CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 04-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4138 |
1.4116 |
-0.0022 |
-0.2% |
1.4118 |
| High |
1.4210 |
1.4175 |
-0.0035 |
-0.2% |
1.4305 |
| Low |
1.4140 |
1.4115 |
-0.0025 |
-0.2% |
1.4105 |
| Close |
1.4138 |
1.4149 |
0.0011 |
0.1% |
1.4303 |
| Range |
0.0070 |
0.0060 |
-0.0010 |
-14.3% |
0.0200 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.9% |
0.0000 |
| Volume |
324 |
268 |
-56 |
-17.3% |
980 |
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4326 |
1.4298 |
1.4182 |
|
| R3 |
1.4266 |
1.4238 |
1.4166 |
|
| R2 |
1.4206 |
1.4206 |
1.4160 |
|
| R1 |
1.4178 |
1.4178 |
1.4155 |
1.4192 |
| PP |
1.4146 |
1.4146 |
1.4146 |
1.4154 |
| S1 |
1.4118 |
1.4118 |
1.4144 |
1.4132 |
| S2 |
1.4086 |
1.4086 |
1.4138 |
|
| S3 |
1.4026 |
1.4058 |
1.4133 |
|
| S4 |
1.3966 |
1.3998 |
1.4116 |
|
|
| 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 |
1.4115 |
0.0190 |
1.3% |
0.0045 |
0.3% |
18% |
False |
True |
412 |
| 10 |
1.4305 |
1.4090 |
0.0215 |
1.5% |
0.0036 |
0.3% |
27% |
False |
False |
298 |
| 20 |
1.4305 |
1.3820 |
0.0485 |
3.4% |
0.0028 |
0.2% |
68% |
False |
False |
216 |
| 40 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0015 |
0.1% |
81% |
False |
False |
114 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0010 |
0.1% |
81% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4430 |
|
2.618 |
1.4332 |
|
1.618 |
1.4272 |
|
1.000 |
1.4235 |
|
0.618 |
1.4212 |
|
HIGH |
1.4175 |
|
0.618 |
1.4152 |
|
0.500 |
1.4145 |
|
0.382 |
1.4138 |
|
LOW |
1.4115 |
|
0.618 |
1.4078 |
|
1.000 |
1.4055 |
|
1.618 |
1.4018 |
|
2.618 |
1.3958 |
|
4.250 |
1.3860 |
|
|
| Fisher Pivots for day following 04-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4148 |
1.4163 |
| PP |
1.4146 |
1.4158 |
| S1 |
1.4145 |
1.4154 |
|