CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4685 |
1.4670 |
-0.0015 |
-0.1% |
1.4484 |
| High |
1.4715 |
1.4710 |
-0.0005 |
0.0% |
1.4720 |
| Low |
1.4675 |
1.4660 |
-0.0015 |
-0.1% |
1.4475 |
| Close |
1.4685 |
1.4685 |
0.0000 |
0.0% |
1.4685 |
| Range |
0.0040 |
0.0050 |
0.0010 |
25.0% |
0.0245 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
2,679 |
2,756 |
77 |
2.9% |
7,953 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4835 |
1.4810 |
1.4713 |
|
| R3 |
1.4785 |
1.4760 |
1.4699 |
|
| R2 |
1.4735 |
1.4735 |
1.4694 |
|
| R1 |
1.4710 |
1.4710 |
1.4690 |
1.4723 |
| PP |
1.4685 |
1.4685 |
1.4685 |
1.4691 |
| S1 |
1.4660 |
1.4660 |
1.4680 |
1.4673 |
| S2 |
1.4635 |
1.4635 |
1.4676 |
|
| S3 |
1.4585 |
1.4610 |
1.4671 |
|
| S4 |
1.4535 |
1.4560 |
1.4658 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5362 |
1.5268 |
1.4820 |
|
| R3 |
1.5117 |
1.5023 |
1.4752 |
|
| R2 |
1.4872 |
1.4872 |
1.4730 |
|
| R1 |
1.4778 |
1.4778 |
1.4707 |
1.4825 |
| PP |
1.4627 |
1.4627 |
1.4627 |
1.4650 |
| S1 |
1.4533 |
1.4533 |
1.4663 |
1.4580 |
| S2 |
1.4382 |
1.4382 |
1.4640 |
|
| S3 |
1.4137 |
1.4288 |
1.4618 |
|
| S4 |
1.3892 |
1.4043 |
1.4550 |
|
|
| 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% |
0.0031 |
0.2% |
86% |
False |
False |
1,590 |
| 10 |
1.4720 |
1.4399 |
0.0321 |
2.2% |
0.0027 |
0.2% |
89% |
False |
False |
1,235 |
| 20 |
1.4720 |
1.4158 |
0.0562 |
3.8% |
0.0030 |
0.2% |
94% |
False |
False |
988 |
| 40 |
1.4720 |
1.3905 |
0.0815 |
5.5% |
0.0035 |
0.2% |
96% |
False |
False |
639 |
| 60 |
1.4720 |
1.3520 |
0.1200 |
8.2% |
0.0024 |
0.2% |
97% |
False |
False |
441 |
| 80 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0018 |
0.1% |
97% |
False |
False |
332 |
| 100 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0015 |
0.1% |
97% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4923 |
|
2.618 |
1.4841 |
|
1.618 |
1.4791 |
|
1.000 |
1.4760 |
|
0.618 |
1.4741 |
|
HIGH |
1.4710 |
|
0.618 |
1.4691 |
|
0.500 |
1.4685 |
|
0.382 |
1.4679 |
|
LOW |
1.4660 |
|
0.618 |
1.4629 |
|
1.000 |
1.4610 |
|
1.618 |
1.4579 |
|
2.618 |
1.4529 |
|
4.250 |
1.4448 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4685 |
1.4690 |
| PP |
1.4685 |
1.4688 |
| S1 |
1.4685 |
1.4687 |
|