CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4240 |
1.4315 |
0.0075 |
0.5% |
1.4242 |
| High |
1.4280 |
1.4355 |
0.0075 |
0.5% |
1.4327 |
| Low |
1.4215 |
1.4297 |
0.0082 |
0.6% |
1.4162 |
| Close |
1.4269 |
1.4330 |
0.0061 |
0.4% |
1.4311 |
| Range |
0.0065 |
0.0058 |
-0.0007 |
-10.8% |
0.0165 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.0% |
0.0000 |
| Volume |
178,220 |
165,903 |
-12,317 |
-6.9% |
819,306 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4501 |
1.4474 |
1.4362 |
|
| R3 |
1.4443 |
1.4416 |
1.4346 |
|
| R2 |
1.4385 |
1.4385 |
1.4341 |
|
| R1 |
1.4358 |
1.4358 |
1.4335 |
1.4372 |
| PP |
1.4327 |
1.4327 |
1.4327 |
1.4334 |
| S1 |
1.4300 |
1.4300 |
1.4325 |
1.4314 |
| S2 |
1.4269 |
1.4269 |
1.4319 |
|
| S3 |
1.4211 |
1.4242 |
1.4314 |
|
| S4 |
1.4153 |
1.4184 |
1.4298 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4762 |
1.4701 |
1.4402 |
|
| R3 |
1.4597 |
1.4536 |
1.4356 |
|
| R2 |
1.4432 |
1.4432 |
1.4341 |
|
| R1 |
1.4371 |
1.4371 |
1.4326 |
1.4402 |
| PP |
1.4267 |
1.4267 |
1.4267 |
1.4282 |
| S1 |
1.4206 |
1.4206 |
1.4296 |
1.4237 |
| S2 |
1.4102 |
1.4102 |
1.4281 |
|
| S3 |
1.3937 |
1.4041 |
1.4266 |
|
| S4 |
1.3772 |
1.3876 |
1.4220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4355 |
1.4140 |
0.0215 |
1.5% |
0.0062 |
0.4% |
88% |
True |
False |
188,143 |
| 10 |
1.4355 |
1.4140 |
0.0215 |
1.5% |
0.0055 |
0.4% |
88% |
True |
False |
183,938 |
| 20 |
1.4355 |
1.4047 |
0.0308 |
2.1% |
0.0068 |
0.5% |
92% |
True |
False |
167,631 |
| 40 |
1.4355 |
1.3600 |
0.0755 |
5.3% |
0.0061 |
0.4% |
97% |
True |
False |
126,514 |
| 60 |
1.4355 |
1.3430 |
0.0925 |
6.5% |
0.0052 |
0.4% |
97% |
True |
False |
84,627 |
| 80 |
1.4355 |
1.3430 |
0.0925 |
6.5% |
0.0046 |
0.3% |
97% |
True |
False |
63,549 |
| 100 |
1.4355 |
1.3382 |
0.0973 |
6.8% |
0.0039 |
0.3% |
97% |
True |
False |
50,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4602 |
|
2.618 |
1.4507 |
|
1.618 |
1.4449 |
|
1.000 |
1.4413 |
|
0.618 |
1.4391 |
|
HIGH |
1.4355 |
|
0.618 |
1.4333 |
|
0.500 |
1.4326 |
|
0.382 |
1.4319 |
|
LOW |
1.4297 |
|
0.618 |
1.4261 |
|
1.000 |
1.4239 |
|
1.618 |
1.4203 |
|
2.618 |
1.4145 |
|
4.250 |
1.4051 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4329 |
1.4315 |
| PP |
1.4327 |
1.4300 |
| S1 |
1.4326 |
1.4285 |
|