CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4685 |
1.4798 |
0.0113 |
0.8% |
1.4695 |
| High |
1.4685 |
1.4828 |
0.0143 |
1.0% |
1.4732 |
| Low |
1.4654 |
1.4784 |
0.0130 |
0.9% |
1.4593 |
| Close |
1.4674 |
1.4821 |
0.0147 |
1.0% |
1.4665 |
| Range |
0.0031 |
0.0044 |
0.0013 |
41.9% |
0.0139 |
| ATR |
0.0077 |
0.0082 |
0.0006 |
7.2% |
0.0000 |
| Volume |
170,714 |
114,413 |
-56,301 |
-33.0% |
500,035 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4943 |
1.4926 |
1.4845 |
|
| R3 |
1.4899 |
1.4882 |
1.4833 |
|
| R2 |
1.4855 |
1.4855 |
1.4829 |
|
| R1 |
1.4838 |
1.4838 |
1.4825 |
1.4847 |
| PP |
1.4811 |
1.4811 |
1.4811 |
1.4815 |
| S1 |
1.4794 |
1.4794 |
1.4817 |
1.4803 |
| S2 |
1.4767 |
1.4767 |
1.4813 |
|
| S3 |
1.4723 |
1.4750 |
1.4809 |
|
| S4 |
1.4679 |
1.4706 |
1.4797 |
|
|
| 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 |
1.4828 |
1.4613 |
0.0215 |
1.5% |
0.0047 |
0.3% |
97% |
True |
False |
124,147 |
| 10 |
1.4828 |
1.4593 |
0.0235 |
1.6% |
0.0052 |
0.4% |
97% |
True |
False |
139,548 |
| 20 |
1.4828 |
1.4215 |
0.0613 |
4.1% |
0.0053 |
0.4% |
99% |
True |
False |
148,196 |
| 40 |
1.4828 |
1.4047 |
0.0781 |
5.3% |
0.0059 |
0.4% |
99% |
True |
False |
155,544 |
| 60 |
1.4828 |
1.3600 |
0.1228 |
8.3% |
0.0058 |
0.4% |
99% |
True |
False |
128,039 |
| 80 |
1.4828 |
1.3430 |
0.1398 |
9.4% |
0.0052 |
0.3% |
99% |
True |
False |
96,228 |
| 100 |
1.4828 |
1.3430 |
0.1398 |
9.4% |
0.0046 |
0.3% |
99% |
True |
False |
77,043 |
| 120 |
1.4828 |
1.3382 |
0.1446 |
9.8% |
0.0040 |
0.3% |
100% |
True |
False |
64,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5015 |
|
2.618 |
1.4943 |
|
1.618 |
1.4899 |
|
1.000 |
1.4872 |
|
0.618 |
1.4855 |
|
HIGH |
1.4828 |
|
0.618 |
1.4811 |
|
0.500 |
1.4806 |
|
0.382 |
1.4801 |
|
LOW |
1.4784 |
|
0.618 |
1.4757 |
|
1.000 |
1.4740 |
|
1.618 |
1.4713 |
|
2.618 |
1.4669 |
|
4.250 |
1.4597 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4816 |
1.4790 |
| PP |
1.4811 |
1.4760 |
| S1 |
1.4806 |
1.4729 |
|