CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4478 |
1.4516 |
0.0038 |
0.3% |
1.4409 |
| High |
1.4485 |
1.4540 |
0.0055 |
0.4% |
1.4540 |
| Low |
1.4445 |
1.4525 |
0.0080 |
0.6% |
1.4399 |
| Close |
1.4478 |
1.4516 |
0.0038 |
0.3% |
1.4516 |
| Range |
0.0040 |
0.0015 |
-0.0025 |
-62.5% |
0.0141 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
988 |
1,158 |
170 |
17.2% |
4,406 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4572 |
1.4559 |
1.4524 |
|
| R3 |
1.4557 |
1.4544 |
1.4520 |
|
| R2 |
1.4542 |
1.4542 |
1.4519 |
|
| R1 |
1.4529 |
1.4529 |
1.4517 |
1.4524 |
| PP |
1.4527 |
1.4527 |
1.4527 |
1.4524 |
| S1 |
1.4514 |
1.4514 |
1.4515 |
1.4509 |
| S2 |
1.4512 |
1.4512 |
1.4513 |
|
| S3 |
1.4497 |
1.4499 |
1.4512 |
|
| S4 |
1.4482 |
1.4484 |
1.4508 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4908 |
1.4853 |
1.4594 |
|
| R3 |
1.4767 |
1.4712 |
1.4555 |
|
| R2 |
1.4626 |
1.4626 |
1.4542 |
|
| R1 |
1.4571 |
1.4571 |
1.4529 |
1.4599 |
| PP |
1.4485 |
1.4485 |
1.4485 |
1.4499 |
| S1 |
1.4430 |
1.4430 |
1.4503 |
1.4458 |
| S2 |
1.4344 |
1.4344 |
1.4490 |
|
| S3 |
1.4203 |
1.4289 |
1.4477 |
|
| S4 |
1.4062 |
1.4148 |
1.4438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4540 |
1.4399 |
0.0141 |
1.0% |
0.0022 |
0.2% |
83% |
True |
False |
881 |
| 10 |
1.4540 |
1.4158 |
0.0382 |
2.6% |
0.0028 |
0.2% |
94% |
True |
False |
965 |
| 20 |
1.4540 |
1.4079 |
0.0461 |
3.2% |
0.0034 |
0.2% |
95% |
True |
False |
690 |
| 40 |
1.4540 |
1.3841 |
0.0699 |
4.8% |
0.0031 |
0.2% |
97% |
True |
False |
458 |
| 60 |
1.4540 |
1.3464 |
0.1076 |
7.4% |
0.0021 |
0.1% |
98% |
True |
False |
309 |
| 80 |
1.4540 |
1.3464 |
0.1076 |
7.4% |
0.0016 |
0.1% |
98% |
True |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4604 |
|
2.618 |
1.4579 |
|
1.618 |
1.4564 |
|
1.000 |
1.4555 |
|
0.618 |
1.4549 |
|
HIGH |
1.4540 |
|
0.618 |
1.4534 |
|
0.500 |
1.4533 |
|
0.382 |
1.4531 |
|
LOW |
1.4525 |
|
0.618 |
1.4516 |
|
1.000 |
1.4510 |
|
1.618 |
1.4501 |
|
2.618 |
1.4486 |
|
4.250 |
1.4461 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4533 |
1.4508 |
| PP |
1.4527 |
1.4500 |
| S1 |
1.4522 |
1.4493 |
|