CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4578 |
1.4685 |
0.0107 |
0.7% |
1.4409 |
| High |
1.4586 |
1.4720 |
0.0134 |
0.9% |
1.4540 |
| Low |
1.4575 |
1.4675 |
0.0100 |
0.7% |
1.4399 |
| Close |
1.4574 |
1.4689 |
0.0115 |
0.8% |
1.4516 |
| Range |
0.0011 |
0.0045 |
0.0034 |
309.1% |
0.0141 |
| ATR |
0.0064 |
0.0070 |
0.0006 |
9.2% |
0.0000 |
| Volume |
912 |
729 |
-183 |
-20.1% |
4,406 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4830 |
1.4804 |
1.4714 |
|
| R3 |
1.4785 |
1.4759 |
1.4701 |
|
| R2 |
1.4740 |
1.4740 |
1.4697 |
|
| R1 |
1.4714 |
1.4714 |
1.4693 |
1.4727 |
| PP |
1.4695 |
1.4695 |
1.4695 |
1.4701 |
| S1 |
1.4669 |
1.4669 |
1.4685 |
1.4682 |
| S2 |
1.4650 |
1.4650 |
1.4681 |
|
| S3 |
1.4605 |
1.4624 |
1.4677 |
|
| S4 |
1.4560 |
1.4579 |
1.4664 |
|
|
| 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 |
1.4720 |
1.4445 |
0.0275 |
1.9% |
0.0024 |
0.2% |
89% |
True |
False |
932 |
| 10 |
1.4720 |
1.4313 |
0.0407 |
2.8% |
0.0023 |
0.2% |
92% |
True |
False |
953 |
| 20 |
1.4720 |
1.4158 |
0.0562 |
3.8% |
0.0032 |
0.2% |
94% |
True |
False |
764 |
| 40 |
1.4720 |
1.3905 |
0.0815 |
5.5% |
0.0032 |
0.2% |
96% |
True |
False |
513 |
| 60 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0022 |
0.2% |
98% |
True |
False |
351 |
| 80 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0017 |
0.1% |
98% |
True |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4911 |
|
2.618 |
1.4838 |
|
1.618 |
1.4793 |
|
1.000 |
1.4765 |
|
0.618 |
1.4748 |
|
HIGH |
1.4720 |
|
0.618 |
1.4703 |
|
0.500 |
1.4698 |
|
0.382 |
1.4692 |
|
LOW |
1.4675 |
|
0.618 |
1.4647 |
|
1.000 |
1.4630 |
|
1.618 |
1.4602 |
|
2.618 |
1.4557 |
|
4.250 |
1.4484 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4698 |
1.4659 |
| PP |
1.4695 |
1.4628 |
| S1 |
1.4692 |
1.4598 |
|