CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4409 |
1.4447 |
0.0038 |
0.3% |
1.4218 |
| High |
1.4442 |
1.4450 |
0.0008 |
0.1% |
1.4405 |
| Low |
1.4399 |
1.4438 |
0.0039 |
0.3% |
1.4158 |
| Close |
1.4442 |
1.4452 |
0.0010 |
0.1% |
1.4403 |
| Range |
0.0043 |
0.0012 |
-0.0031 |
-72.1% |
0.0247 |
| ATR |
0.0066 |
0.0062 |
-0.0004 |
-5.8% |
0.0000 |
| Volume |
727 |
631 |
-96 |
-13.2% |
5,251 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4483 |
1.4479 |
1.4459 |
|
| R3 |
1.4471 |
1.4467 |
1.4455 |
|
| R2 |
1.4459 |
1.4459 |
1.4454 |
|
| R1 |
1.4455 |
1.4455 |
1.4453 |
1.4457 |
| PP |
1.4447 |
1.4447 |
1.4447 |
1.4448 |
| S1 |
1.4443 |
1.4443 |
1.4451 |
1.4445 |
| S2 |
1.4435 |
1.4435 |
1.4450 |
|
| S3 |
1.4423 |
1.4431 |
1.4449 |
|
| S4 |
1.4411 |
1.4419 |
1.4445 |
|
|
| 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 |
1.4450 |
1.4232 |
0.0218 |
1.5% |
0.0029 |
0.2% |
101% |
True |
False |
891 |
| 10 |
1.4450 |
1.4158 |
0.0292 |
2.0% |
0.0033 |
0.2% |
101% |
True |
False |
824 |
| 20 |
1.4450 |
1.4079 |
0.0371 |
2.6% |
0.0038 |
0.3% |
101% |
True |
False |
577 |
| 40 |
1.4450 |
1.3720 |
0.0730 |
5.1% |
0.0030 |
0.2% |
100% |
True |
False |
383 |
| 60 |
1.4450 |
1.3464 |
0.0986 |
6.8% |
0.0020 |
0.1% |
100% |
True |
False |
258 |
| 80 |
1.4450 |
1.3464 |
0.0986 |
6.8% |
0.0015 |
0.1% |
100% |
True |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4501 |
|
2.618 |
1.4481 |
|
1.618 |
1.4469 |
|
1.000 |
1.4462 |
|
0.618 |
1.4457 |
|
HIGH |
1.4450 |
|
0.618 |
1.4445 |
|
0.500 |
1.4444 |
|
0.382 |
1.4443 |
|
LOW |
1.4438 |
|
0.618 |
1.4431 |
|
1.000 |
1.4426 |
|
1.618 |
1.4419 |
|
2.618 |
1.4407 |
|
4.250 |
1.4387 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4449 |
1.4441 |
| PP |
1.4447 |
1.4430 |
| S1 |
1.4444 |
1.4419 |
|