CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4695 |
1.4605 |
-0.0090 |
-0.6% |
1.4493 |
| High |
1.4706 |
1.4630 |
-0.0076 |
-0.5% |
1.4722 |
| Low |
1.4639 |
1.4593 |
-0.0046 |
-0.3% |
1.4468 |
| Close |
1.4676 |
1.4605 |
-0.0071 |
-0.5% |
1.4676 |
| Range |
0.0067 |
0.0037 |
-0.0030 |
-44.8% |
0.0254 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.2% |
0.0000 |
| Volume |
0 |
164,425 |
164,425 |
|
948,870 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4720 |
1.4700 |
1.4625 |
|
| R3 |
1.4683 |
1.4663 |
1.4615 |
|
| R2 |
1.4646 |
1.4646 |
1.4612 |
|
| R1 |
1.4626 |
1.4626 |
1.4608 |
1.4624 |
| PP |
1.4609 |
1.4609 |
1.4609 |
1.4608 |
| S1 |
1.4589 |
1.4589 |
1.4602 |
1.4587 |
| S2 |
1.4572 |
1.4572 |
1.4598 |
|
| S3 |
1.4535 |
1.4552 |
1.4595 |
|
| S4 |
1.4498 |
1.4515 |
1.4585 |
|
|
| 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 |
1.4593 |
0.0129 |
0.9% |
0.0057 |
0.4% |
9% |
False |
True |
154,949 |
| 10 |
1.4722 |
1.4413 |
0.0309 |
2.1% |
0.0058 |
0.4% |
62% |
False |
False |
159,186 |
| 20 |
1.4722 |
1.4140 |
0.0582 |
4.0% |
0.0055 |
0.4% |
80% |
False |
False |
164,734 |
| 40 |
1.4722 |
1.3959 |
0.0763 |
5.2% |
0.0060 |
0.4% |
85% |
False |
False |
157,785 |
| 60 |
1.4722 |
1.3500 |
0.1222 |
8.4% |
0.0056 |
0.4% |
90% |
False |
False |
117,762 |
| 80 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0051 |
0.3% |
91% |
False |
False |
88,496 |
| 100 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0045 |
0.3% |
91% |
False |
False |
70,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4787 |
|
2.618 |
1.4727 |
|
1.618 |
1.4690 |
|
1.000 |
1.4667 |
|
0.618 |
1.4653 |
|
HIGH |
1.4630 |
|
0.618 |
1.4616 |
|
0.500 |
1.4612 |
|
0.382 |
1.4607 |
|
LOW |
1.4593 |
|
0.618 |
1.4570 |
|
1.000 |
1.4556 |
|
1.618 |
1.4533 |
|
2.618 |
1.4496 |
|
4.250 |
1.4436 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4612 |
1.4650 |
| PP |
1.4609 |
1.4635 |
| S1 |
1.4607 |
1.4620 |
|