CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4266 |
1.4240 |
-0.0026 |
-0.2% |
1.4242 |
| High |
1.4293 |
1.4280 |
-0.0013 |
-0.1% |
1.4327 |
| Low |
1.4246 |
1.4215 |
-0.0031 |
-0.2% |
1.4162 |
| Close |
1.4264 |
1.4269 |
0.0005 |
0.0% |
1.4311 |
| Range |
0.0047 |
0.0065 |
0.0018 |
38.3% |
0.0165 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
276,091 |
178,220 |
-97,871 |
-35.4% |
819,306 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4450 |
1.4424 |
1.4305 |
|
| R3 |
1.4385 |
1.4359 |
1.4287 |
|
| R2 |
1.4320 |
1.4320 |
1.4281 |
|
| R1 |
1.4294 |
1.4294 |
1.4275 |
1.4307 |
| PP |
1.4255 |
1.4255 |
1.4255 |
1.4261 |
| S1 |
1.4229 |
1.4229 |
1.4263 |
1.4242 |
| S2 |
1.4190 |
1.4190 |
1.4257 |
|
| S3 |
1.4125 |
1.4164 |
1.4251 |
|
| S4 |
1.4060 |
1.4099 |
1.4233 |
|
|
| 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% |
0.0057 |
0.4% |
69% |
False |
False |
189,531 |
| 10 |
1.4327 |
1.4140 |
0.0187 |
1.3% |
0.0057 |
0.4% |
69% |
False |
False |
182,446 |
| 20 |
1.4327 |
1.4047 |
0.0280 |
2.0% |
0.0068 |
0.5% |
79% |
False |
False |
165,122 |
| 40 |
1.4327 |
1.3600 |
0.0727 |
5.1% |
0.0061 |
0.4% |
92% |
False |
False |
122,395 |
| 60 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0052 |
0.4% |
94% |
False |
False |
81,868 |
| 80 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0045 |
0.3% |
94% |
False |
False |
61,480 |
| 100 |
1.4327 |
1.3382 |
0.0945 |
6.6% |
0.0038 |
0.3% |
94% |
False |
False |
49,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4556 |
|
2.618 |
1.4450 |
|
1.618 |
1.4385 |
|
1.000 |
1.4345 |
|
0.618 |
1.4320 |
|
HIGH |
1.4280 |
|
0.618 |
1.4255 |
|
0.500 |
1.4248 |
|
0.382 |
1.4240 |
|
LOW |
1.4215 |
|
0.618 |
1.4175 |
|
1.000 |
1.4150 |
|
1.618 |
1.4110 |
|
2.618 |
1.4045 |
|
4.250 |
1.3939 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4262 |
1.4252 |
| PP |
1.4255 |
1.4234 |
| S1 |
1.4248 |
1.4217 |
|