CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4242 |
1.4164 |
-0.0078 |
-0.5% |
1.4150 |
| High |
1.4256 |
1.4214 |
-0.0042 |
-0.3% |
1.4261 |
| Low |
1.4213 |
1.4162 |
-0.0051 |
-0.4% |
1.4047 |
| Close |
1.4217 |
1.4183 |
-0.0034 |
-0.2% |
1.4192 |
| Range |
0.0043 |
0.0052 |
0.0009 |
20.9% |
0.0214 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
174,452 |
138,907 |
-35,545 |
-20.4% |
764,526 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4342 |
1.4315 |
1.4212 |
|
| R3 |
1.4290 |
1.4263 |
1.4197 |
|
| R2 |
1.4238 |
1.4238 |
1.4193 |
|
| R1 |
1.4211 |
1.4211 |
1.4188 |
1.4225 |
| PP |
1.4186 |
1.4186 |
1.4186 |
1.4193 |
| S1 |
1.4159 |
1.4159 |
1.4178 |
1.4173 |
| S2 |
1.4134 |
1.4134 |
1.4173 |
|
| S3 |
1.4082 |
1.4107 |
1.4169 |
|
| S4 |
1.4030 |
1.4055 |
1.4154 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4809 |
1.4714 |
1.4310 |
|
| R3 |
1.4595 |
1.4500 |
1.4251 |
|
| R2 |
1.4381 |
1.4381 |
1.4231 |
|
| R1 |
1.4286 |
1.4286 |
1.4212 |
1.4334 |
| PP |
1.4167 |
1.4167 |
1.4167 |
1.4190 |
| S1 |
1.4072 |
1.4072 |
1.4172 |
1.4120 |
| S2 |
1.3953 |
1.3953 |
1.4153 |
|
| S3 |
1.3739 |
1.3858 |
1.4133 |
|
| S4 |
1.3525 |
1.3644 |
1.4074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4261 |
1.4146 |
0.0115 |
0.8% |
0.0057 |
0.4% |
32% |
False |
False |
172,690 |
| 10 |
1.4261 |
1.4047 |
0.0214 |
1.5% |
0.0079 |
0.6% |
64% |
False |
False |
157,645 |
| 20 |
1.4298 |
1.3959 |
0.0339 |
2.4% |
0.0065 |
0.5% |
66% |
False |
False |
150,837 |
| 40 |
1.4298 |
1.3500 |
0.0798 |
5.6% |
0.0057 |
0.4% |
86% |
False |
False |
94,277 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0049 |
0.3% |
87% |
False |
False |
63,083 |
| 80 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0042 |
0.3% |
87% |
False |
False |
47,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4435 |
|
2.618 |
1.4350 |
|
1.618 |
1.4298 |
|
1.000 |
1.4266 |
|
0.618 |
1.4246 |
|
HIGH |
1.4214 |
|
0.618 |
1.4194 |
|
0.500 |
1.4188 |
|
0.382 |
1.4182 |
|
LOW |
1.4162 |
|
0.618 |
1.4130 |
|
1.000 |
1.4110 |
|
1.618 |
1.4078 |
|
2.618 |
1.4026 |
|
4.250 |
1.3941 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4188 |
1.4209 |
| PP |
1.4186 |
1.4200 |
| S1 |
1.4185 |
1.4192 |
|