CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4676 |
1.4751 |
0.0075 |
0.5% |
1.4854 |
| High |
1.4679 |
1.4770 |
0.0091 |
0.6% |
1.4913 |
| Low |
1.4653 |
1.4744 |
0.0091 |
0.6% |
1.4637 |
| Close |
1.4676 |
1.4770 |
0.0094 |
0.6% |
1.4643 |
| Range |
0.0026 |
0.0026 |
0.0000 |
0.0% |
0.0276 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
1.0% |
0.0000 |
| Volume |
203,176 |
128,454 |
-74,722 |
-36.8% |
868,695 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4839 |
1.4831 |
1.4784 |
|
| R3 |
1.4813 |
1.4805 |
1.4777 |
|
| R2 |
1.4787 |
1.4787 |
1.4775 |
|
| R1 |
1.4779 |
1.4779 |
1.4772 |
1.4783 |
| PP |
1.4761 |
1.4761 |
1.4761 |
1.4764 |
| S1 |
1.4753 |
1.4753 |
1.4768 |
1.4757 |
| S2 |
1.4735 |
1.4735 |
1.4765 |
|
| S3 |
1.4709 |
1.4727 |
1.4763 |
|
| S4 |
1.4683 |
1.4701 |
1.4756 |
|
|
| 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 |
1.4865 |
1.4637 |
0.0228 |
1.5% |
0.0072 |
0.5% |
58% |
False |
False |
176,239 |
| 10 |
1.4913 |
1.4637 |
0.0276 |
1.9% |
0.0060 |
0.4% |
48% |
False |
False |
163,565 |
| 20 |
1.4913 |
1.4548 |
0.0365 |
2.5% |
0.0056 |
0.4% |
61% |
False |
False |
152,223 |
| 40 |
1.4913 |
1.4047 |
0.0866 |
5.9% |
0.0057 |
0.4% |
83% |
False |
False |
162,863 |
| 60 |
1.4913 |
1.3852 |
0.1061 |
7.2% |
0.0059 |
0.4% |
87% |
False |
False |
152,155 |
| 80 |
1.4913 |
1.3430 |
0.1483 |
10.0% |
0.0055 |
0.4% |
90% |
False |
False |
115,173 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.0% |
0.0050 |
0.3% |
90% |
False |
False |
92,230 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.0% |
0.0044 |
0.3% |
90% |
False |
False |
76,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4881 |
|
2.618 |
1.4838 |
|
1.618 |
1.4812 |
|
1.000 |
1.4796 |
|
0.618 |
1.4786 |
|
HIGH |
1.4770 |
|
0.618 |
1.4760 |
|
0.500 |
1.4757 |
|
0.382 |
1.4754 |
|
LOW |
1.4744 |
|
0.618 |
1.4728 |
|
1.000 |
1.4718 |
|
1.618 |
1.4702 |
|
2.618 |
1.4676 |
|
4.250 |
1.4634 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4766 |
1.4749 |
| PP |
1.4761 |
1.4729 |
| S1 |
1.4757 |
1.4708 |
|