CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 15-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4209 |
1.4234 |
0.0025 |
0.2% |
1.4173 |
| High |
1.4245 |
1.4265 |
0.0020 |
0.1% |
1.4270 |
| Low |
1.4195 |
1.4237 |
0.0042 |
0.3% |
1.4079 |
| Close |
1.4209 |
1.4234 |
0.0025 |
0.2% |
1.4209 |
| Range |
0.0050 |
0.0028 |
-0.0022 |
-44.0% |
0.0191 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0000 |
| Volume |
542 |
380 |
-162 |
-29.9% |
1,989 |
|
| Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4329 |
1.4310 |
1.4249 |
|
| R3 |
1.4301 |
1.4282 |
1.4242 |
|
| R2 |
1.4273 |
1.4273 |
1.4239 |
|
| R1 |
1.4254 |
1.4254 |
1.4237 |
1.4248 |
| PP |
1.4245 |
1.4245 |
1.4245 |
1.4243 |
| S1 |
1.4226 |
1.4226 |
1.4231 |
1.4220 |
| S2 |
1.4217 |
1.4217 |
1.4229 |
|
| S3 |
1.4189 |
1.4198 |
1.4226 |
|
| S4 |
1.4161 |
1.4170 |
1.4219 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4759 |
1.4675 |
1.4314 |
|
| R3 |
1.4568 |
1.4484 |
1.4262 |
|
| R2 |
1.4377 |
1.4377 |
1.4244 |
|
| R1 |
1.4293 |
1.4293 |
1.4227 |
1.4335 |
| PP |
1.4186 |
1.4186 |
1.4186 |
1.4207 |
| S1 |
1.4102 |
1.4102 |
1.4191 |
1.4144 |
| S2 |
1.3995 |
1.3995 |
1.4174 |
|
| S3 |
1.3804 |
1.3911 |
1.4156 |
|
| S4 |
1.3613 |
1.3720 |
1.4104 |
|
|
| 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% |
0.0051 |
0.4% |
81% |
False |
False |
393 |
| 10 |
1.4270 |
1.4079 |
0.0191 |
1.3% |
0.0041 |
0.3% |
81% |
False |
False |
356 |
| 20 |
1.4305 |
1.3920 |
0.0385 |
2.7% |
0.0039 |
0.3% |
82% |
False |
False |
293 |
| 40 |
1.4305 |
1.3520 |
0.0785 |
5.5% |
0.0021 |
0.2% |
91% |
False |
False |
176 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0014 |
0.1% |
92% |
False |
False |
119 |
| 80 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0011 |
0.1% |
92% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4384 |
|
2.618 |
1.4338 |
|
1.618 |
1.4310 |
|
1.000 |
1.4293 |
|
0.618 |
1.4282 |
|
HIGH |
1.4265 |
|
0.618 |
1.4254 |
|
0.500 |
1.4251 |
|
0.382 |
1.4248 |
|
LOW |
1.4237 |
|
0.618 |
1.4220 |
|
1.000 |
1.4209 |
|
1.618 |
1.4192 |
|
2.618 |
1.4164 |
|
4.250 |
1.4118 |
|
|
| Fisher Pivots for day following 15-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4251 |
1.4234 |
| PP |
1.4245 |
1.4233 |
| S1 |
1.4240 |
1.4233 |
|