CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4386 |
1.4414 |
0.0028 |
0.2% |
1.4177 |
| High |
1.4405 |
1.4440 |
0.0035 |
0.2% |
1.4405 |
| Low |
1.4374 |
1.4388 |
0.0014 |
0.1% |
1.4140 |
| Close |
1.4396 |
1.4435 |
0.0039 |
0.3% |
1.4396 |
| Range |
0.0031 |
0.0052 |
0.0021 |
67.7% |
0.0265 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
166,297 |
120,854 |
-45,443 |
-27.3% |
955,976 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4577 |
1.4558 |
1.4464 |
|
| R3 |
1.4525 |
1.4506 |
1.4449 |
|
| R2 |
1.4473 |
1.4473 |
1.4445 |
|
| R1 |
1.4454 |
1.4454 |
1.4440 |
1.4464 |
| PP |
1.4421 |
1.4421 |
1.4421 |
1.4426 |
| S1 |
1.4402 |
1.4402 |
1.4430 |
1.4412 |
| S2 |
1.4369 |
1.4369 |
1.4425 |
|
| S3 |
1.4317 |
1.4350 |
1.4421 |
|
| S4 |
1.4265 |
1.4298 |
1.4406 |
|
|
| 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 |
1.4440 |
1.4215 |
0.0225 |
1.6% |
0.0051 |
0.4% |
98% |
True |
False |
181,473 |
| 10 |
1.4440 |
1.4140 |
0.0300 |
2.1% |
0.0053 |
0.4% |
98% |
True |
False |
172,168 |
| 20 |
1.4440 |
1.4047 |
0.0393 |
2.7% |
0.0065 |
0.5% |
99% |
True |
False |
164,913 |
| 40 |
1.4440 |
1.3600 |
0.0840 |
5.8% |
0.0061 |
0.4% |
99% |
True |
False |
133,509 |
| 60 |
1.4440 |
1.3430 |
0.1010 |
7.0% |
0.0052 |
0.4% |
100% |
True |
False |
89,401 |
| 80 |
1.4440 |
1.3430 |
0.1010 |
7.0% |
0.0045 |
0.3% |
100% |
True |
False |
67,135 |
| 100 |
1.4440 |
1.3382 |
0.1058 |
7.3% |
0.0039 |
0.3% |
100% |
True |
False |
53,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4661 |
|
2.618 |
1.4576 |
|
1.618 |
1.4524 |
|
1.000 |
1.4492 |
|
0.618 |
1.4472 |
|
HIGH |
1.4440 |
|
0.618 |
1.4420 |
|
0.500 |
1.4414 |
|
0.382 |
1.4408 |
|
LOW |
1.4388 |
|
0.618 |
1.4356 |
|
1.000 |
1.4336 |
|
1.618 |
1.4304 |
|
2.618 |
1.4252 |
|
4.250 |
1.4167 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4428 |
1.4413 |
| PP |
1.4421 |
1.4391 |
| S1 |
1.4414 |
1.4369 |
|