CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4200 |
1.4239 |
0.0039 |
0.3% |
1.4173 |
| High |
1.4225 |
1.4260 |
0.0035 |
0.2% |
1.4270 |
| Low |
1.4185 |
1.4220 |
0.0035 |
0.2% |
1.4079 |
| Close |
1.4200 |
1.4218 |
0.0018 |
0.1% |
1.4209 |
| Range |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0191 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.6% |
0.0000 |
| Volume |
155 |
380 |
225 |
145.2% |
1,989 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4353 |
1.4325 |
1.4240 |
|
| R3 |
1.4313 |
1.4285 |
1.4229 |
|
| R2 |
1.4273 |
1.4273 |
1.4225 |
|
| R1 |
1.4245 |
1.4245 |
1.4222 |
1.4239 |
| PP |
1.4233 |
1.4233 |
1.4233 |
1.4230 |
| S1 |
1.4205 |
1.4205 |
1.4214 |
1.4199 |
| S2 |
1.4193 |
1.4193 |
1.4211 |
|
| S3 |
1.4153 |
1.4165 |
1.4207 |
|
| S4 |
1.4113 |
1.4125 |
1.4196 |
|
|
| 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 |
1.4185 |
0.0085 |
0.6% |
0.0045 |
0.3% |
39% |
False |
False |
373 |
| 10 |
1.4270 |
1.4079 |
0.0191 |
1.3% |
0.0039 |
0.3% |
73% |
False |
False |
336 |
| 20 |
1.4305 |
1.4060 |
0.0245 |
1.7% |
0.0038 |
0.3% |
64% |
False |
False |
308 |
| 40 |
1.4305 |
1.3584 |
0.0721 |
5.1% |
0.0023 |
0.2% |
88% |
False |
False |
189 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0016 |
0.1% |
90% |
False |
False |
128 |
| 80 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0012 |
0.1% |
90% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4430 |
|
2.618 |
1.4365 |
|
1.618 |
1.4325 |
|
1.000 |
1.4300 |
|
0.618 |
1.4285 |
|
HIGH |
1.4260 |
|
0.618 |
1.4245 |
|
0.500 |
1.4240 |
|
0.382 |
1.4235 |
|
LOW |
1.4220 |
|
0.618 |
1.4195 |
|
1.000 |
1.4180 |
|
1.618 |
1.4155 |
|
2.618 |
1.4115 |
|
4.250 |
1.4050 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4240 |
1.4225 |
| PP |
1.4233 |
1.4223 |
| S1 |
1.4225 |
1.4220 |
|