CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4274 |
1.4276 |
0.0002 |
0.0% |
1.4234 |
| High |
1.4290 |
1.4265 |
-0.0025 |
-0.2% |
1.4333 |
| Low |
1.4265 |
1.4232 |
-0.0033 |
-0.2% |
1.4185 |
| Close |
1.4274 |
1.4276 |
0.0002 |
0.0% |
1.4321 |
| Range |
0.0025 |
0.0033 |
0.0008 |
32.0% |
0.0148 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,221 |
494 |
-727 |
-59.5% |
2,169 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4357 |
1.4349 |
1.4294 |
|
| R3 |
1.4324 |
1.4316 |
1.4285 |
|
| R2 |
1.4291 |
1.4291 |
1.4282 |
|
| R1 |
1.4283 |
1.4283 |
1.4279 |
1.4293 |
| PP |
1.4258 |
1.4258 |
1.4258 |
1.4262 |
| S1 |
1.4250 |
1.4250 |
1.4273 |
1.4260 |
| S2 |
1.4225 |
1.4225 |
1.4270 |
|
| S3 |
1.4192 |
1.4217 |
1.4267 |
|
| S4 |
1.4159 |
1.4184 |
1.4258 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4724 |
1.4670 |
1.4402 |
|
| R3 |
1.4576 |
1.4522 |
1.4362 |
|
| R2 |
1.4428 |
1.4428 |
1.4348 |
|
| R1 |
1.4374 |
1.4374 |
1.4335 |
1.4401 |
| PP |
1.4280 |
1.4280 |
1.4280 |
1.4293 |
| S1 |
1.4226 |
1.4226 |
1.4307 |
1.4253 |
| S2 |
1.4132 |
1.4132 |
1.4294 |
|
| S3 |
1.3984 |
1.4078 |
1.4280 |
|
| S4 |
1.3836 |
1.3930 |
1.4240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4333 |
1.4158 |
0.0175 |
1.2% |
0.0035 |
0.2% |
67% |
False |
False |
779 |
| 10 |
1.4333 |
1.4158 |
0.0175 |
1.2% |
0.0040 |
0.3% |
67% |
False |
False |
576 |
| 20 |
1.4333 |
1.4079 |
0.0254 |
1.8% |
0.0039 |
0.3% |
78% |
False |
False |
457 |
| 40 |
1.4333 |
1.3671 |
0.0662 |
4.6% |
0.0028 |
0.2% |
91% |
False |
False |
285 |
| 60 |
1.4333 |
1.3464 |
0.0869 |
6.1% |
0.0019 |
0.1% |
93% |
False |
False |
193 |
| 80 |
1.4333 |
1.3464 |
0.0869 |
6.1% |
0.0014 |
0.1% |
93% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4405 |
|
2.618 |
1.4351 |
|
1.618 |
1.4318 |
|
1.000 |
1.4298 |
|
0.618 |
1.4285 |
|
HIGH |
1.4265 |
|
0.618 |
1.4252 |
|
0.500 |
1.4249 |
|
0.382 |
1.4245 |
|
LOW |
1.4232 |
|
0.618 |
1.4212 |
|
1.000 |
1.4199 |
|
1.618 |
1.4179 |
|
2.618 |
1.4146 |
|
4.250 |
1.4092 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4267 |
1.4259 |
| PP |
1.4258 |
1.4241 |
| S1 |
1.4249 |
1.4224 |
|