CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4517 |
1.4478 |
-0.0039 |
-0.3% |
1.4218 |
| High |
1.4515 |
1.4485 |
-0.0030 |
-0.2% |
1.4405 |
| Low |
1.4515 |
1.4445 |
-0.0070 |
-0.5% |
1.4158 |
| Close |
1.4517 |
1.4478 |
-0.0039 |
-0.3% |
1.4403 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0247 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.1% |
0.0000 |
| Volume |
902 |
988 |
86 |
9.5% |
5,251 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4589 |
1.4574 |
1.4500 |
|
| R3 |
1.4549 |
1.4534 |
1.4489 |
|
| R2 |
1.4509 |
1.4509 |
1.4485 |
|
| R1 |
1.4494 |
1.4494 |
1.4482 |
1.4498 |
| PP |
1.4469 |
1.4469 |
1.4469 |
1.4472 |
| S1 |
1.4454 |
1.4454 |
1.4474 |
1.4458 |
| S2 |
1.4429 |
1.4429 |
1.4471 |
|
| S3 |
1.4389 |
1.4414 |
1.4467 |
|
| S4 |
1.4349 |
1.4374 |
1.4456 |
|
|
| 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 |
1.4388 |
0.0127 |
0.9% |
0.0022 |
0.2% |
71% |
False |
False |
1,010 |
| 10 |
1.4515 |
1.4158 |
0.0357 |
2.5% |
0.0031 |
0.2% |
90% |
False |
False |
937 |
| 20 |
1.4515 |
1.4079 |
0.0436 |
3.0% |
0.0033 |
0.2% |
92% |
False |
False |
642 |
| 40 |
1.4515 |
1.3820 |
0.0695 |
4.8% |
0.0031 |
0.2% |
95% |
False |
False |
429 |
| 60 |
1.4515 |
1.3464 |
0.1051 |
7.3% |
0.0021 |
0.1% |
96% |
False |
False |
290 |
| 80 |
1.4515 |
1.3464 |
0.1051 |
7.3% |
0.0016 |
0.1% |
96% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4655 |
|
2.618 |
1.4590 |
|
1.618 |
1.4550 |
|
1.000 |
1.4525 |
|
0.618 |
1.4510 |
|
HIGH |
1.4485 |
|
0.618 |
1.4470 |
|
0.500 |
1.4465 |
|
0.382 |
1.4460 |
|
LOW |
1.4445 |
|
0.618 |
1.4420 |
|
1.000 |
1.4405 |
|
1.618 |
1.4380 |
|
2.618 |
1.4340 |
|
4.250 |
1.4275 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4474 |
1.4478 |
| PP |
1.4469 |
1.4477 |
| S1 |
1.4465 |
1.4477 |
|