CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 26-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4313 |
1.4403 |
0.0090 |
0.6% |
1.4218 |
| High |
1.4352 |
1.4405 |
0.0053 |
0.4% |
1.4405 |
| Low |
1.4313 |
1.4388 |
0.0075 |
0.5% |
1.4158 |
| Close |
1.4337 |
1.4403 |
0.0066 |
0.5% |
1.4403 |
| Range |
0.0039 |
0.0017 |
-0.0022 |
-56.4% |
0.0247 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
| Volume |
805 |
1,802 |
997 |
123.9% |
5,251 |
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4450 |
1.4443 |
1.4412 |
|
| R3 |
1.4433 |
1.4426 |
1.4408 |
|
| R2 |
1.4416 |
1.4416 |
1.4406 |
|
| R1 |
1.4409 |
1.4409 |
1.4405 |
1.4412 |
| PP |
1.4399 |
1.4399 |
1.4399 |
1.4400 |
| S1 |
1.4392 |
1.4392 |
1.4401 |
1.4395 |
| S2 |
1.4382 |
1.4382 |
1.4400 |
|
| S3 |
1.4365 |
1.4375 |
1.4398 |
|
| S4 |
1.4348 |
1.4358 |
1.4394 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5063 |
1.4980 |
1.4539 |
|
| R3 |
1.4816 |
1.4733 |
1.4471 |
|
| R2 |
1.4569 |
1.4569 |
1.4448 |
|
| R1 |
1.4486 |
1.4486 |
1.4426 |
1.4528 |
| PP |
1.4322 |
1.4322 |
1.4322 |
1.4343 |
| S1 |
1.4239 |
1.4239 |
1.4380 |
1.4281 |
| S2 |
1.4075 |
1.4075 |
1.4358 |
|
| S3 |
1.3828 |
1.3992 |
1.4335 |
|
| S4 |
1.3581 |
1.3745 |
1.4267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4405 |
1.4158 |
0.0247 |
1.7% |
0.0035 |
0.2% |
99% |
True |
False |
1,050 |
| 10 |
1.4405 |
1.4158 |
0.0247 |
1.7% |
0.0034 |
0.2% |
99% |
True |
False |
742 |
| 20 |
1.4405 |
1.4079 |
0.0326 |
2.3% |
0.0036 |
0.3% |
99% |
True |
False |
562 |
| 40 |
1.4405 |
1.3673 |
0.0732 |
5.1% |
0.0029 |
0.2% |
100% |
True |
False |
350 |
| 60 |
1.4405 |
1.3464 |
0.0941 |
6.5% |
0.0020 |
0.1% |
100% |
True |
False |
236 |
| 80 |
1.4405 |
1.3464 |
0.0941 |
6.5% |
0.0015 |
0.1% |
100% |
True |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4477 |
|
2.618 |
1.4450 |
|
1.618 |
1.4433 |
|
1.000 |
1.4422 |
|
0.618 |
1.4416 |
|
HIGH |
1.4405 |
|
0.618 |
1.4399 |
|
0.500 |
1.4397 |
|
0.382 |
1.4394 |
|
LOW |
1.4388 |
|
0.618 |
1.4377 |
|
1.000 |
1.4371 |
|
1.618 |
1.4360 |
|
2.618 |
1.4343 |
|
4.250 |
1.4316 |
|
|
| Fisher Pivots for day following 26-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4401 |
1.4375 |
| PP |
1.4399 |
1.4347 |
| S1 |
1.4397 |
1.4319 |
|