CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4323 |
1.4321 |
-0.0002 |
0.0% |
1.4234 |
| High |
1.4333 |
1.4320 |
-0.0013 |
-0.1% |
1.4333 |
| Low |
1.4315 |
1.4280 |
-0.0035 |
-0.2% |
1.4185 |
| Close |
1.4323 |
1.4321 |
-0.0002 |
0.0% |
1.4321 |
| Range |
0.0018 |
0.0040 |
0.0022 |
122.2% |
0.0148 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
383 |
871 |
488 |
127.4% |
2,169 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4427 |
1.4414 |
1.4343 |
|
| R3 |
1.4387 |
1.4374 |
1.4332 |
|
| R2 |
1.4347 |
1.4347 |
1.4328 |
|
| R1 |
1.4334 |
1.4334 |
1.4325 |
1.4341 |
| PP |
1.4307 |
1.4307 |
1.4307 |
1.4311 |
| S1 |
1.4294 |
1.4294 |
1.4317 |
1.4301 |
| S2 |
1.4267 |
1.4267 |
1.4314 |
|
| S3 |
1.4227 |
1.4254 |
1.4310 |
|
| S4 |
1.4187 |
1.4214 |
1.4299 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4724 |
1.4670 |
1.4402 |
|
| R3 |
1.4576 |
1.4522 |
1.4362 |
|
| R2 |
1.4428 |
1.4428 |
1.4348 |
|
| R1 |
1.4374 |
1.4374 |
1.4335 |
1.4401 |
| PP |
1.4280 |
1.4280 |
1.4280 |
1.4293 |
| S1 |
1.4226 |
1.4226 |
1.4307 |
1.4253 |
| S2 |
1.4132 |
1.4132 |
1.4294 |
|
| S3 |
1.3984 |
1.4078 |
1.4280 |
|
| S4 |
1.3836 |
1.3930 |
1.4240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4333 |
1.4185 |
0.0148 |
1.0% |
0.0033 |
0.2% |
92% |
False |
False |
433 |
| 10 |
1.4333 |
1.4079 |
0.0254 |
1.8% |
0.0039 |
0.3% |
95% |
False |
False |
415 |
| 20 |
1.4333 |
1.4079 |
0.0254 |
1.8% |
0.0036 |
0.3% |
95% |
False |
False |
348 |
| 40 |
1.4333 |
1.3671 |
0.0662 |
4.6% |
0.0025 |
0.2% |
98% |
False |
False |
219 |
| 60 |
1.4333 |
1.3464 |
0.0869 |
6.1% |
0.0017 |
0.1% |
99% |
False |
False |
149 |
| 80 |
1.4333 |
1.3464 |
0.0869 |
6.1% |
0.0013 |
0.1% |
99% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4490 |
|
2.618 |
1.4425 |
|
1.618 |
1.4385 |
|
1.000 |
1.4360 |
|
0.618 |
1.4345 |
|
HIGH |
1.4320 |
|
0.618 |
1.4305 |
|
0.500 |
1.4300 |
|
0.382 |
1.4295 |
|
LOW |
1.4280 |
|
0.618 |
1.4255 |
|
1.000 |
1.4240 |
|
1.618 |
1.4215 |
|
2.618 |
1.4175 |
|
4.250 |
1.4110 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4314 |
1.4306 |
| PP |
1.4307 |
1.4291 |
| S1 |
1.4300 |
1.4277 |
|