CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4652 |
1.4662 |
0.0010 |
0.1% |
1.4695 |
| High |
1.4653 |
1.4680 |
0.0027 |
0.2% |
1.4732 |
| Low |
1.4613 |
1.4630 |
0.0017 |
0.1% |
1.4593 |
| Close |
1.4621 |
1.4665 |
0.0044 |
0.3% |
1.4665 |
| Range |
0.0040 |
0.0050 |
0.0010 |
25.0% |
0.0139 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
0 |
186,648 |
186,648 |
|
500,035 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4808 |
1.4787 |
1.4693 |
|
| R3 |
1.4758 |
1.4737 |
1.4679 |
|
| R2 |
1.4708 |
1.4708 |
1.4674 |
|
| R1 |
1.4687 |
1.4687 |
1.4670 |
1.4698 |
| PP |
1.4658 |
1.4658 |
1.4658 |
1.4664 |
| S1 |
1.4637 |
1.4637 |
1.4660 |
1.4648 |
| S2 |
1.4608 |
1.4608 |
1.4656 |
|
| S3 |
1.4558 |
1.4587 |
1.4651 |
|
| S4 |
1.4508 |
1.4537 |
1.4638 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5080 |
1.5012 |
1.4741 |
|
| R3 |
1.4941 |
1.4873 |
1.4703 |
|
| R2 |
1.4802 |
1.4802 |
1.4690 |
|
| R1 |
1.4734 |
1.4734 |
1.4678 |
1.4699 |
| PP |
1.4663 |
1.4663 |
1.4663 |
1.4646 |
| S1 |
1.4595 |
1.4595 |
1.4652 |
1.4560 |
| S2 |
1.4524 |
1.4524 |
1.4640 |
|
| S3 |
1.4385 |
1.4456 |
1.4627 |
|
| S4 |
1.4246 |
1.4317 |
1.4589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4732 |
1.4593 |
0.0139 |
0.9% |
0.0053 |
0.4% |
52% |
False |
False |
100,007 |
| 10 |
1.4732 |
1.4468 |
0.0264 |
1.8% |
0.0051 |
0.3% |
75% |
False |
False |
144,890 |
| 20 |
1.4732 |
1.4140 |
0.0592 |
4.0% |
0.0056 |
0.4% |
89% |
False |
False |
156,217 |
| 40 |
1.4732 |
1.4047 |
0.0685 |
4.7% |
0.0060 |
0.4% |
90% |
False |
False |
153,712 |
| 60 |
1.4732 |
1.3600 |
0.1132 |
7.7% |
0.0058 |
0.4% |
94% |
False |
False |
123,314 |
| 80 |
1.4732 |
1.3430 |
0.1302 |
8.9% |
0.0051 |
0.3% |
95% |
False |
False |
92,679 |
| 100 |
1.4732 |
1.3430 |
0.1302 |
8.9% |
0.0046 |
0.3% |
95% |
False |
False |
74,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4893 |
|
2.618 |
1.4811 |
|
1.618 |
1.4761 |
|
1.000 |
1.4730 |
|
0.618 |
1.4711 |
|
HIGH |
1.4680 |
|
0.618 |
1.4661 |
|
0.500 |
1.4655 |
|
0.382 |
1.4649 |
|
LOW |
1.4630 |
|
0.618 |
1.4599 |
|
1.000 |
1.4580 |
|
1.618 |
1.4549 |
|
2.618 |
1.4499 |
|
4.250 |
1.4418 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4662 |
1.4673 |
| PP |
1.4658 |
1.4670 |
| S1 |
1.4655 |
1.4668 |
|