CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4414 |
1.4402 |
-0.0012 |
-0.1% |
1.4177 |
| High |
1.4440 |
1.4448 |
0.0008 |
0.1% |
1.4405 |
| Low |
1.4388 |
1.4401 |
0.0013 |
0.1% |
1.4140 |
| Close |
1.4435 |
1.4445 |
0.0010 |
0.1% |
1.4396 |
| Range |
0.0052 |
0.0047 |
-0.0005 |
-9.6% |
0.0265 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
120,854 |
120,050 |
-804 |
-0.7% |
955,976 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4572 |
1.4556 |
1.4471 |
|
| R3 |
1.4525 |
1.4509 |
1.4458 |
|
| R2 |
1.4478 |
1.4478 |
1.4454 |
|
| R1 |
1.4462 |
1.4462 |
1.4449 |
1.4470 |
| PP |
1.4431 |
1.4431 |
1.4431 |
1.4436 |
| S1 |
1.4415 |
1.4415 |
1.4441 |
1.4423 |
| S2 |
1.4384 |
1.4384 |
1.4436 |
|
| S3 |
1.4337 |
1.4368 |
1.4432 |
|
| S4 |
1.4290 |
1.4321 |
1.4419 |
|
|
| 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 |
1.4448 |
1.4215 |
0.0233 |
1.6% |
0.0051 |
0.4% |
99% |
True |
False |
150,264 |
| 10 |
1.4448 |
1.4140 |
0.0308 |
2.1% |
0.0052 |
0.4% |
99% |
True |
False |
170,282 |
| 20 |
1.4448 |
1.4047 |
0.0401 |
2.8% |
0.0066 |
0.5% |
99% |
True |
False |
163,964 |
| 40 |
1.4448 |
1.3621 |
0.0827 |
5.7% |
0.0060 |
0.4% |
100% |
True |
False |
136,407 |
| 60 |
1.4448 |
1.3430 |
0.1018 |
7.0% |
0.0052 |
0.4% |
100% |
True |
False |
91,395 |
| 80 |
1.4448 |
1.3430 |
0.1018 |
7.0% |
0.0046 |
0.3% |
100% |
True |
False |
68,634 |
| 100 |
1.4448 |
1.3382 |
0.1066 |
7.4% |
0.0040 |
0.3% |
100% |
True |
False |
54,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4648 |
|
2.618 |
1.4571 |
|
1.618 |
1.4524 |
|
1.000 |
1.4495 |
|
0.618 |
1.4477 |
|
HIGH |
1.4448 |
|
0.618 |
1.4430 |
|
0.500 |
1.4425 |
|
0.382 |
1.4419 |
|
LOW |
1.4401 |
|
0.618 |
1.4372 |
|
1.000 |
1.4354 |
|
1.618 |
1.4325 |
|
2.618 |
1.4278 |
|
4.250 |
1.4201 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4438 |
1.4434 |
| PP |
1.4431 |
1.4422 |
| S1 |
1.4425 |
1.4411 |
|