CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4172 |
1.4208 |
0.0036 |
0.3% |
1.4248 |
| High |
1.4192 |
1.4261 |
0.0069 |
0.5% |
1.4270 |
| Low |
1.4146 |
1.4176 |
0.0030 |
0.2% |
1.4055 |
| Close |
1.4150 |
1.4232 |
0.0082 |
0.6% |
1.4158 |
| Range |
0.0046 |
0.0085 |
0.0039 |
84.8% |
0.0215 |
| ATR |
0.0079 |
0.0082 |
0.0002 |
2.8% |
0.0000 |
| Volume |
168,708 |
150,990 |
-17,718 |
-10.5% |
823,605 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4478 |
1.4440 |
1.4279 |
|
| R3 |
1.4393 |
1.4355 |
1.4255 |
|
| R2 |
1.4308 |
1.4308 |
1.4248 |
|
| R1 |
1.4270 |
1.4270 |
1.4240 |
1.4289 |
| PP |
1.4223 |
1.4223 |
1.4223 |
1.4233 |
| S1 |
1.4185 |
1.4185 |
1.4224 |
1.4204 |
| S2 |
1.4138 |
1.4138 |
1.4216 |
|
| S3 |
1.4053 |
1.4100 |
1.4209 |
|
| S4 |
1.3968 |
1.4015 |
1.4185 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4806 |
1.4697 |
1.4276 |
|
| R3 |
1.4591 |
1.4482 |
1.4217 |
|
| R2 |
1.4376 |
1.4376 |
1.4197 |
|
| R1 |
1.4267 |
1.4267 |
1.4178 |
1.4214 |
| PP |
1.4161 |
1.4161 |
1.4161 |
1.4135 |
| S1 |
1.4052 |
1.4052 |
1.4138 |
1.3999 |
| S2 |
1.3946 |
1.3946 |
1.4119 |
|
| S3 |
1.3731 |
1.3837 |
1.4099 |
|
| S4 |
1.3516 |
1.3622 |
1.4040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4261 |
1.4047 |
0.0214 |
1.5% |
0.0093 |
0.7% |
86% |
True |
False |
140,834 |
| 10 |
1.4298 |
1.4047 |
0.0251 |
1.8% |
0.0081 |
0.6% |
74% |
False |
False |
151,324 |
| 20 |
1.4298 |
1.3878 |
0.0420 |
3.0% |
0.0067 |
0.5% |
84% |
False |
False |
147,807 |
| 40 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0057 |
0.4% |
92% |
False |
False |
80,764 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0047 |
0.3% |
92% |
False |
False |
54,031 |
| 80 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0041 |
0.3% |
92% |
False |
False |
40,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4622 |
|
2.618 |
1.4484 |
|
1.618 |
1.4399 |
|
1.000 |
1.4346 |
|
0.618 |
1.4314 |
|
HIGH |
1.4261 |
|
0.618 |
1.4229 |
|
0.500 |
1.4219 |
|
0.382 |
1.4208 |
|
LOW |
1.4176 |
|
0.618 |
1.4123 |
|
1.000 |
1.4091 |
|
1.618 |
1.4038 |
|
2.618 |
1.3953 |
|
4.250 |
1.3815 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4228 |
1.4206 |
| PP |
1.4223 |
1.4180 |
| S1 |
1.4219 |
1.4154 |
|