CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4685 |
1.4685 |
0.0000 |
0.0% |
1.4409 |
| High |
1.4720 |
1.4715 |
-0.0005 |
0.0% |
1.4540 |
| Low |
1.4675 |
1.4675 |
0.0000 |
0.0% |
1.4399 |
| Close |
1.4689 |
1.4685 |
-0.0004 |
0.0% |
1.4516 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-11.1% |
0.0141 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
729 |
2,679 |
1,950 |
267.5% |
4,406 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4812 |
1.4788 |
1.4707 |
|
| R3 |
1.4772 |
1.4748 |
1.4696 |
|
| R2 |
1.4732 |
1.4732 |
1.4692 |
|
| R1 |
1.4708 |
1.4708 |
1.4689 |
1.4705 |
| PP |
1.4692 |
1.4692 |
1.4692 |
1.4690 |
| S1 |
1.4668 |
1.4668 |
1.4681 |
1.4665 |
| S2 |
1.4652 |
1.4652 |
1.4678 |
|
| S3 |
1.4612 |
1.4628 |
1.4674 |
|
| S4 |
1.4572 |
1.4588 |
1.4663 |
|
|
| 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 |
1.4475 |
0.0245 |
1.7% |
0.0024 |
0.2% |
86% |
False |
False |
1,271 |
| 10 |
1.4720 |
1.4388 |
0.0332 |
2.3% |
0.0023 |
0.2% |
89% |
False |
False |
1,140 |
| 20 |
1.4720 |
1.4158 |
0.0562 |
3.8% |
0.0030 |
0.2% |
94% |
False |
False |
878 |
| 40 |
1.4720 |
1.3905 |
0.0815 |
5.5% |
0.0033 |
0.2% |
96% |
False |
False |
580 |
| 60 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0023 |
0.2% |
97% |
False |
False |
395 |
| 80 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0017 |
0.1% |
97% |
False |
False |
298 |
| 100 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0014 |
0.1% |
97% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4885 |
|
2.618 |
1.4820 |
|
1.618 |
1.4780 |
|
1.000 |
1.4755 |
|
0.618 |
1.4740 |
|
HIGH |
1.4715 |
|
0.618 |
1.4700 |
|
0.500 |
1.4695 |
|
0.382 |
1.4690 |
|
LOW |
1.4675 |
|
0.618 |
1.4650 |
|
1.000 |
1.4635 |
|
1.618 |
1.4610 |
|
2.618 |
1.4570 |
|
4.250 |
1.4505 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4695 |
1.4673 |
| PP |
1.4692 |
1.4660 |
| S1 |
1.4688 |
1.4648 |
|