CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4305 |
1.4177 |
-0.0128 |
-0.9% |
1.4242 |
| High |
1.4322 |
1.4215 |
-0.0107 |
-0.7% |
1.4327 |
| Low |
1.4258 |
1.4140 |
-0.0118 |
-0.8% |
1.4162 |
| Close |
1.4311 |
1.4171 |
-0.0140 |
-1.0% |
1.4311 |
| Range |
0.0064 |
0.0075 |
0.0011 |
17.2% |
0.0165 |
| ATR |
0.0079 |
0.0085 |
0.0007 |
8.4% |
0.0000 |
| Volume |
151,039 |
169,465 |
18,426 |
12.2% |
819,306 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4400 |
1.4361 |
1.4212 |
|
| R3 |
1.4325 |
1.4286 |
1.4192 |
|
| R2 |
1.4250 |
1.4250 |
1.4185 |
|
| R1 |
1.4211 |
1.4211 |
1.4178 |
1.4193 |
| PP |
1.4175 |
1.4175 |
1.4175 |
1.4167 |
| S1 |
1.4136 |
1.4136 |
1.4164 |
1.4118 |
| S2 |
1.4100 |
1.4100 |
1.4157 |
|
| S3 |
1.4025 |
1.4061 |
1.4150 |
|
| S4 |
1.3950 |
1.3986 |
1.4130 |
|
|
| 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 |
1.4140 |
0.0187 |
1.3% |
0.0055 |
0.4% |
17% |
False |
True |
162,863 |
| 10 |
1.4327 |
1.4047 |
0.0280 |
2.0% |
0.0059 |
0.4% |
44% |
False |
False |
175,329 |
| 20 |
1.4327 |
1.4047 |
0.0280 |
2.0% |
0.0065 |
0.5% |
44% |
False |
False |
153,961 |
| 40 |
1.4327 |
1.3600 |
0.0727 |
5.1% |
0.0060 |
0.4% |
79% |
False |
False |
111,083 |
| 60 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0050 |
0.4% |
83% |
False |
False |
74,316 |
| 80 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0044 |
0.3% |
83% |
False |
False |
55,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4534 |
|
2.618 |
1.4411 |
|
1.618 |
1.4336 |
|
1.000 |
1.4290 |
|
0.618 |
1.4261 |
|
HIGH |
1.4215 |
|
0.618 |
1.4186 |
|
0.500 |
1.4178 |
|
0.382 |
1.4169 |
|
LOW |
1.4140 |
|
0.618 |
1.4094 |
|
1.000 |
1.4065 |
|
1.618 |
1.4019 |
|
2.618 |
1.3944 |
|
4.250 |
1.3821 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4178 |
1.4234 |
| PP |
1.4175 |
1.4213 |
| S1 |
1.4173 |
1.4192 |
|