CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4554 |
1.4722 |
0.0168 |
1.2% |
1.4414 |
| High |
1.4579 |
1.4722 |
0.0143 |
1.0% |
1.4536 |
| Low |
1.4548 |
1.4659 |
0.0111 |
0.8% |
1.4388 |
| Close |
1.4563 |
1.4678 |
0.0115 |
0.8% |
1.4507 |
| Range |
0.0031 |
0.0063 |
0.0032 |
103.2% |
0.0148 |
| ATR |
0.0080 |
0.0086 |
0.0006 |
7.0% |
0.0000 |
| Volume |
127,734 |
146,701 |
18,967 |
14.8% |
719,475 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4875 |
1.4840 |
1.4713 |
|
| R3 |
1.4812 |
1.4777 |
1.4695 |
|
| R2 |
1.4749 |
1.4749 |
1.4690 |
|
| R1 |
1.4714 |
1.4714 |
1.4684 |
1.4700 |
| PP |
1.4686 |
1.4686 |
1.4686 |
1.4680 |
| S1 |
1.4651 |
1.4651 |
1.4672 |
1.4637 |
| S2 |
1.4623 |
1.4623 |
1.4666 |
|
| S3 |
1.4560 |
1.4588 |
1.4661 |
|
| S4 |
1.4497 |
1.4525 |
1.4643 |
|
|
| 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 |
1.4722 |
1.4413 |
0.0309 |
2.1% |
0.0055 |
0.4% |
86% |
True |
False |
169,592 |
| 10 |
1.4722 |
1.4297 |
0.0425 |
2.9% |
0.0055 |
0.4% |
90% |
True |
False |
153,692 |
| 20 |
1.4722 |
1.4140 |
0.0582 |
4.0% |
0.0056 |
0.4% |
92% |
True |
False |
168,069 |
| 40 |
1.4722 |
1.3878 |
0.0844 |
5.8% |
0.0060 |
0.4% |
95% |
True |
False |
157,219 |
| 60 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0056 |
0.4% |
97% |
True |
False |
107,365 |
| 80 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0049 |
0.3% |
97% |
True |
False |
80,656 |
| 100 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0043 |
0.3% |
97% |
True |
False |
64,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4990 |
|
2.618 |
1.4887 |
|
1.618 |
1.4824 |
|
1.000 |
1.4785 |
|
0.618 |
1.4761 |
|
HIGH |
1.4722 |
|
0.618 |
1.4698 |
|
0.500 |
1.4691 |
|
0.382 |
1.4683 |
|
LOW |
1.4659 |
|
0.618 |
1.4620 |
|
1.000 |
1.4596 |
|
1.618 |
1.4557 |
|
2.618 |
1.4494 |
|
4.250 |
1.4391 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4691 |
1.4650 |
| PP |
1.4686 |
1.4623 |
| S1 |
1.4682 |
1.4595 |
|