CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4516 |
1.4484 |
-0.0032 |
-0.2% |
1.4409 |
| High |
1.4540 |
1.4484 |
-0.0056 |
-0.4% |
1.4540 |
| Low |
1.4525 |
1.4475 |
-0.0050 |
-0.3% |
1.4399 |
| Close |
1.4516 |
1.4489 |
-0.0027 |
-0.2% |
1.4516 |
| Range |
0.0015 |
0.0009 |
-0.0006 |
-40.0% |
0.0141 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,158 |
877 |
-281 |
-24.3% |
4,406 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4510 |
1.4508 |
1.4494 |
|
| R3 |
1.4501 |
1.4499 |
1.4491 |
|
| R2 |
1.4492 |
1.4492 |
1.4491 |
|
| R1 |
1.4490 |
1.4490 |
1.4490 |
1.4491 |
| PP |
1.4483 |
1.4483 |
1.4483 |
1.4483 |
| S1 |
1.4481 |
1.4481 |
1.4488 |
1.4482 |
| S2 |
1.4474 |
1.4474 |
1.4487 |
|
| S3 |
1.4465 |
1.4472 |
1.4487 |
|
| S4 |
1.4456 |
1.4463 |
1.4484 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4908 |
1.4853 |
1.4594 |
|
| R3 |
1.4767 |
1.4712 |
1.4555 |
|
| R2 |
1.4626 |
1.4626 |
1.4542 |
|
| R1 |
1.4571 |
1.4571 |
1.4529 |
1.4599 |
| PP |
1.4485 |
1.4485 |
1.4485 |
1.4499 |
| S1 |
1.4430 |
1.4430 |
1.4503 |
1.4458 |
| S2 |
1.4344 |
1.4344 |
1.4490 |
|
| S3 |
1.4203 |
1.4289 |
1.4477 |
|
| S4 |
1.4062 |
1.4148 |
1.4438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4540 |
1.4438 |
0.0102 |
0.7% |
0.0015 |
0.1% |
50% |
False |
False |
911 |
| 10 |
1.4540 |
1.4232 |
0.0308 |
2.1% |
0.0023 |
0.2% |
83% |
False |
False |
960 |
| 20 |
1.4540 |
1.4079 |
0.0461 |
3.2% |
0.0034 |
0.2% |
89% |
False |
False |
714 |
| 40 |
1.4540 |
1.3882 |
0.0658 |
4.5% |
0.0031 |
0.2% |
92% |
False |
False |
479 |
| 60 |
1.4540 |
1.3464 |
0.1076 |
7.4% |
0.0022 |
0.1% |
95% |
False |
False |
323 |
| 80 |
1.4540 |
1.3464 |
0.1076 |
7.4% |
0.0016 |
0.1% |
95% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4522 |
|
2.618 |
1.4508 |
|
1.618 |
1.4499 |
|
1.000 |
1.4493 |
|
0.618 |
1.4490 |
|
HIGH |
1.4484 |
|
0.618 |
1.4481 |
|
0.500 |
1.4480 |
|
0.382 |
1.4478 |
|
LOW |
1.4475 |
|
0.618 |
1.4469 |
|
1.000 |
1.4466 |
|
1.618 |
1.4460 |
|
2.618 |
1.4451 |
|
4.250 |
1.4437 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4486 |
1.4493 |
| PP |
1.4483 |
1.4491 |
| S1 |
1.4480 |
1.4490 |
|