CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4854 |
1.4905 |
0.0051 |
0.3% |
1.4685 |
| High |
1.4875 |
1.4913 |
0.0038 |
0.3% |
1.4851 |
| Low |
1.4843 |
1.4814 |
-0.0029 |
-0.2% |
1.4654 |
| Close |
1.4872 |
1.4852 |
-0.0020 |
-0.1% |
1.4838 |
| Range |
0.0032 |
0.0099 |
0.0067 |
209.4% |
0.0197 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.4% |
0.0000 |
| Volume |
168,393 |
150,736 |
-17,657 |
-10.5% |
606,044 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5157 |
1.5103 |
1.4906 |
|
| R3 |
1.5058 |
1.5004 |
1.4879 |
|
| R2 |
1.4959 |
1.4959 |
1.4870 |
|
| R1 |
1.4905 |
1.4905 |
1.4861 |
1.4883 |
| PP |
1.4860 |
1.4860 |
1.4860 |
1.4848 |
| S1 |
1.4806 |
1.4806 |
1.4843 |
1.4784 |
| S2 |
1.4761 |
1.4761 |
1.4834 |
|
| S3 |
1.4662 |
1.4707 |
1.4825 |
|
| S4 |
1.4563 |
1.4608 |
1.4798 |
|
|
| 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 |
1.4913 |
1.4784 |
0.0129 |
0.9% |
0.0049 |
0.3% |
53% |
True |
False |
150,891 |
| 10 |
1.4913 |
1.4593 |
0.0320 |
2.2% |
0.0047 |
0.3% |
81% |
True |
False |
142,520 |
| 20 |
1.4913 |
1.4401 |
0.0512 |
3.4% |
0.0053 |
0.4% |
88% |
True |
False |
148,634 |
| 40 |
1.4913 |
1.4047 |
0.0866 |
5.8% |
0.0059 |
0.4% |
93% |
True |
False |
156,774 |
| 60 |
1.4913 |
1.3600 |
0.1313 |
8.8% |
0.0058 |
0.4% |
95% |
True |
False |
138,551 |
| 80 |
1.4913 |
1.3430 |
0.1483 |
10.0% |
0.0052 |
0.4% |
96% |
True |
False |
104,209 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.0% |
0.0047 |
0.3% |
96% |
True |
False |
83,435 |
| 120 |
1.4913 |
1.3382 |
0.1531 |
10.3% |
0.0041 |
0.3% |
96% |
True |
False |
69,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5334 |
|
2.618 |
1.5172 |
|
1.618 |
1.5073 |
|
1.000 |
1.5012 |
|
0.618 |
1.4974 |
|
HIGH |
1.4913 |
|
0.618 |
1.4875 |
|
0.500 |
1.4864 |
|
0.382 |
1.4852 |
|
LOW |
1.4814 |
|
0.618 |
1.4753 |
|
1.000 |
1.4715 |
|
1.618 |
1.4654 |
|
2.618 |
1.4555 |
|
4.250 |
1.4393 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4864 |
1.4858 |
| PP |
1.4860 |
1.4856 |
| S1 |
1.4856 |
1.4854 |
|