CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4402 |
1.4454 |
0.0052 |
0.4% |
1.4177 |
| High |
1.4448 |
1.4512 |
0.0064 |
0.4% |
1.4405 |
| Low |
1.4401 |
1.4430 |
0.0029 |
0.2% |
1.4140 |
| Close |
1.4445 |
1.4510 |
0.0065 |
0.4% |
1.4396 |
| Range |
0.0047 |
0.0082 |
0.0035 |
74.5% |
0.0265 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.1% |
0.0000 |
| Volume |
120,050 |
115,856 |
-4,194 |
-3.5% |
955,976 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4730 |
1.4702 |
1.4555 |
|
| R3 |
1.4648 |
1.4620 |
1.4533 |
|
| R2 |
1.4566 |
1.4566 |
1.4525 |
|
| R1 |
1.4538 |
1.4538 |
1.4518 |
1.4552 |
| PP |
1.4484 |
1.4484 |
1.4484 |
1.4491 |
| S1 |
1.4456 |
1.4456 |
1.4502 |
1.4470 |
| S2 |
1.4402 |
1.4402 |
1.4495 |
|
| S3 |
1.4320 |
1.4374 |
1.4487 |
|
| S4 |
1.4238 |
1.4292 |
1.4465 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5109 |
1.5017 |
1.4542 |
|
| R3 |
1.4844 |
1.4752 |
1.4469 |
|
| R2 |
1.4579 |
1.4579 |
1.4445 |
|
| R1 |
1.4487 |
1.4487 |
1.4420 |
1.4533 |
| PP |
1.4314 |
1.4314 |
1.4314 |
1.4337 |
| S1 |
1.4222 |
1.4222 |
1.4372 |
1.4268 |
| S2 |
1.4049 |
1.4049 |
1.4347 |
|
| S3 |
1.3784 |
1.3957 |
1.4323 |
|
| S4 |
1.3519 |
1.3692 |
1.4250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4512 |
1.4297 |
0.0215 |
1.5% |
0.0054 |
0.4% |
99% |
True |
False |
137,792 |
| 10 |
1.4512 |
1.4140 |
0.0372 |
2.6% |
0.0055 |
0.4% |
99% |
True |
False |
163,661 |
| 20 |
1.4512 |
1.4047 |
0.0465 |
3.2% |
0.0065 |
0.5% |
100% |
True |
False |
161,404 |
| 40 |
1.4512 |
1.3690 |
0.0822 |
5.7% |
0.0060 |
0.4% |
100% |
True |
False |
139,147 |
| 60 |
1.4512 |
1.3430 |
0.1082 |
7.5% |
0.0053 |
0.4% |
100% |
True |
False |
93,311 |
| 80 |
1.4512 |
1.3430 |
0.1082 |
7.5% |
0.0046 |
0.3% |
100% |
True |
False |
70,081 |
| 100 |
1.4512 |
1.3382 |
0.1130 |
7.8% |
0.0040 |
0.3% |
100% |
True |
False |
56,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4861 |
|
2.618 |
1.4727 |
|
1.618 |
1.4645 |
|
1.000 |
1.4594 |
|
0.618 |
1.4563 |
|
HIGH |
1.4512 |
|
0.618 |
1.4481 |
|
0.500 |
1.4471 |
|
0.382 |
1.4461 |
|
LOW |
1.4430 |
|
0.618 |
1.4379 |
|
1.000 |
1.4348 |
|
1.618 |
1.4297 |
|
2.618 |
1.4215 |
|
4.250 |
1.4082 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4497 |
1.4490 |
| PP |
1.4484 |
1.4470 |
| S1 |
1.4471 |
1.4450 |
|