CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4434 |
1.4497 |
0.0063 |
0.4% |
1.4414 |
| High |
1.4486 |
1.4536 |
0.0050 |
0.3% |
1.4536 |
| Low |
1.4413 |
1.4455 |
0.0042 |
0.3% |
1.4388 |
| Close |
1.4469 |
1.4507 |
0.0038 |
0.3% |
1.4507 |
| Range |
0.0073 |
0.0081 |
0.0008 |
11.0% |
0.0148 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
184,974 |
177,741 |
-7,233 |
-3.9% |
719,475 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4742 |
1.4706 |
1.4552 |
|
| R3 |
1.4661 |
1.4625 |
1.4529 |
|
| R2 |
1.4580 |
1.4580 |
1.4522 |
|
| R1 |
1.4544 |
1.4544 |
1.4514 |
1.4562 |
| PP |
1.4499 |
1.4499 |
1.4499 |
1.4509 |
| S1 |
1.4463 |
1.4463 |
1.4500 |
1.4481 |
| S2 |
1.4418 |
1.4418 |
1.4492 |
|
| S3 |
1.4337 |
1.4382 |
1.4485 |
|
| S4 |
1.4256 |
1.4301 |
1.4462 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4862 |
1.4588 |
|
| R3 |
1.4773 |
1.4714 |
1.4548 |
|
| R2 |
1.4625 |
1.4625 |
1.4534 |
|
| R1 |
1.4566 |
1.4566 |
1.4521 |
1.4596 |
| PP |
1.4477 |
1.4477 |
1.4477 |
1.4492 |
| S1 |
1.4418 |
1.4418 |
1.4493 |
1.4448 |
| S2 |
1.4329 |
1.4329 |
1.4480 |
|
| S3 |
1.4181 |
1.4270 |
1.4466 |
|
| S4 |
1.4033 |
1.4122 |
1.4426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4536 |
1.4388 |
0.0148 |
1.0% |
0.0067 |
0.5% |
80% |
True |
False |
143,895 |
| 10 |
1.4536 |
1.4140 |
0.0396 |
2.7% |
0.0061 |
0.4% |
93% |
True |
False |
167,545 |
| 20 |
1.4536 |
1.4047 |
0.0489 |
3.4% |
0.0063 |
0.4% |
94% |
True |
False |
162,964 |
| 40 |
1.4536 |
1.3818 |
0.0718 |
4.9% |
0.0060 |
0.4% |
96% |
True |
False |
147,343 |
| 60 |
1.4536 |
1.3430 |
0.1106 |
7.6% |
0.0055 |
0.4% |
97% |
True |
False |
99,331 |
| 80 |
1.4536 |
1.3430 |
0.1106 |
7.6% |
0.0048 |
0.3% |
97% |
True |
False |
74,602 |
| 100 |
1.4536 |
1.3385 |
0.1151 |
7.9% |
0.0042 |
0.3% |
97% |
True |
False |
59,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4880 |
|
2.618 |
1.4748 |
|
1.618 |
1.4667 |
|
1.000 |
1.4617 |
|
0.618 |
1.4586 |
|
HIGH |
1.4536 |
|
0.618 |
1.4505 |
|
0.500 |
1.4496 |
|
0.382 |
1.4486 |
|
LOW |
1.4455 |
|
0.618 |
1.4405 |
|
1.000 |
1.4374 |
|
1.618 |
1.4324 |
|
2.618 |
1.4243 |
|
4.250 |
1.4111 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4503 |
1.4496 |
| PP |
1.4499 |
1.4485 |
| S1 |
1.4496 |
1.4475 |
|