CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4823 |
1.4810 |
-0.0013 |
-0.1% |
1.4685 |
| High |
1.4851 |
1.4838 |
-0.0013 |
-0.1% |
1.4851 |
| Low |
1.4818 |
1.4802 |
-0.0016 |
-0.1% |
1.4654 |
| Close |
1.4849 |
1.4838 |
-0.0011 |
-0.1% |
1.4838 |
| Range |
0.0033 |
0.0036 |
0.0003 |
9.1% |
0.0197 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
198,574 |
122,343 |
-76,231 |
-38.4% |
606,044 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4934 |
1.4922 |
1.4858 |
|
| R3 |
1.4898 |
1.4886 |
1.4848 |
|
| R2 |
1.4862 |
1.4862 |
1.4845 |
|
| R1 |
1.4850 |
1.4850 |
1.4841 |
1.4856 |
| PP |
1.4826 |
1.4826 |
1.4826 |
1.4829 |
| S1 |
1.4814 |
1.4814 |
1.4835 |
1.4820 |
| S2 |
1.4790 |
1.4790 |
1.4831 |
|
| S3 |
1.4754 |
1.4778 |
1.4828 |
|
| S4 |
1.4718 |
1.4742 |
1.4818 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5372 |
1.5302 |
1.4946 |
|
| R3 |
1.5175 |
1.5105 |
1.4892 |
|
| R2 |
1.4978 |
1.4978 |
1.4874 |
|
| R1 |
1.4908 |
1.4908 |
1.4856 |
1.4943 |
| PP |
1.4781 |
1.4781 |
1.4781 |
1.4799 |
| S1 |
1.4711 |
1.4711 |
1.4820 |
1.4746 |
| S2 |
1.4584 |
1.4584 |
1.4802 |
|
| S3 |
1.4387 |
1.4514 |
1.4784 |
|
| S4 |
1.4190 |
1.4317 |
1.4730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4851 |
1.4630 |
0.0221 |
1.5% |
0.0039 |
0.3% |
94% |
False |
False |
158,538 |
| 10 |
1.4851 |
1.4593 |
0.0258 |
1.7% |
0.0048 |
0.3% |
95% |
False |
False |
131,951 |
| 20 |
1.4851 |
1.4374 |
0.0477 |
3.2% |
0.0051 |
0.3% |
97% |
False |
False |
147,036 |
| 40 |
1.4851 |
1.4047 |
0.0804 |
5.4% |
0.0059 |
0.4% |
98% |
False |
False |
157,333 |
| 60 |
1.4851 |
1.3600 |
0.1251 |
8.4% |
0.0058 |
0.4% |
99% |
False |
False |
133,355 |
| 80 |
1.4851 |
1.3430 |
0.1421 |
9.6% |
0.0051 |
0.3% |
99% |
False |
False |
100,229 |
| 100 |
1.4851 |
1.3430 |
0.1421 |
9.6% |
0.0047 |
0.3% |
99% |
False |
False |
80,247 |
| 120 |
1.4851 |
1.3382 |
0.1469 |
9.9% |
0.0041 |
0.3% |
99% |
False |
False |
66,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4991 |
|
2.618 |
1.4932 |
|
1.618 |
1.4896 |
|
1.000 |
1.4874 |
|
0.618 |
1.4860 |
|
HIGH |
1.4838 |
|
0.618 |
1.4824 |
|
0.500 |
1.4820 |
|
0.382 |
1.4816 |
|
LOW |
1.4802 |
|
0.618 |
1.4780 |
|
1.000 |
1.4766 |
|
1.618 |
1.4744 |
|
2.618 |
1.4708 |
|
4.250 |
1.4649 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4832 |
1.4831 |
| PP |
1.4826 |
1.4824 |
| S1 |
1.4820 |
1.4818 |
|