CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4308 |
1.4305 |
-0.0003 |
0.0% |
1.4242 |
| High |
1.4327 |
1.4322 |
-0.0005 |
0.0% |
1.4327 |
| Low |
1.4294 |
1.4258 |
-0.0036 |
-0.3% |
1.4162 |
| Close |
1.4311 |
1.4311 |
0.0000 |
0.0% |
1.4311 |
| Range |
0.0033 |
0.0064 |
0.0031 |
93.9% |
0.0165 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
172,840 |
151,039 |
-21,801 |
-12.6% |
819,306 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4489 |
1.4464 |
1.4346 |
|
| R3 |
1.4425 |
1.4400 |
1.4329 |
|
| R2 |
1.4361 |
1.4361 |
1.4323 |
|
| R1 |
1.4336 |
1.4336 |
1.4317 |
1.4349 |
| PP |
1.4297 |
1.4297 |
1.4297 |
1.4303 |
| S1 |
1.4272 |
1.4272 |
1.4305 |
1.4285 |
| S2 |
1.4233 |
1.4233 |
1.4299 |
|
| S3 |
1.4169 |
1.4208 |
1.4293 |
|
| S4 |
1.4105 |
1.4144 |
1.4276 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4762 |
1.4701 |
1.4402 |
|
| R3 |
1.4597 |
1.4536 |
1.4356 |
|
| R2 |
1.4432 |
1.4432 |
1.4341 |
|
| R1 |
1.4371 |
1.4371 |
1.4326 |
1.4402 |
| PP |
1.4267 |
1.4267 |
1.4267 |
1.4282 |
| S1 |
1.4206 |
1.4206 |
1.4296 |
1.4237 |
| S2 |
1.4102 |
1.4102 |
1.4281 |
|
| S3 |
1.3937 |
1.4041 |
1.4266 |
|
| S4 |
1.3772 |
1.3876 |
1.4220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4327 |
1.4162 |
0.0165 |
1.2% |
0.0048 |
0.3% |
90% |
False |
False |
163,861 |
| 10 |
1.4327 |
1.4047 |
0.0280 |
2.0% |
0.0064 |
0.4% |
94% |
False |
False |
158,383 |
| 20 |
1.4327 |
1.4047 |
0.0280 |
2.0% |
0.0064 |
0.4% |
94% |
False |
False |
151,206 |
| 40 |
1.4327 |
1.3600 |
0.0727 |
5.1% |
0.0059 |
0.4% |
98% |
False |
False |
106,862 |
| 60 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0050 |
0.3% |
98% |
False |
False |
71,499 |
| 80 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0044 |
0.3% |
98% |
False |
False |
53,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4594 |
|
2.618 |
1.4490 |
|
1.618 |
1.4426 |
|
1.000 |
1.4386 |
|
0.618 |
1.4362 |
|
HIGH |
1.4322 |
|
0.618 |
1.4298 |
|
0.500 |
1.4290 |
|
0.382 |
1.4282 |
|
LOW |
1.4258 |
|
0.618 |
1.4218 |
|
1.000 |
1.4194 |
|
1.618 |
1.4154 |
|
2.618 |
1.4090 |
|
4.250 |
1.3986 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4304 |
1.4295 |
| PP |
1.4297 |
1.4279 |
| S1 |
1.4290 |
1.4263 |
|