CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4239 |
1.4323 |
0.0084 |
0.6% |
1.4173 |
| High |
1.4260 |
1.4333 |
0.0073 |
0.5% |
1.4270 |
| Low |
1.4220 |
1.4315 |
0.0095 |
0.7% |
1.4079 |
| Close |
1.4218 |
1.4323 |
0.0105 |
0.7% |
1.4209 |
| Range |
0.0040 |
0.0018 |
-0.0022 |
-55.0% |
0.0191 |
| ATR |
0.0056 |
0.0060 |
0.0004 |
7.6% |
0.0000 |
| Volume |
380 |
383 |
3 |
0.8% |
1,989 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4378 |
1.4368 |
1.4333 |
|
| R3 |
1.4360 |
1.4350 |
1.4328 |
|
| R2 |
1.4342 |
1.4342 |
1.4326 |
|
| R1 |
1.4332 |
1.4332 |
1.4325 |
1.4332 |
| PP |
1.4324 |
1.4324 |
1.4324 |
1.4324 |
| S1 |
1.4314 |
1.4314 |
1.4321 |
1.4314 |
| S2 |
1.4306 |
1.4306 |
1.4320 |
|
| S3 |
1.4288 |
1.4296 |
1.4318 |
|
| S4 |
1.4270 |
1.4278 |
1.4313 |
|
|
| 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 |
1.4333 |
1.4185 |
0.0148 |
1.0% |
0.0035 |
0.2% |
93% |
True |
False |
368 |
| 10 |
1.4333 |
1.4079 |
0.0254 |
1.8% |
0.0035 |
0.2% |
96% |
True |
False |
347 |
| 20 |
1.4333 |
1.4079 |
0.0254 |
1.8% |
0.0035 |
0.2% |
96% |
True |
False |
323 |
| 40 |
1.4333 |
1.3608 |
0.0725 |
5.1% |
0.0024 |
0.2% |
99% |
True |
False |
198 |
| 60 |
1.4333 |
1.3464 |
0.0869 |
6.1% |
0.0016 |
0.1% |
99% |
True |
False |
134 |
| 80 |
1.4333 |
1.3464 |
0.0869 |
6.1% |
0.0012 |
0.1% |
99% |
True |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4410 |
|
2.618 |
1.4380 |
|
1.618 |
1.4362 |
|
1.000 |
1.4351 |
|
0.618 |
1.4344 |
|
HIGH |
1.4333 |
|
0.618 |
1.4326 |
|
0.500 |
1.4324 |
|
0.382 |
1.4322 |
|
LOW |
1.4315 |
|
0.618 |
1.4304 |
|
1.000 |
1.4297 |
|
1.618 |
1.4286 |
|
2.618 |
1.4268 |
|
4.250 |
1.4239 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4324 |
1.4302 |
| PP |
1.4324 |
1.4280 |
| S1 |
1.4323 |
1.4259 |
|