CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4202 |
1.4249 |
0.0047 |
0.3% |
1.4271 |
| High |
1.4206 |
1.4270 |
0.0064 |
0.5% |
1.4268 |
| Low |
1.4167 |
1.4202 |
0.0035 |
0.2% |
1.4115 |
| Close |
1.4167 |
1.4249 |
0.0082 |
0.6% |
1.4173 |
| Range |
0.0039 |
0.0068 |
0.0029 |
74.4% |
0.0153 |
| ATR |
0.0053 |
0.0056 |
0.0004 |
6.9% |
0.0000 |
| Volume |
508 |
412 |
-96 |
-18.9% |
1,834 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4444 |
1.4415 |
1.4286 |
|
| R3 |
1.4376 |
1.4347 |
1.4268 |
|
| R2 |
1.4308 |
1.4308 |
1.4261 |
|
| R1 |
1.4279 |
1.4279 |
1.4255 |
1.4283 |
| PP |
1.4240 |
1.4240 |
1.4240 |
1.4243 |
| S1 |
1.4211 |
1.4211 |
1.4243 |
1.4215 |
| S2 |
1.4172 |
1.4172 |
1.4237 |
|
| S3 |
1.4104 |
1.4143 |
1.4230 |
|
| S4 |
1.4036 |
1.4075 |
1.4212 |
|
|
| 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 |
1.4270 |
1.4079 |
0.0191 |
1.3% |
0.0035 |
0.2% |
89% |
True |
False |
327 |
| 10 |
1.4305 |
1.4079 |
0.0226 |
1.6% |
0.0040 |
0.3% |
75% |
False |
False |
370 |
| 20 |
1.4305 |
1.3905 |
0.0400 |
2.8% |
0.0036 |
0.3% |
86% |
False |
False |
282 |
| 40 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0020 |
0.1% |
93% |
False |
False |
154 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0013 |
0.1% |
93% |
False |
False |
104 |
| 80 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0010 |
0.1% |
93% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4559 |
|
2.618 |
1.4448 |
|
1.618 |
1.4380 |
|
1.000 |
1.4338 |
|
0.618 |
1.4312 |
|
HIGH |
1.4270 |
|
0.618 |
1.4244 |
|
0.500 |
1.4236 |
|
0.382 |
1.4228 |
|
LOW |
1.4202 |
|
0.618 |
1.4160 |
|
1.000 |
1.4134 |
|
1.618 |
1.4092 |
|
2.618 |
1.4024 |
|
4.250 |
1.3913 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4245 |
1.4224 |
| PP |
1.4240 |
1.4199 |
| S1 |
1.4236 |
1.4175 |
|