CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 31-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
1.4447 |
1.4517 |
0.0070 |
0.5% |
1.4218 |
High |
1.4450 |
1.4515 |
0.0065 |
0.4% |
1.4405 |
Low |
1.4438 |
1.4515 |
0.0077 |
0.5% |
1.4158 |
Close |
1.4452 |
1.4517 |
0.0065 |
0.4% |
1.4403 |
Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0247 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
Volume |
631 |
902 |
271 |
42.9% |
5,251 |
|
Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4516 |
1.4516 |
1.4517 |
|
R3 |
1.4516 |
1.4516 |
1.4517 |
|
R2 |
1.4516 |
1.4516 |
1.4517 |
|
R1 |
1.4516 |
1.4516 |
1.4517 |
1.4517 |
PP |
1.4516 |
1.4516 |
1.4516 |
1.4516 |
S1 |
1.4516 |
1.4516 |
1.4517 |
1.4517 |
S2 |
1.4516 |
1.4516 |
1.4517 |
|
S3 |
1.4516 |
1.4516 |
1.4517 |
|
S4 |
1.4516 |
1.4516 |
1.4517 |
|
|
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 |
1.4515 |
1.4313 |
0.0202 |
1.4% |
0.0022 |
0.2% |
101% |
True |
False |
973 |
10 |
1.4515 |
1.4158 |
0.0357 |
2.5% |
0.0029 |
0.2% |
101% |
True |
False |
876 |
20 |
1.4515 |
1.4079 |
0.0436 |
3.0% |
0.0034 |
0.2% |
100% |
True |
False |
606 |
40 |
1.4515 |
1.3741 |
0.0774 |
5.3% |
0.0030 |
0.2% |
100% |
True |
False |
405 |
60 |
1.4515 |
1.3464 |
0.1051 |
7.2% |
0.0020 |
0.1% |
100% |
True |
False |
273 |
80 |
1.4515 |
1.3464 |
0.1051 |
7.2% |
0.0015 |
0.1% |
100% |
True |
False |
206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4515 |
2.618 |
1.4515 |
1.618 |
1.4515 |
1.000 |
1.4515 |
0.618 |
1.4515 |
HIGH |
1.4515 |
0.618 |
1.4515 |
0.500 |
1.4515 |
0.382 |
1.4515 |
LOW |
1.4515 |
0.618 |
1.4515 |
1.000 |
1.4515 |
1.618 |
1.4515 |
2.618 |
1.4515 |
4.250 |
1.4515 |
|
|
Fisher Pivots for day following 31-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
1.4516 |
1.4497 |
PP |
1.4516 |
1.4477 |
S1 |
1.4515 |
1.4457 |
|