CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 02-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4271 |
1.4194 |
-0.0077 |
-0.5% |
1.4118 |
| High |
1.4268 |
1.4210 |
-0.0058 |
-0.4% |
1.4305 |
| Low |
1.4260 |
1.4186 |
-0.0074 |
-0.5% |
1.4105 |
| Close |
1.4271 |
1.4187 |
-0.0084 |
-0.6% |
1.4303 |
| Range |
0.0008 |
0.0024 |
0.0016 |
200.0% |
0.0200 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
5.1% |
0.0000 |
| Volume |
637 |
414 |
-223 |
-35.0% |
980 |
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4266 |
1.4251 |
1.4200 |
|
| R3 |
1.4242 |
1.4227 |
1.4194 |
|
| R2 |
1.4218 |
1.4218 |
1.4191 |
|
| R1 |
1.4203 |
1.4203 |
1.4189 |
1.4199 |
| PP |
1.4194 |
1.4194 |
1.4194 |
1.4192 |
| S1 |
1.4179 |
1.4179 |
1.4185 |
1.4175 |
| S2 |
1.4170 |
1.4170 |
1.4183 |
|
| S3 |
1.4146 |
1.4155 |
1.4180 |
|
| S4 |
1.4122 |
1.4131 |
1.4174 |
|
|
| 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% |
0.0031 |
0.2% |
24% |
False |
False |
352 |
| 10 |
1.4305 |
1.3974 |
0.0331 |
2.3% |
0.0031 |
0.2% |
64% |
False |
False |
255 |
| 20 |
1.4305 |
1.3720 |
0.0585 |
4.1% |
0.0022 |
0.2% |
80% |
False |
False |
190 |
| 40 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0012 |
0.1% |
86% |
False |
False |
99 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0008 |
0.1% |
86% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4312 |
|
2.618 |
1.4273 |
|
1.618 |
1.4249 |
|
1.000 |
1.4234 |
|
0.618 |
1.4225 |
|
HIGH |
1.4210 |
|
0.618 |
1.4201 |
|
0.500 |
1.4198 |
|
0.382 |
1.4195 |
|
LOW |
1.4186 |
|
0.618 |
1.4171 |
|
1.000 |
1.4162 |
|
1.618 |
1.4147 |
|
2.618 |
1.4123 |
|
4.250 |
1.4084 |
|
|
| Fisher Pivots for day following 02-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4198 |
1.4246 |
| PP |
1.4194 |
1.4226 |
| S1 |
1.4191 |
1.4207 |
|