CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4718 |
1.4681 |
-0.0037 |
-0.3% |
1.4676 |
| High |
1.4735 |
1.4714 |
-0.0021 |
-0.1% |
1.4770 |
| Low |
1.4708 |
1.4666 |
-0.0042 |
-0.3% |
1.4560 |
| Close |
1.4714 |
1.4675 |
-0.0039 |
-0.3% |
1.4657 |
| Range |
0.0027 |
0.0048 |
0.0021 |
77.8% |
0.0210 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
131,279 |
110,404 |
-20,875 |
-15.9% |
894,811 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4829 |
1.4800 |
1.4701 |
|
| R3 |
1.4781 |
1.4752 |
1.4688 |
|
| R2 |
1.4733 |
1.4733 |
1.4684 |
|
| R1 |
1.4704 |
1.4704 |
1.4679 |
1.4695 |
| PP |
1.4685 |
1.4685 |
1.4685 |
1.4680 |
| S1 |
1.4656 |
1.4656 |
1.4671 |
1.4647 |
| S2 |
1.4637 |
1.4637 |
1.4666 |
|
| S3 |
1.4589 |
1.4608 |
1.4662 |
|
| S4 |
1.4541 |
1.4560 |
1.4649 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5292 |
1.5185 |
1.4773 |
|
| R3 |
1.5082 |
1.4975 |
1.4715 |
|
| R2 |
1.4872 |
1.4872 |
1.4696 |
|
| R1 |
1.4765 |
1.4765 |
1.4676 |
1.4714 |
| PP |
1.4662 |
1.4662 |
1.4662 |
1.4637 |
| S1 |
1.4555 |
1.4555 |
1.4638 |
1.4504 |
| S2 |
1.4452 |
1.4452 |
1.4619 |
|
| S3 |
1.4242 |
1.4345 |
1.4599 |
|
| S4 |
1.4032 |
1.4135 |
1.4542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4735 |
1.4560 |
0.0175 |
1.2% |
0.0068 |
0.5% |
66% |
False |
False |
160,972 |
| 10 |
1.4865 |
1.4560 |
0.0305 |
2.1% |
0.0070 |
0.5% |
38% |
False |
False |
168,606 |
| 20 |
1.4913 |
1.4560 |
0.0353 |
2.4% |
0.0059 |
0.4% |
33% |
False |
False |
155,563 |
| 40 |
1.4913 |
1.4140 |
0.0773 |
5.3% |
0.0057 |
0.4% |
69% |
False |
False |
159,511 |
| 60 |
1.4913 |
1.3893 |
0.1020 |
7.0% |
0.0061 |
0.4% |
77% |
False |
False |
156,165 |
| 80 |
1.4913 |
1.3500 |
0.1413 |
9.6% |
0.0057 |
0.4% |
83% |
False |
False |
125,174 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0052 |
0.4% |
84% |
False |
False |
100,268 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0047 |
0.3% |
84% |
False |
False |
83,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4918 |
|
2.618 |
1.4840 |
|
1.618 |
1.4792 |
|
1.000 |
1.4762 |
|
0.618 |
1.4744 |
|
HIGH |
1.4714 |
|
0.618 |
1.4696 |
|
0.500 |
1.4690 |
|
0.382 |
1.4684 |
|
LOW |
1.4666 |
|
0.618 |
1.4636 |
|
1.000 |
1.4618 |
|
1.618 |
1.4588 |
|
2.618 |
1.4540 |
|
4.250 |
1.4462 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4690 |
1.4675 |
| PP |
1.4685 |
1.4675 |
| S1 |
1.4680 |
1.4675 |
|