CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4672 |
1.4695 |
0.0023 |
0.2% |
1.4493 |
| High |
1.4710 |
1.4706 |
-0.0004 |
0.0% |
1.4722 |
| Low |
1.4659 |
1.4639 |
-0.0020 |
-0.1% |
1.4468 |
| Close |
1.4676 |
1.4676 |
0.0000 |
0.0% |
1.4676 |
| Range |
0.0051 |
0.0067 |
0.0016 |
31.4% |
0.0254 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
250,188 |
213,434 |
-36,754 |
-14.7% |
948,870 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4875 |
1.4842 |
1.4713 |
|
| R3 |
1.4808 |
1.4775 |
1.4694 |
|
| R2 |
1.4741 |
1.4741 |
1.4688 |
|
| R1 |
1.4708 |
1.4708 |
1.4682 |
1.4691 |
| PP |
1.4674 |
1.4674 |
1.4674 |
1.4665 |
| S1 |
1.4641 |
1.4641 |
1.4670 |
1.4624 |
| S2 |
1.4607 |
1.4607 |
1.4664 |
|
| S3 |
1.4540 |
1.4574 |
1.4658 |
|
| S4 |
1.4473 |
1.4507 |
1.4639 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5384 |
1.5284 |
1.4816 |
|
| R3 |
1.5130 |
1.5030 |
1.4746 |
|
| R2 |
1.4876 |
1.4876 |
1.4723 |
|
| R1 |
1.4776 |
1.4776 |
1.4699 |
1.4826 |
| PP |
1.4622 |
1.4622 |
1.4622 |
1.4647 |
| S1 |
1.4522 |
1.4522 |
1.4653 |
1.4572 |
| S2 |
1.4368 |
1.4368 |
1.4629 |
|
| S3 |
1.4114 |
1.4268 |
1.4606 |
|
| S4 |
1.3860 |
1.4014 |
1.4536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4722 |
1.4468 |
0.0254 |
1.7% |
0.0048 |
0.3% |
82% |
False |
False |
189,774 |
| 10 |
1.4722 |
1.4388 |
0.0334 |
2.3% |
0.0057 |
0.4% |
86% |
False |
False |
166,834 |
| 20 |
1.4722 |
1.4140 |
0.0582 |
4.0% |
0.0055 |
0.4% |
92% |
False |
False |
172,181 |
| 40 |
1.4722 |
1.3883 |
0.0839 |
5.7% |
0.0061 |
0.4% |
95% |
False |
False |
160,957 |
| 60 |
1.4722 |
1.3500 |
0.1222 |
8.3% |
0.0056 |
0.4% |
96% |
False |
False |
115,058 |
| 80 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0050 |
0.3% |
96% |
False |
False |
86,446 |
| 100 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0044 |
0.3% |
96% |
False |
False |
69,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4991 |
|
2.618 |
1.4881 |
|
1.618 |
1.4814 |
|
1.000 |
1.4773 |
|
0.618 |
1.4747 |
|
HIGH |
1.4706 |
|
0.618 |
1.4680 |
|
0.500 |
1.4673 |
|
0.382 |
1.4665 |
|
LOW |
1.4639 |
|
0.618 |
1.4598 |
|
1.000 |
1.4572 |
|
1.618 |
1.4531 |
|
2.618 |
1.4464 |
|
4.250 |
1.4354 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4675 |
1.4681 |
| PP |
1.4674 |
1.4679 |
| S1 |
1.4673 |
1.4678 |
|