CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4234 |
1.4200 |
-0.0034 |
-0.2% |
1.4173 |
| High |
1.4265 |
1.4225 |
-0.0040 |
-0.3% |
1.4270 |
| Low |
1.4237 |
1.4185 |
-0.0052 |
-0.4% |
1.4079 |
| Close |
1.4234 |
1.4200 |
-0.0034 |
-0.2% |
1.4209 |
| Range |
0.0028 |
0.0040 |
0.0012 |
42.9% |
0.0191 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
380 |
155 |
-225 |
-59.2% |
1,989 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4323 |
1.4302 |
1.4222 |
|
| R3 |
1.4283 |
1.4262 |
1.4211 |
|
| R2 |
1.4243 |
1.4243 |
1.4207 |
|
| R1 |
1.4222 |
1.4222 |
1.4204 |
1.4220 |
| PP |
1.4203 |
1.4203 |
1.4203 |
1.4203 |
| S1 |
1.4182 |
1.4182 |
1.4196 |
1.4180 |
| S2 |
1.4163 |
1.4163 |
1.4193 |
|
| S3 |
1.4123 |
1.4142 |
1.4189 |
|
| S4 |
1.4083 |
1.4102 |
1.4178 |
|
|
| 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 |
1.4167 |
0.0103 |
0.7% |
0.0045 |
0.3% |
32% |
False |
False |
399 |
| 10 |
1.4270 |
1.4079 |
0.0191 |
1.3% |
0.0042 |
0.3% |
63% |
False |
False |
330 |
| 20 |
1.4305 |
1.3974 |
0.0331 |
2.3% |
0.0037 |
0.3% |
68% |
False |
False |
293 |
| 40 |
1.4305 |
1.3520 |
0.0785 |
5.5% |
0.0022 |
0.2% |
87% |
False |
False |
179 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0015 |
0.1% |
88% |
False |
False |
122 |
| 80 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0012 |
0.1% |
88% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4395 |
|
2.618 |
1.4330 |
|
1.618 |
1.4290 |
|
1.000 |
1.4265 |
|
0.618 |
1.4250 |
|
HIGH |
1.4225 |
|
0.618 |
1.4210 |
|
0.500 |
1.4205 |
|
0.382 |
1.4200 |
|
LOW |
1.4185 |
|
0.618 |
1.4160 |
|
1.000 |
1.4145 |
|
1.618 |
1.4120 |
|
2.618 |
1.4080 |
|
4.250 |
1.4015 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4205 |
1.4225 |
| PP |
1.4203 |
1.4217 |
| S1 |
1.4202 |
1.4208 |
|