CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4497 |
1.4493 |
-0.0004 |
0.0% |
1.4414 |
| High |
1.4536 |
1.4495 |
-0.0041 |
-0.3% |
1.4536 |
| Low |
1.4455 |
1.4468 |
0.0013 |
0.1% |
1.4388 |
| Close |
1.4507 |
1.4479 |
-0.0028 |
-0.2% |
1.4507 |
| Range |
0.0081 |
0.0027 |
-0.0054 |
-66.7% |
0.0148 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
177,741 |
210,813 |
33,072 |
18.6% |
719,475 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4562 |
1.4547 |
1.4494 |
|
| R3 |
1.4535 |
1.4520 |
1.4486 |
|
| R2 |
1.4508 |
1.4508 |
1.4484 |
|
| R1 |
1.4493 |
1.4493 |
1.4481 |
1.4487 |
| PP |
1.4481 |
1.4481 |
1.4481 |
1.4478 |
| S1 |
1.4466 |
1.4466 |
1.4477 |
1.4460 |
| S2 |
1.4454 |
1.4454 |
1.4474 |
|
| S3 |
1.4427 |
1.4439 |
1.4472 |
|
| S4 |
1.4400 |
1.4412 |
1.4464 |
|
|
| 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 |
1.4401 |
0.0135 |
0.9% |
0.0062 |
0.4% |
58% |
False |
False |
161,886 |
| 10 |
1.4536 |
1.4215 |
0.0321 |
2.2% |
0.0056 |
0.4% |
82% |
False |
False |
171,679 |
| 20 |
1.4536 |
1.4047 |
0.0489 |
3.4% |
0.0058 |
0.4% |
88% |
False |
False |
173,504 |
| 40 |
1.4536 |
1.3852 |
0.0684 |
4.7% |
0.0060 |
0.4% |
92% |
False |
False |
152,121 |
| 60 |
1.4536 |
1.3430 |
0.1106 |
7.6% |
0.0055 |
0.4% |
95% |
False |
False |
102,823 |
| 80 |
1.4536 |
1.3430 |
0.1106 |
7.6% |
0.0048 |
0.3% |
95% |
False |
False |
77,232 |
| 100 |
1.4536 |
1.3430 |
0.1106 |
7.6% |
0.0042 |
0.3% |
95% |
False |
False |
61,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4610 |
|
2.618 |
1.4566 |
|
1.618 |
1.4539 |
|
1.000 |
1.4522 |
|
0.618 |
1.4512 |
|
HIGH |
1.4495 |
|
0.618 |
1.4485 |
|
0.500 |
1.4482 |
|
0.382 |
1.4478 |
|
LOW |
1.4468 |
|
0.618 |
1.4451 |
|
1.000 |
1.4441 |
|
1.618 |
1.4424 |
|
2.618 |
1.4397 |
|
4.250 |
1.4353 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4482 |
1.4478 |
| PP |
1.4481 |
1.4476 |
| S1 |
1.4480 |
1.4475 |
|