CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 08-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
1.4173 |
1.4173 |
0.0000 |
0.0% |
1.4271 |
High |
1.4173 |
1.4173 |
0.0000 |
0.0% |
1.4268 |
Low |
1.4173 |
1.4173 |
0.0000 |
0.0% |
1.4115 |
Close |
1.4173 |
1.4173 |
0.0000 |
0.0% |
1.4173 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0048 |
-0.0004 |
-7.1% |
0.0000 |
Volume |
191 |
403 |
212 |
111.0% |
1,834 |
|
Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4173 |
1.4173 |
1.4173 |
|
R3 |
1.4173 |
1.4173 |
1.4173 |
|
R2 |
1.4173 |
1.4173 |
1.4173 |
|
R1 |
1.4173 |
1.4173 |
1.4173 |
1.4173 |
PP |
1.4173 |
1.4173 |
1.4173 |
1.4173 |
S1 |
1.4173 |
1.4173 |
1.4173 |
1.4173 |
S2 |
1.4173 |
1.4173 |
1.4173 |
|
S3 |
1.4173 |
1.4173 |
1.4173 |
|
S4 |
1.4173 |
1.4173 |
1.4173 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4644 |
1.4562 |
1.4257 |
|
R3 |
1.4491 |
1.4409 |
1.4215 |
|
R2 |
1.4338 |
1.4338 |
1.4201 |
|
R1 |
1.4256 |
1.4256 |
1.4187 |
1.4221 |
PP |
1.4185 |
1.4185 |
1.4185 |
1.4168 |
S1 |
1.4103 |
1.4103 |
1.4159 |
1.4068 |
S2 |
1.4032 |
1.4032 |
1.4145 |
|
S3 |
1.3879 |
1.3950 |
1.4131 |
|
S4 |
1.3726 |
1.3797 |
1.4089 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4210 |
1.4115 |
0.0095 |
0.7% |
0.0031 |
0.2% |
61% |
False |
False |
320 |
10 |
1.4305 |
1.4115 |
0.0190 |
1.3% |
0.0030 |
0.2% |
31% |
False |
False |
305 |
20 |
1.4305 |
1.3882 |
0.0423 |
3.0% |
0.0028 |
0.2% |
69% |
False |
False |
245 |
40 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0015 |
0.1% |
84% |
False |
False |
128 |
60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0010 |
0.1% |
84% |
False |
False |
87 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4173 |
2.618 |
1.4173 |
1.618 |
1.4173 |
1.000 |
1.4173 |
0.618 |
1.4173 |
HIGH |
1.4173 |
0.618 |
1.4173 |
0.500 |
1.4173 |
0.382 |
1.4173 |
LOW |
1.4173 |
0.618 |
1.4173 |
1.000 |
1.4173 |
1.618 |
1.4173 |
2.618 |
1.4173 |
4.250 |
1.4173 |
|
|
Fisher Pivots for day following 08-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1.4173 |
1.4164 |
PP |
1.4173 |
1.4154 |
S1 |
1.4173 |
1.4145 |
|