CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4810 |
1.4854 |
0.0044 |
0.3% |
1.4685 |
| High |
1.4838 |
1.4875 |
0.0037 |
0.2% |
1.4851 |
| Low |
1.4802 |
1.4843 |
0.0041 |
0.3% |
1.4654 |
| Close |
1.4838 |
1.4872 |
0.0034 |
0.2% |
1.4838 |
| Range |
0.0036 |
0.0032 |
-0.0004 |
-11.1% |
0.0197 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
122,343 |
168,393 |
46,050 |
37.6% |
606,044 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4959 |
1.4948 |
1.4890 |
|
| R3 |
1.4927 |
1.4916 |
1.4881 |
|
| R2 |
1.4895 |
1.4895 |
1.4878 |
|
| R1 |
1.4884 |
1.4884 |
1.4875 |
1.4890 |
| PP |
1.4863 |
1.4863 |
1.4863 |
1.4866 |
| S1 |
1.4852 |
1.4852 |
1.4869 |
1.4858 |
| S2 |
1.4831 |
1.4831 |
1.4866 |
|
| S3 |
1.4799 |
1.4820 |
1.4863 |
|
| S4 |
1.4767 |
1.4788 |
1.4854 |
|
|
| 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 |
1.4875 |
1.4654 |
0.0221 |
1.5% |
0.0035 |
0.2% |
99% |
True |
False |
154,887 |
| 10 |
1.4875 |
1.4593 |
0.0282 |
1.9% |
0.0044 |
0.3% |
99% |
True |
False |
127,447 |
| 20 |
1.4875 |
1.4388 |
0.0487 |
3.3% |
0.0051 |
0.3% |
99% |
True |
False |
147,140 |
| 40 |
1.4875 |
1.4047 |
0.0828 |
5.6% |
0.0058 |
0.4% |
100% |
True |
False |
157,655 |
| 60 |
1.4875 |
1.3600 |
0.1275 |
8.6% |
0.0058 |
0.4% |
100% |
True |
False |
136,146 |
| 80 |
1.4875 |
1.3430 |
0.1445 |
9.7% |
0.0052 |
0.3% |
100% |
True |
False |
102,328 |
| 100 |
1.4875 |
1.3430 |
0.1445 |
9.7% |
0.0047 |
0.3% |
100% |
True |
False |
81,929 |
| 120 |
1.4875 |
1.3382 |
0.1493 |
10.0% |
0.0041 |
0.3% |
100% |
True |
False |
68,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5011 |
|
2.618 |
1.4959 |
|
1.618 |
1.4927 |
|
1.000 |
1.4907 |
|
0.618 |
1.4895 |
|
HIGH |
1.4875 |
|
0.618 |
1.4863 |
|
0.500 |
1.4859 |
|
0.382 |
1.4855 |
|
LOW |
1.4843 |
|
0.618 |
1.4823 |
|
1.000 |
1.4811 |
|
1.618 |
1.4791 |
|
2.618 |
1.4759 |
|
4.250 |
1.4707 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4868 |
1.4861 |
| PP |
1.4863 |
1.4850 |
| S1 |
1.4859 |
1.4839 |
|