CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4300 |
1.4271 |
-0.0029 |
-0.2% |
1.4118 |
| High |
1.4305 |
1.4268 |
-0.0037 |
-0.3% |
1.4305 |
| Low |
1.4240 |
1.4260 |
0.0020 |
0.1% |
1.4105 |
| Close |
1.4303 |
1.4271 |
-0.0032 |
-0.2% |
1.4303 |
| Range |
0.0065 |
0.0008 |
-0.0057 |
-87.7% |
0.0200 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
419 |
637 |
218 |
52.0% |
980 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4290 |
1.4289 |
1.4275 |
|
| R3 |
1.4282 |
1.4281 |
1.4273 |
|
| R2 |
1.4274 |
1.4274 |
1.4272 |
|
| R1 |
1.4273 |
1.4273 |
1.4272 |
1.4275 |
| PP |
1.4266 |
1.4266 |
1.4266 |
1.4268 |
| S1 |
1.4265 |
1.4265 |
1.4270 |
1.4267 |
| S2 |
1.4258 |
1.4258 |
1.4270 |
|
| S3 |
1.4250 |
1.4257 |
1.4269 |
|
| S4 |
1.4242 |
1.4249 |
1.4267 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4838 |
1.4770 |
1.4413 |
|
| R3 |
1.4638 |
1.4570 |
1.4358 |
|
| R2 |
1.4438 |
1.4438 |
1.4340 |
|
| R1 |
1.4370 |
1.4370 |
1.4321 |
1.4404 |
| PP |
1.4238 |
1.4238 |
1.4238 |
1.4255 |
| S1 |
1.4170 |
1.4170 |
1.4285 |
1.4204 |
| S2 |
1.4038 |
1.4038 |
1.4266 |
|
| S3 |
1.3838 |
1.3970 |
1.4248 |
|
| S4 |
1.3638 |
1.3770 |
1.4193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4305 |
1.4150 |
0.0155 |
1.1% |
0.0030 |
0.2% |
78% |
False |
False |
290 |
| 10 |
1.4305 |
1.3920 |
0.0385 |
2.7% |
0.0038 |
0.3% |
91% |
False |
False |
230 |
| 20 |
1.4305 |
1.3673 |
0.0632 |
4.4% |
0.0021 |
0.1% |
95% |
False |
False |
169 |
| 40 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0011 |
0.1% |
96% |
False |
False |
89 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0008 |
0.1% |
96% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4302 |
|
2.618 |
1.4289 |
|
1.618 |
1.4281 |
|
1.000 |
1.4276 |
|
0.618 |
1.4273 |
|
HIGH |
1.4268 |
|
0.618 |
1.4265 |
|
0.500 |
1.4264 |
|
0.382 |
1.4263 |
|
LOW |
1.4260 |
|
0.618 |
1.4255 |
|
1.000 |
1.4252 |
|
1.618 |
1.4247 |
|
2.618 |
1.4239 |
|
4.250 |
1.4226 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4269 |
1.4260 |
| PP |
1.4266 |
1.4249 |
| S1 |
1.4264 |
1.4239 |
|