CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4493 |
1.4554 |
0.0061 |
0.4% |
1.4414 |
| High |
1.4495 |
1.4579 |
0.0084 |
0.6% |
1.4536 |
| Low |
1.4468 |
1.4548 |
0.0080 |
0.6% |
1.4388 |
| Close |
1.4479 |
1.4563 |
0.0084 |
0.6% |
1.4507 |
| Range |
0.0027 |
0.0031 |
0.0004 |
14.8% |
0.0148 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
1.9% |
0.0000 |
| Volume |
210,813 |
127,734 |
-83,079 |
-39.4% |
719,475 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4656 |
1.4641 |
1.4580 |
|
| R3 |
1.4625 |
1.4610 |
1.4572 |
|
| R2 |
1.4594 |
1.4594 |
1.4569 |
|
| R1 |
1.4579 |
1.4579 |
1.4566 |
1.4587 |
| PP |
1.4563 |
1.4563 |
1.4563 |
1.4567 |
| S1 |
1.4548 |
1.4548 |
1.4560 |
1.4556 |
| S2 |
1.4532 |
1.4532 |
1.4557 |
|
| S3 |
1.4501 |
1.4517 |
1.4554 |
|
| S4 |
1.4470 |
1.4486 |
1.4546 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4862 |
1.4588 |
|
| R3 |
1.4773 |
1.4714 |
1.4548 |
|
| R2 |
1.4625 |
1.4625 |
1.4534 |
|
| R1 |
1.4566 |
1.4566 |
1.4521 |
1.4596 |
| PP |
1.4477 |
1.4477 |
1.4477 |
1.4492 |
| S1 |
1.4418 |
1.4418 |
1.4493 |
1.4448 |
| S2 |
1.4329 |
1.4329 |
1.4480 |
|
| S3 |
1.4181 |
1.4270 |
1.4466 |
|
| S4 |
1.4033 |
1.4122 |
1.4426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4579 |
1.4413 |
0.0166 |
1.1% |
0.0059 |
0.4% |
90% |
True |
False |
163,423 |
| 10 |
1.4579 |
1.4215 |
0.0364 |
2.5% |
0.0055 |
0.4% |
96% |
True |
False |
156,844 |
| 20 |
1.4579 |
1.4140 |
0.0439 |
3.0% |
0.0055 |
0.4% |
96% |
True |
False |
169,169 |
| 40 |
1.4579 |
1.3878 |
0.0701 |
4.8% |
0.0060 |
0.4% |
98% |
True |
False |
154,577 |
| 60 |
1.4579 |
1.3430 |
0.1149 |
7.9% |
0.0055 |
0.4% |
99% |
True |
False |
104,937 |
| 80 |
1.4579 |
1.3430 |
0.1149 |
7.9% |
0.0048 |
0.3% |
99% |
True |
False |
78,823 |
| 100 |
1.4579 |
1.3430 |
0.1149 |
7.9% |
0.0042 |
0.3% |
99% |
True |
False |
63,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4711 |
|
2.618 |
1.4660 |
|
1.618 |
1.4629 |
|
1.000 |
1.4610 |
|
0.618 |
1.4598 |
|
HIGH |
1.4579 |
|
0.618 |
1.4567 |
|
0.500 |
1.4564 |
|
0.382 |
1.4560 |
|
LOW |
1.4548 |
|
0.618 |
1.4529 |
|
1.000 |
1.4517 |
|
1.618 |
1.4498 |
|
2.618 |
1.4467 |
|
4.250 |
1.4416 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4564 |
1.4548 |
| PP |
1.4563 |
1.4532 |
| S1 |
1.4563 |
1.4517 |
|