CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4276 |
1.4313 |
0.0037 |
0.3% |
1.4234 |
| High |
1.4265 |
1.4352 |
0.0087 |
0.6% |
1.4333 |
| Low |
1.4232 |
1.4313 |
0.0081 |
0.6% |
1.4185 |
| Close |
1.4276 |
1.4337 |
0.0061 |
0.4% |
1.4321 |
| Range |
0.0033 |
0.0039 |
0.0006 |
18.2% |
0.0148 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
494 |
805 |
311 |
63.0% |
2,169 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4451 |
1.4433 |
1.4358 |
|
| R3 |
1.4412 |
1.4394 |
1.4348 |
|
| R2 |
1.4373 |
1.4373 |
1.4344 |
|
| R1 |
1.4355 |
1.4355 |
1.4341 |
1.4364 |
| PP |
1.4334 |
1.4334 |
1.4334 |
1.4339 |
| S1 |
1.4316 |
1.4316 |
1.4333 |
1.4325 |
| S2 |
1.4295 |
1.4295 |
1.4330 |
|
| S3 |
1.4256 |
1.4277 |
1.4326 |
|
| S4 |
1.4217 |
1.4238 |
1.4316 |
|
|
| 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 |
1.4352 |
1.4158 |
0.0194 |
1.4% |
0.0039 |
0.3% |
92% |
True |
False |
864 |
| 10 |
1.4352 |
1.4158 |
0.0194 |
1.4% |
0.0037 |
0.3% |
92% |
True |
False |
616 |
| 20 |
1.4352 |
1.4079 |
0.0273 |
1.9% |
0.0039 |
0.3% |
95% |
True |
False |
493 |
| 40 |
1.4352 |
1.3671 |
0.0681 |
4.7% |
0.0029 |
0.2% |
98% |
True |
False |
305 |
| 60 |
1.4352 |
1.3464 |
0.0888 |
6.2% |
0.0019 |
0.1% |
98% |
True |
False |
206 |
| 80 |
1.4352 |
1.3464 |
0.0888 |
6.2% |
0.0014 |
0.1% |
98% |
True |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4518 |
|
2.618 |
1.4454 |
|
1.618 |
1.4415 |
|
1.000 |
1.4391 |
|
0.618 |
1.4376 |
|
HIGH |
1.4352 |
|
0.618 |
1.4337 |
|
0.500 |
1.4333 |
|
0.382 |
1.4328 |
|
LOW |
1.4313 |
|
0.618 |
1.4289 |
|
1.000 |
1.4274 |
|
1.618 |
1.4250 |
|
2.618 |
1.4211 |
|
4.250 |
1.4147 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4336 |
1.4322 |
| PP |
1.4334 |
1.4307 |
| S1 |
1.4333 |
1.4292 |
|