CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 04-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4209 |
1.4132 |
-0.0077 |
-0.5% |
1.4126 |
| High |
1.4215 |
1.4170 |
-0.0045 |
-0.3% |
1.4298 |
| Low |
1.4126 |
1.4087 |
-0.0039 |
-0.3% |
1.4088 |
| Close |
1.4126 |
1.4137 |
0.0011 |
0.1% |
1.4293 |
| Range |
0.0089 |
0.0083 |
-0.0006 |
-6.7% |
0.0210 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.5% |
0.0000 |
| Volume |
167,039 |
161,489 |
-5,550 |
-3.3% |
616,698 |
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4380 |
1.4342 |
1.4183 |
|
| R3 |
1.4297 |
1.4259 |
1.4160 |
|
| R2 |
1.4214 |
1.4214 |
1.4152 |
|
| R1 |
1.4176 |
1.4176 |
1.4145 |
1.4195 |
| PP |
1.4131 |
1.4131 |
1.4131 |
1.4141 |
| S1 |
1.4093 |
1.4093 |
1.4129 |
1.4112 |
| S2 |
1.4048 |
1.4048 |
1.4122 |
|
| S3 |
1.3965 |
1.4010 |
1.4114 |
|
| S4 |
1.3882 |
1.3927 |
1.4091 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4856 |
1.4785 |
1.4409 |
|
| R3 |
1.4646 |
1.4575 |
1.4351 |
|
| R2 |
1.4436 |
1.4436 |
1.4332 |
|
| R1 |
1.4365 |
1.4365 |
1.4312 |
1.4401 |
| PP |
1.4226 |
1.4226 |
1.4226 |
1.4244 |
| S1 |
1.4155 |
1.4155 |
1.4274 |
1.4191 |
| S2 |
1.4016 |
1.4016 |
1.4255 |
|
| S3 |
1.3806 |
1.3945 |
1.4235 |
|
| S4 |
1.3596 |
1.3735 |
1.4178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4298 |
1.4087 |
0.0211 |
1.5% |
0.0068 |
0.5% |
24% |
False |
True |
161,814 |
| 10 |
1.4298 |
1.4064 |
0.0234 |
1.7% |
0.0056 |
0.4% |
31% |
False |
False |
146,358 |
| 20 |
1.4298 |
1.3739 |
0.0559 |
4.0% |
0.0056 |
0.4% |
71% |
False |
False |
124,078 |
| 40 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0049 |
0.3% |
81% |
False |
False |
63,282 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0041 |
0.3% |
81% |
False |
False |
42,323 |
| 80 |
1.4298 |
1.3382 |
0.0916 |
6.5% |
0.0035 |
0.2% |
82% |
False |
False |
31,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4523 |
|
2.618 |
1.4387 |
|
1.618 |
1.4304 |
|
1.000 |
1.4253 |
|
0.618 |
1.4221 |
|
HIGH |
1.4170 |
|
0.618 |
1.4138 |
|
0.500 |
1.4129 |
|
0.382 |
1.4119 |
|
LOW |
1.4087 |
|
0.618 |
1.4036 |
|
1.000 |
1.4004 |
|
1.618 |
1.3953 |
|
2.618 |
1.3870 |
|
4.250 |
1.3734 |
|
|
| Fisher Pivots for day following 04-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4134 |
1.4151 |
| PP |
1.4131 |
1.4146 |
| S1 |
1.4129 |
1.4142 |
|