CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4177 |
1.4266 |
0.0089 |
0.6% |
1.4242 |
| High |
1.4215 |
1.4293 |
0.0078 |
0.5% |
1.4327 |
| Low |
1.4140 |
1.4246 |
0.0106 |
0.7% |
1.4162 |
| Close |
1.4171 |
1.4264 |
0.0093 |
0.7% |
1.4311 |
| Range |
0.0075 |
0.0047 |
-0.0028 |
-37.3% |
0.0165 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.1% |
0.0000 |
| Volume |
169,465 |
276,091 |
106,626 |
62.9% |
819,306 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4409 |
1.4383 |
1.4290 |
|
| R3 |
1.4362 |
1.4336 |
1.4277 |
|
| R2 |
1.4315 |
1.4315 |
1.4273 |
|
| R1 |
1.4289 |
1.4289 |
1.4268 |
1.4279 |
| PP |
1.4268 |
1.4268 |
1.4268 |
1.4262 |
| S1 |
1.4242 |
1.4242 |
1.4260 |
1.4232 |
| S2 |
1.4221 |
1.4221 |
1.4255 |
|
| S3 |
1.4174 |
1.4195 |
1.4251 |
|
| S4 |
1.4127 |
1.4148 |
1.4238 |
|
|
| 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% |
0.0054 |
0.4% |
66% |
False |
False |
190,300 |
| 10 |
1.4327 |
1.4140 |
0.0187 |
1.3% |
0.0055 |
0.4% |
66% |
False |
False |
181,495 |
| 20 |
1.4327 |
1.4047 |
0.0280 |
2.0% |
0.0065 |
0.5% |
78% |
False |
False |
162,893 |
| 40 |
1.4327 |
1.3600 |
0.0727 |
5.1% |
0.0060 |
0.4% |
91% |
False |
False |
117,960 |
| 60 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0051 |
0.4% |
93% |
False |
False |
78,906 |
| 80 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0044 |
0.3% |
93% |
False |
False |
59,255 |
| 100 |
1.4327 |
1.3382 |
0.0945 |
6.6% |
0.0038 |
0.3% |
93% |
False |
False |
47,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4493 |
|
2.618 |
1.4416 |
|
1.618 |
1.4369 |
|
1.000 |
1.4340 |
|
0.618 |
1.4322 |
|
HIGH |
1.4293 |
|
0.618 |
1.4275 |
|
0.500 |
1.4270 |
|
0.382 |
1.4264 |
|
LOW |
1.4246 |
|
0.618 |
1.4217 |
|
1.000 |
1.4199 |
|
1.618 |
1.4170 |
|
2.618 |
1.4123 |
|
4.250 |
1.4046 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4270 |
1.4253 |
| PP |
1.4268 |
1.4242 |
| S1 |
1.4266 |
1.4231 |
|