CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4747 |
1.4769 |
0.0022 |
0.1% |
1.4854 |
| High |
1.4787 |
1.4779 |
-0.0008 |
-0.1% |
1.4913 |
| Low |
1.4734 |
1.4637 |
-0.0097 |
-0.7% |
1.4637 |
| Close |
1.4758 |
1.4643 |
-0.0115 |
-0.8% |
1.4643 |
| Range |
0.0053 |
0.0142 |
0.0089 |
167.9% |
0.0276 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
5.3% |
0.0000 |
| Volume |
218,113 |
162,056 |
-56,057 |
-25.7% |
868,695 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5112 |
1.5020 |
1.4721 |
|
| R3 |
1.4970 |
1.4878 |
1.4682 |
|
| R2 |
1.4828 |
1.4828 |
1.4669 |
|
| R1 |
1.4736 |
1.4736 |
1.4656 |
1.4711 |
| PP |
1.4686 |
1.4686 |
1.4686 |
1.4674 |
| S1 |
1.4594 |
1.4594 |
1.4630 |
1.4569 |
| S2 |
1.4544 |
1.4544 |
1.4617 |
|
| S3 |
1.4402 |
1.4452 |
1.4604 |
|
| S4 |
1.4260 |
1.4310 |
1.4565 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5559 |
1.5377 |
1.4795 |
|
| R3 |
1.5283 |
1.5101 |
1.4719 |
|
| R2 |
1.5007 |
1.5007 |
1.4694 |
|
| R1 |
1.4825 |
1.4825 |
1.4668 |
1.4778 |
| PP |
1.4731 |
1.4731 |
1.4731 |
1.4708 |
| S1 |
1.4549 |
1.4549 |
1.4618 |
1.4502 |
| S2 |
1.4455 |
1.4455 |
1.4592 |
|
| S3 |
1.4179 |
1.4273 |
1.4567 |
|
| S4 |
1.3903 |
1.3997 |
1.4491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4913 |
1.4637 |
0.0276 |
1.9% |
0.0087 |
0.6% |
2% |
False |
True |
173,739 |
| 10 |
1.4913 |
1.4630 |
0.0283 |
1.9% |
0.0063 |
0.4% |
5% |
False |
False |
166,138 |
| 20 |
1.4913 |
1.4455 |
0.0458 |
3.1% |
0.0058 |
0.4% |
41% |
False |
False |
155,069 |
| 40 |
1.4913 |
1.4047 |
0.0866 |
5.9% |
0.0062 |
0.4% |
69% |
False |
False |
158,824 |
| 60 |
1.4913 |
1.3739 |
0.1174 |
8.0% |
0.0060 |
0.4% |
77% |
False |
False |
147,242 |
| 80 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0055 |
0.4% |
82% |
False |
False |
111,053 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0049 |
0.3% |
82% |
False |
False |
88,923 |
| 120 |
1.4913 |
1.3382 |
0.1531 |
10.5% |
0.0044 |
0.3% |
82% |
False |
False |
74,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5383 |
|
2.618 |
1.5151 |
|
1.618 |
1.5009 |
|
1.000 |
1.4921 |
|
0.618 |
1.4867 |
|
HIGH |
1.4779 |
|
0.618 |
1.4725 |
|
0.500 |
1.4708 |
|
0.382 |
1.4691 |
|
LOW |
1.4637 |
|
0.618 |
1.4549 |
|
1.000 |
1.4495 |
|
1.618 |
1.4407 |
|
2.618 |
1.4265 |
|
4.250 |
1.4034 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4708 |
1.4751 |
| PP |
1.4686 |
1.4715 |
| S1 |
1.4665 |
1.4679 |
|