CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4403 |
1.4409 |
0.0006 |
0.0% |
1.4218 |
| High |
1.4405 |
1.4442 |
0.0037 |
0.3% |
1.4405 |
| Low |
1.4388 |
1.4399 |
0.0011 |
0.1% |
1.4158 |
| Close |
1.4403 |
1.4442 |
0.0039 |
0.3% |
1.4403 |
| Range |
0.0017 |
0.0043 |
0.0026 |
152.9% |
0.0247 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
1,802 |
727 |
-1,075 |
-59.7% |
5,251 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4557 |
1.4542 |
1.4466 |
|
| R3 |
1.4514 |
1.4499 |
1.4454 |
|
| R2 |
1.4471 |
1.4471 |
1.4450 |
|
| R1 |
1.4456 |
1.4456 |
1.4446 |
1.4464 |
| PP |
1.4428 |
1.4428 |
1.4428 |
1.4431 |
| S1 |
1.4413 |
1.4413 |
1.4438 |
1.4421 |
| S2 |
1.4385 |
1.4385 |
1.4434 |
|
| S3 |
1.4342 |
1.4370 |
1.4430 |
|
| S4 |
1.4299 |
1.4327 |
1.4418 |
|
|
| 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 |
1.4442 |
1.4232 |
0.0210 |
1.5% |
0.0031 |
0.2% |
100% |
True |
False |
1,009 |
| 10 |
1.4442 |
1.4158 |
0.0284 |
2.0% |
0.0036 |
0.2% |
100% |
True |
False |
776 |
| 20 |
1.4442 |
1.4079 |
0.0363 |
2.5% |
0.0038 |
0.3% |
100% |
True |
False |
566 |
| 40 |
1.4442 |
1.3673 |
0.0769 |
5.3% |
0.0030 |
0.2% |
100% |
True |
False |
368 |
| 60 |
1.4442 |
1.3464 |
0.0978 |
6.8% |
0.0020 |
0.1% |
100% |
True |
False |
248 |
| 80 |
1.4442 |
1.3464 |
0.0978 |
6.8% |
0.0015 |
0.1% |
100% |
True |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4625 |
|
2.618 |
1.4555 |
|
1.618 |
1.4512 |
|
1.000 |
1.4485 |
|
0.618 |
1.4469 |
|
HIGH |
1.4442 |
|
0.618 |
1.4426 |
|
0.500 |
1.4421 |
|
0.382 |
1.4415 |
|
LOW |
1.4399 |
|
0.618 |
1.4372 |
|
1.000 |
1.4356 |
|
1.618 |
1.4329 |
|
2.618 |
1.4286 |
|
4.250 |
1.4216 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4435 |
1.4421 |
| PP |
1.4428 |
1.4399 |
| S1 |
1.4421 |
1.4378 |
|