.5% |
63% |
False |
False |
151,737 |
| 40 |
1.4298 |
1.3540 |
0.0758 |
5.3% |
0.0058 |
0.4% |
88% |
False |
False |
98,802 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0049 |
0.3% |
89% |
False |
False |
66,115 |
| 80 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0043 |
0.3% |
89% |
False |
False |
49,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4455 |
|
2.618 |
1.4375 |
|
1.618 |
1.4326 |
|
1.000 |
1.4296 |
|
0.618 |
1.4277 |
|
HIGH |
1.4247 |
|
0.618 |
1.4228 |
|
0.500 |
1.4223 |
|
0.382 |
1.4217 |
|
LOW |
1.4198 |
|
0.618 |
1.4168 |
|
1.000 |
1.4149 |
|
1.618 |
1.4119 |
|
2.618 |
1.4070 |
|
4.250 |
1.3990 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4223 |
1.4209 |
| PP |
1.4216 |
1.4207 |
| S1 |
1.4210 |
1.4206 |
|