CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4718 |
1.4560 |
-0.0158 |
-1.1% |
1.4854 |
| High |
1.4718 |
1.4655 |
-0.0063 |
-0.4% |
1.4913 |
| Low |
1.4609 |
1.4560 |
-0.0049 |
-0.3% |
1.4637 |
| Close |
1.4620 |
1.4637 |
0.0017 |
0.1% |
1.4643 |
| Range |
0.0109 |
0.0095 |
-0.0014 |
-12.8% |
0.0276 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.5% |
0.0000 |
| Volume |
160,513 |
202,661 |
42,148 |
26.3% |
868,695 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4902 |
1.4865 |
1.4689 |
|
| R3 |
1.4807 |
1.4770 |
1.4663 |
|
| R2 |
1.4712 |
1.4712 |
1.4654 |
|
| R1 |
1.4675 |
1.4675 |
1.4646 |
1.4694 |
| PP |
1.4617 |
1.4617 |
1.4617 |
1.4627 |
| S1 |
1.4580 |
1.4580 |
1.4628 |
1.4599 |
| S2 |
1.4522 |
1.4522 |
1.4620 |
|
| S3 |
1.4427 |
1.4485 |
1.4611 |
|
| S4 |
1.4332 |
1.4390 |
1.4585 |
|
|
| 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 |
1.4779 |
1.4560 |
0.0219 |
1.5% |
0.0080 |
0.5% |
35% |
False |
True |
171,372 |
| 10 |
1.4913 |
1.4560 |
0.0353 |
2.4% |
0.0073 |
0.5% |
22% |
False |
True |
168,584 |
| 20 |
1.4913 |
1.4560 |
0.0353 |
2.4% |
0.0061 |
0.4% |
22% |
False |
True |
156,660 |
| 40 |
1.4913 |
1.4140 |
0.0773 |
5.3% |
0.0058 |
0.4% |
64% |
False |
False |
162,364 |
| 60 |
1.4913 |
1.3878 |
0.1035 |
7.1% |
0.0061 |
0.4% |
73% |
False |
False |
157,032 |
| 80 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0057 |
0.4% |
81% |
False |
False |
119,689 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0051 |
0.4% |
81% |
False |
False |
95,856 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0046 |
0.3% |
81% |
False |
False |
79,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5059 |
|
2.618 |
1.4904 |
|
1.618 |
1.4809 |
|
1.000 |
1.4750 |
|
0.618 |
1.4714 |
|
HIGH |
1.4655 |
|
0.618 |
1.4619 |
|
0.500 |
1.4608 |
|
0.382 |
1.4596 |
|
LOW |
1.4560 |
|
0.618 |
1.4501 |
|
1.000 |
1.4465 |
|
1.618 |
1.4406 |
|
2.618 |
1.4311 |
|
4.250 |
1.4156 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4627 |
1.4665 |
| PP |
1.4617 |
1.4656 |
| S1 |
1.4608 |
1.4646 |
|