CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4249 |
1.4209 |
-0.0040 |
-0.3% |
1.4173 |
| High |
1.4270 |
1.4245 |
-0.0025 |
-0.2% |
1.4270 |
| Low |
1.4202 |
1.4195 |
-0.0007 |
0.0% |
1.4079 |
| Close |
1.4249 |
1.4209 |
-0.0040 |
-0.3% |
1.4209 |
| Range |
0.0068 |
0.0050 |
-0.0018 |
-26.5% |
0.0191 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
412 |
542 |
130 |
31.6% |
1,989 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4366 |
1.4338 |
1.4237 |
|
| R3 |
1.4316 |
1.4288 |
1.4223 |
|
| R2 |
1.4266 |
1.4266 |
1.4218 |
|
| R1 |
1.4238 |
1.4238 |
1.4214 |
1.4234 |
| PP |
1.4216 |
1.4216 |
1.4216 |
1.4215 |
| S1 |
1.4188 |
1.4188 |
1.4204 |
1.4184 |
| S2 |
1.4166 |
1.4166 |
1.4200 |
|
| S3 |
1.4116 |
1.4138 |
1.4195 |
|
| S4 |
1.4066 |
1.4088 |
1.4182 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4759 |
1.4675 |
1.4314 |
|
| R3 |
1.4568 |
1.4484 |
1.4262 |
|
| R2 |
1.4377 |
1.4377 |
1.4244 |
|
| R1 |
1.4293 |
1.4293 |
1.4227 |
1.4335 |
| PP |
1.4186 |
1.4186 |
1.4186 |
1.4207 |
| S1 |
1.4102 |
1.4102 |
1.4191 |
1.4144 |
| S2 |
1.3995 |
1.3995 |
1.4174 |
|
| S3 |
1.3804 |
1.3911 |
1.4156 |
|
| S4 |
1.3613 |
1.3720 |
1.4104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4270 |
1.4079 |
0.0191 |
1.3% |
0.0045 |
0.3% |
68% |
False |
False |
397 |
| 10 |
1.4270 |
1.4079 |
0.0191 |
1.3% |
0.0039 |
0.3% |
68% |
False |
False |
382 |
| 20 |
1.4305 |
1.3905 |
0.0400 |
2.8% |
0.0039 |
0.3% |
76% |
False |
False |
290 |
| 40 |
1.4305 |
1.3520 |
0.0785 |
5.5% |
0.0021 |
0.1% |
88% |
False |
False |
167 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0014 |
0.1% |
89% |
False |
False |
113 |
| 80 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0011 |
0.1% |
89% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4458 |
|
2.618 |
1.4376 |
|
1.618 |
1.4326 |
|
1.000 |
1.4295 |
|
0.618 |
1.4276 |
|
HIGH |
1.4245 |
|
0.618 |
1.4226 |
|
0.500 |
1.4220 |
|
0.382 |
1.4214 |
|
LOW |
1.4195 |
|
0.618 |
1.4164 |
|
1.000 |
1.4145 |
|
1.618 |
1.4114 |
|
2.618 |
1.4064 |
|
4.250 |
1.3983 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4220 |
1.4219 |
| PP |
1.4216 |
1.4215 |
| S1 |
1.4213 |
1.4212 |
|