CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4454 |
1.4434 |
-0.0020 |
-0.1% |
1.4177 |
| High |
1.4512 |
1.4486 |
-0.0026 |
-0.2% |
1.4405 |
| Low |
1.4430 |
1.4413 |
-0.0017 |
-0.1% |
1.4140 |
| Close |
1.4510 |
1.4469 |
-0.0041 |
-0.3% |
1.4396 |
| Range |
0.0082 |
0.0073 |
-0.0009 |
-11.0% |
0.0265 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.5% |
0.0000 |
| Volume |
115,856 |
184,974 |
69,118 |
59.7% |
955,976 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4675 |
1.4645 |
1.4509 |
|
| R3 |
1.4602 |
1.4572 |
1.4489 |
|
| R2 |
1.4529 |
1.4529 |
1.4482 |
|
| R1 |
1.4499 |
1.4499 |
1.4476 |
1.4514 |
| PP |
1.4456 |
1.4456 |
1.4456 |
1.4464 |
| S1 |
1.4426 |
1.4426 |
1.4462 |
1.4441 |
| S2 |
1.4383 |
1.4383 |
1.4456 |
|
| S3 |
1.4310 |
1.4353 |
1.4449 |
|
| S4 |
1.4237 |
1.4280 |
1.4429 |
|
|
| 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 |
1.4512 |
1.4374 |
0.0138 |
1.0% |
0.0057 |
0.4% |
69% |
False |
False |
141,606 |
| 10 |
1.4512 |
1.4140 |
0.0372 |
2.6% |
0.0059 |
0.4% |
88% |
False |
False |
164,874 |
| 20 |
1.4512 |
1.4047 |
0.0465 |
3.2% |
0.0065 |
0.4% |
91% |
False |
False |
162,579 |
| 40 |
1.4512 |
1.3739 |
0.0773 |
5.3% |
0.0060 |
0.4% |
94% |
False |
False |
143,328 |
| 60 |
1.4512 |
1.3430 |
0.1082 |
7.5% |
0.0054 |
0.4% |
96% |
False |
False |
96,381 |
| 80 |
1.4512 |
1.3430 |
0.1082 |
7.5% |
0.0047 |
0.3% |
96% |
False |
False |
72,387 |
| 100 |
1.4512 |
1.3382 |
0.1130 |
7.8% |
0.0041 |
0.3% |
96% |
False |
False |
57,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4796 |
|
2.618 |
1.4677 |
|
1.618 |
1.4604 |
|
1.000 |
1.4559 |
|
0.618 |
1.4531 |
|
HIGH |
1.4486 |
|
0.618 |
1.4458 |
|
0.500 |
1.4450 |
|
0.382 |
1.4441 |
|
LOW |
1.4413 |
|
0.618 |
1.4368 |
|
1.000 |
1.4340 |
|
1.618 |
1.4295 |
|
2.618 |
1.4222 |
|
4.250 |
1.4103 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4463 |
1.4465 |
| PP |
1.4456 |
1.4461 |
| S1 |
1.4450 |
1.4457 |
|