CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4173 |
1.4079 |
-0.0094 |
-0.7% |
1.4271 |
| High |
1.4173 |
1.4148 |
-0.0025 |
-0.2% |
1.4268 |
| Low |
1.4173 |
1.4079 |
-0.0094 |
-0.7% |
1.4115 |
| Close |
1.4173 |
1.4136 |
-0.0037 |
-0.3% |
1.4173 |
| Range |
0.0000 |
0.0069 |
0.0069 |
|
0.0153 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
6.9% |
0.0000 |
| Volume |
403 |
124 |
-279 |
-69.2% |
1,834 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4328 |
1.4301 |
1.4174 |
|
| R3 |
1.4259 |
1.4232 |
1.4155 |
|
| R2 |
1.4190 |
1.4190 |
1.4149 |
|
| R1 |
1.4163 |
1.4163 |
1.4142 |
1.4177 |
| PP |
1.4121 |
1.4121 |
1.4121 |
1.4128 |
| S1 |
1.4094 |
1.4094 |
1.4130 |
1.4108 |
| S2 |
1.4052 |
1.4052 |
1.4123 |
|
| S3 |
1.3983 |
1.4025 |
1.4117 |
|
| S4 |
1.3914 |
1.3956 |
1.4098 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4644 |
1.4562 |
1.4257 |
|
| R3 |
1.4491 |
1.4409 |
1.4215 |
|
| R2 |
1.4338 |
1.4338 |
1.4201 |
|
| R1 |
1.4256 |
1.4256 |
1.4187 |
1.4221 |
| PP |
1.4185 |
1.4185 |
1.4185 |
1.4168 |
| S1 |
1.4103 |
1.4103 |
1.4159 |
1.4068 |
| S2 |
1.4032 |
1.4032 |
1.4145 |
|
| S3 |
1.3879 |
1.3950 |
1.4131 |
|
| S4 |
1.3726 |
1.3797 |
1.4089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4210 |
1.4079 |
0.0131 |
0.9% |
0.0040 |
0.3% |
44% |
False |
True |
262 |
| 10 |
1.4305 |
1.4079 |
0.0226 |
1.6% |
0.0035 |
0.3% |
25% |
False |
True |
307 |
| 20 |
1.4305 |
1.3905 |
0.0400 |
2.8% |
0.0032 |
0.2% |
58% |
False |
False |
251 |
| 40 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0017 |
0.1% |
80% |
False |
False |
131 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0011 |
0.1% |
80% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4441 |
|
2.618 |
1.4329 |
|
1.618 |
1.4260 |
|
1.000 |
1.4217 |
|
0.618 |
1.4191 |
|
HIGH |
1.4148 |
|
0.618 |
1.4122 |
|
0.500 |
1.4114 |
|
0.382 |
1.4105 |
|
LOW |
1.4079 |
|
0.618 |
1.4036 |
|
1.000 |
1.4010 |
|
1.618 |
1.3967 |
|
2.618 |
1.3898 |
|
4.250 |
1.3786 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4129 |
1.4133 |
| PP |
1.4121 |
1.4129 |
| S1 |
1.4114 |
1.4126 |
|