CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4321 |
1.4218 |
-0.0103 |
-0.7% |
1.4234 |
| High |
1.4320 |
1.4218 |
-0.0102 |
-0.7% |
1.4333 |
| Low |
1.4280 |
1.4158 |
-0.0122 |
-0.9% |
1.4185 |
| Close |
1.4321 |
1.4181 |
-0.0140 |
-1.0% |
1.4321 |
| Range |
0.0040 |
0.0060 |
0.0020 |
50.0% |
0.0148 |
| ATR |
0.0059 |
0.0066 |
0.0007 |
12.6% |
0.0000 |
| Volume |
871 |
929 |
58 |
6.7% |
2,169 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4366 |
1.4333 |
1.4214 |
|
| R3 |
1.4306 |
1.4273 |
1.4198 |
|
| R2 |
1.4246 |
1.4246 |
1.4192 |
|
| R1 |
1.4213 |
1.4213 |
1.4187 |
1.4200 |
| PP |
1.4186 |
1.4186 |
1.4186 |
1.4179 |
| S1 |
1.4153 |
1.4153 |
1.4176 |
1.4140 |
| S2 |
1.4126 |
1.4126 |
1.4170 |
|
| S3 |
1.4066 |
1.4093 |
1.4165 |
|
| S4 |
1.4006 |
1.4033 |
1.4148 |
|
|
| 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 |
1.4158 |
0.0175 |
1.2% |
0.0040 |
0.3% |
13% |
False |
True |
543 |
| 10 |
1.4333 |
1.4079 |
0.0254 |
1.8% |
0.0045 |
0.3% |
40% |
False |
False |
468 |
| 20 |
1.4333 |
1.4079 |
0.0254 |
1.8% |
0.0038 |
0.3% |
40% |
False |
False |
386 |
| 40 |
1.4333 |
1.3671 |
0.0662 |
4.7% |
0.0026 |
0.2% |
77% |
False |
False |
242 |
| 60 |
1.4333 |
1.3464 |
0.0869 |
6.1% |
0.0018 |
0.1% |
83% |
False |
False |
164 |
| 80 |
1.4333 |
1.3464 |
0.0869 |
6.1% |
0.0013 |
0.1% |
83% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4473 |
|
2.618 |
1.4375 |
|
1.618 |
1.4315 |
|
1.000 |
1.4278 |
|
0.618 |
1.4255 |
|
HIGH |
1.4218 |
|
0.618 |
1.4195 |
|
0.500 |
1.4188 |
|
0.382 |
1.4181 |
|
LOW |
1.4158 |
|
0.618 |
1.4121 |
|
1.000 |
1.4098 |
|
1.618 |
1.4061 |
|
2.618 |
1.4001 |
|
4.250 |
1.3903 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4188 |
1.4246 |
| PP |
1.4186 |
1.4224 |
| S1 |
1.4183 |
1.4203 |
|