CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4212 |
1.4308 |
0.0096 |
0.7% |
1.4150 |
| High |
1.4247 |
1.4327 |
0.0080 |
0.6% |
1.4261 |
| Low |
1.4198 |
1.4294 |
0.0096 |
0.7% |
1.4047 |
| Close |
1.4204 |
1.4311 |
0.0107 |
0.8% |
1.4192 |
| Range |
0.0049 |
0.0033 |
-0.0016 |
-32.7% |
0.0214 |
| ATR |
0.0076 |
0.0080 |
0.0003 |
4.4% |
0.0000 |
| Volume |
182,068 |
172,840 |
-9,228 |
-5.1% |
764,526 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4410 |
1.4393 |
1.4329 |
|
| R3 |
1.4377 |
1.4360 |
1.4320 |
|
| R2 |
1.4344 |
1.4344 |
1.4317 |
|
| R1 |
1.4327 |
1.4327 |
1.4314 |
1.4336 |
| PP |
1.4311 |
1.4311 |
1.4311 |
1.4315 |
| S1 |
1.4294 |
1.4294 |
1.4308 |
1.4303 |
| S2 |
1.4278 |
1.4278 |
1.4305 |
|
| S3 |
1.4245 |
1.4261 |
1.4302 |
|
| S4 |
1.4212 |
1.4228 |
1.4293 |
|
|
| 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 |
1.4327 |
1.4162 |
0.0165 |
1.2% |
0.0047 |
0.3% |
90% |
True |
False |
179,732 |
| 10 |
1.4327 |
1.4047 |
0.0280 |
2.0% |
0.0070 |
0.5% |
94% |
True |
False |
160,283 |
| 20 |
1.4327 |
1.4047 |
0.0280 |
2.0% |
0.0063 |
0.4% |
94% |
True |
False |
153,321 |
| 40 |
1.4327 |
1.3590 |
0.0737 |
5.1% |
0.0058 |
0.4% |
98% |
True |
False |
103,106 |
| 60 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0049 |
0.3% |
98% |
True |
False |
68,990 |
| 80 |
1.4327 |
1.3430 |
0.0897 |
6.3% |
0.0043 |
0.3% |
98% |
True |
False |
51,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4467 |
|
2.618 |
1.4413 |
|
1.618 |
1.4380 |
|
1.000 |
1.4360 |
|
0.618 |
1.4347 |
|
HIGH |
1.4327 |
|
0.618 |
1.4314 |
|
0.500 |
1.4311 |
|
0.382 |
1.4307 |
|
LOW |
1.4294 |
|
0.618 |
1.4274 |
|
1.000 |
1.4261 |
|
1.618 |
1.4241 |
|
2.618 |
1.4208 |
|
4.250 |
1.4154 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4311 |
1.4289 |
| PP |
1.4311 |
1.4267 |
| S1 |
1.4311 |
1.4245 |
|