CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4662 |
1.4685 |
0.0023 |
0.2% |
1.4695 |
| High |
1.4680 |
1.4685 |
0.0005 |
0.0% |
1.4732 |
| Low |
1.4630 |
1.4654 |
0.0024 |
0.2% |
1.4593 |
| Close |
1.4665 |
1.4674 |
0.0009 |
0.1% |
1.4665 |
| Range |
0.0050 |
0.0031 |
-0.0019 |
-38.0% |
0.0139 |
| ATR |
0.0080 |
0.0077 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
186,648 |
170,714 |
-15,934 |
-8.5% |
500,035 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4764 |
1.4750 |
1.4691 |
|
| R3 |
1.4733 |
1.4719 |
1.4683 |
|
| R2 |
1.4702 |
1.4702 |
1.4680 |
|
| R1 |
1.4688 |
1.4688 |
1.4677 |
1.4680 |
| PP |
1.4671 |
1.4671 |
1.4671 |
1.4667 |
| S1 |
1.4657 |
1.4657 |
1.4671 |
1.4649 |
| S2 |
1.4640 |
1.4640 |
1.4668 |
|
| S3 |
1.4609 |
1.4626 |
1.4665 |
|
| S4 |
1.4578 |
1.4595 |
1.4657 |
|
|
| 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% |
0.0046 |
0.3% |
58% |
False |
False |
134,149 |
| 10 |
1.4732 |
1.4548 |
0.0184 |
1.3% |
0.0051 |
0.3% |
68% |
False |
False |
140,880 |
| 20 |
1.4732 |
1.4215 |
0.0517 |
3.5% |
0.0054 |
0.4% |
89% |
False |
False |
156,280 |
| 40 |
1.4732 |
1.4047 |
0.0685 |
4.7% |
0.0060 |
0.4% |
92% |
False |
False |
155,120 |
| 60 |
1.4732 |
1.3600 |
0.1132 |
7.7% |
0.0058 |
0.4% |
95% |
False |
False |
126,149 |
| 80 |
1.4732 |
1.3430 |
0.1302 |
8.9% |
0.0051 |
0.3% |
96% |
False |
False |
94,807 |
| 100 |
1.4732 |
1.3430 |
0.1302 |
8.9% |
0.0046 |
0.3% |
96% |
False |
False |
75,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4817 |
|
2.618 |
1.4766 |
|
1.618 |
1.4735 |
|
1.000 |
1.4716 |
|
0.618 |
1.4704 |
|
HIGH |
1.4685 |
|
0.618 |
1.4673 |
|
0.500 |
1.4670 |
|
0.382 |
1.4666 |
|
LOW |
1.4654 |
|
0.618 |
1.4635 |
|
1.000 |
1.4623 |
|
1.618 |
1.4604 |
|
2.618 |
1.4573 |
|
4.250 |
1.4522 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4673 |
1.4666 |
| PP |
1.4671 |
1.4657 |
| S1 |
1.4670 |
1.4649 |
|