CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 26-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4315 |
1.4386 |
0.0071 |
0.5% |
1.4177 |
| High |
1.4355 |
1.4405 |
0.0050 |
0.3% |
1.4405 |
| Low |
1.4297 |
1.4374 |
0.0077 |
0.5% |
1.4140 |
| Close |
1.4330 |
1.4396 |
0.0066 |
0.5% |
1.4396 |
| Range |
0.0058 |
0.0031 |
-0.0027 |
-46.6% |
0.0265 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
165,903 |
166,297 |
394 |
0.2% |
955,976 |
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4485 |
1.4471 |
1.4413 |
|
| R3 |
1.4454 |
1.4440 |
1.4405 |
|
| R2 |
1.4423 |
1.4423 |
1.4402 |
|
| R1 |
1.4409 |
1.4409 |
1.4399 |
1.4416 |
| PP |
1.4392 |
1.4392 |
1.4392 |
1.4395 |
| S1 |
1.4378 |
1.4378 |
1.4393 |
1.4385 |
| S2 |
1.4361 |
1.4361 |
1.4390 |
|
| S3 |
1.4330 |
1.4347 |
1.4387 |
|
| S4 |
1.4299 |
1.4316 |
1.4379 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5109 |
1.5017 |
1.4542 |
|
| R3 |
1.4844 |
1.4752 |
1.4469 |
|
| R2 |
1.4579 |
1.4579 |
1.4445 |
|
| R1 |
1.4487 |
1.4487 |
1.4420 |
1.4533 |
| PP |
1.4314 |
1.4314 |
1.4314 |
1.4337 |
| S1 |
1.4222 |
1.4222 |
1.4372 |
1.4268 |
| S2 |
1.4049 |
1.4049 |
1.4347 |
|
| S3 |
1.3784 |
1.3957 |
1.4323 |
|
| S4 |
1.3519 |
1.3692 |
1.4250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4405 |
1.4140 |
0.0265 |
1.8% |
0.0055 |
0.4% |
97% |
True |
False |
191,195 |
| 10 |
1.4405 |
1.4140 |
0.0265 |
1.8% |
0.0052 |
0.4% |
97% |
True |
False |
177,528 |
| 20 |
1.4405 |
1.4047 |
0.0358 |
2.5% |
0.0064 |
0.4% |
97% |
True |
False |
168,170 |
| 40 |
1.4405 |
1.3600 |
0.0805 |
5.6% |
0.0061 |
0.4% |
99% |
True |
False |
130,648 |
| 60 |
1.4405 |
1.3430 |
0.0975 |
6.8% |
0.0052 |
0.4% |
99% |
True |
False |
87,391 |
| 80 |
1.4405 |
1.3430 |
0.0975 |
6.8% |
0.0045 |
0.3% |
99% |
True |
False |
65,627 |
| 100 |
1.4405 |
1.3382 |
0.1023 |
7.1% |
0.0039 |
0.3% |
99% |
True |
False |
52,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4537 |
|
2.618 |
1.4486 |
|
1.618 |
1.4455 |
|
1.000 |
1.4436 |
|
0.618 |
1.4424 |
|
HIGH |
1.4405 |
|
0.618 |
1.4393 |
|
0.500 |
1.4390 |
|
0.382 |
1.4386 |
|
LOW |
1.4374 |
|
0.618 |
1.4355 |
|
1.000 |
1.4343 |
|
1.618 |
1.4324 |
|
2.618 |
1.4293 |
|
4.250 |
1.4242 |
|
|
| Fisher Pivots for day following 26-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4394 |
1.4367 |
| PP |
1.4392 |
1.4339 |
| S1 |
1.4390 |
1.4310 |
|