CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4079 |
1.4202 |
0.0123 |
0.9% |
1.4271 |
| High |
1.4148 |
1.4206 |
0.0058 |
0.4% |
1.4268 |
| Low |
1.4079 |
1.4167 |
0.0088 |
0.6% |
1.4115 |
| Close |
1.4136 |
1.4167 |
0.0031 |
0.2% |
1.4173 |
| Range |
0.0069 |
0.0039 |
-0.0030 |
-43.5% |
0.0153 |
| ATR |
0.0051 |
0.0053 |
0.0001 |
2.6% |
0.0000 |
| Volume |
124 |
508 |
384 |
309.7% |
1,834 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4297 |
1.4271 |
1.4188 |
|
| R3 |
1.4258 |
1.4232 |
1.4178 |
|
| R2 |
1.4219 |
1.4219 |
1.4174 |
|
| R1 |
1.4193 |
1.4193 |
1.4171 |
1.4187 |
| PP |
1.4180 |
1.4180 |
1.4180 |
1.4177 |
| S1 |
1.4154 |
1.4154 |
1.4163 |
1.4148 |
| S2 |
1.4141 |
1.4141 |
1.4160 |
|
| S3 |
1.4102 |
1.4115 |
1.4156 |
|
| S4 |
1.4063 |
1.4076 |
1.4146 |
|
|
| 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 |
1.4206 |
1.4079 |
0.0127 |
0.9% |
0.0034 |
0.2% |
69% |
True |
False |
298 |
| 10 |
1.4305 |
1.4079 |
0.0226 |
1.6% |
0.0038 |
0.3% |
39% |
False |
False |
337 |
| 20 |
1.4305 |
1.3905 |
0.0400 |
2.8% |
0.0033 |
0.2% |
66% |
False |
False |
262 |
| 40 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0018 |
0.1% |
84% |
False |
False |
144 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0012 |
0.1% |
84% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4372 |
|
2.618 |
1.4308 |
|
1.618 |
1.4269 |
|
1.000 |
1.4245 |
|
0.618 |
1.4230 |
|
HIGH |
1.4206 |
|
0.618 |
1.4191 |
|
0.500 |
1.4187 |
|
0.382 |
1.4182 |
|
LOW |
1.4167 |
|
0.618 |
1.4143 |
|
1.000 |
1.4128 |
|
1.618 |
1.4104 |
|
2.618 |
1.4065 |
|
4.250 |
1.4001 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4187 |
1.4159 |
| PP |
1.4180 |
1.4151 |
| S1 |
1.4174 |
1.4143 |
|