CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4484 |
1.4578 |
0.0094 |
0.6% |
1.4409 |
| High |
1.4484 |
1.4586 |
0.0102 |
0.7% |
1.4540 |
| Low |
1.4475 |
1.4575 |
0.0100 |
0.7% |
1.4399 |
| Close |
1.4489 |
1.4574 |
0.0085 |
0.6% |
1.4516 |
| Range |
0.0009 |
0.0011 |
0.0002 |
22.2% |
0.0141 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.1% |
0.0000 |
| Volume |
877 |
912 |
35 |
4.0% |
4,406 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4611 |
1.4604 |
1.4580 |
|
| R3 |
1.4600 |
1.4593 |
1.4577 |
|
| R2 |
1.4589 |
1.4589 |
1.4576 |
|
| R1 |
1.4582 |
1.4582 |
1.4575 |
1.4580 |
| PP |
1.4578 |
1.4578 |
1.4578 |
1.4578 |
| S1 |
1.4571 |
1.4571 |
1.4573 |
1.4569 |
| S2 |
1.4567 |
1.4567 |
1.4572 |
|
| S3 |
1.4556 |
1.4560 |
1.4571 |
|
| S4 |
1.4545 |
1.4549 |
1.4568 |
|
|
| 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 |
1.4586 |
1.4445 |
0.0141 |
1.0% |
0.0015 |
0.1% |
91% |
True |
False |
967 |
| 10 |
1.4586 |
1.4232 |
0.0354 |
2.4% |
0.0022 |
0.2% |
97% |
True |
False |
929 |
| 20 |
1.4586 |
1.4158 |
0.0428 |
2.9% |
0.0031 |
0.2% |
97% |
True |
False |
753 |
| 40 |
1.4586 |
1.3905 |
0.0681 |
4.7% |
0.0032 |
0.2% |
98% |
True |
False |
502 |
| 60 |
1.4586 |
1.3464 |
0.1122 |
7.7% |
0.0022 |
0.1% |
99% |
True |
False |
339 |
| 80 |
1.4586 |
1.3464 |
0.1122 |
7.7% |
0.0016 |
0.1% |
99% |
True |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4633 |
|
2.618 |
1.4615 |
|
1.618 |
1.4604 |
|
1.000 |
1.4597 |
|
0.618 |
1.4593 |
|
HIGH |
1.4586 |
|
0.618 |
1.4582 |
|
0.500 |
1.4581 |
|
0.382 |
1.4579 |
|
LOW |
1.4575 |
|
0.618 |
1.4568 |
|
1.000 |
1.4564 |
|
1.618 |
1.4557 |
|
2.618 |
1.4546 |
|
4.250 |
1.4528 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4581 |
1.4560 |
| PP |
1.4578 |
1.4545 |
| S1 |
1.4576 |
1.4531 |
|