CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4681 |
1.4676 |
-0.0005 |
0.0% |
1.4676 |
| High |
1.4714 |
1.4745 |
0.0031 |
0.2% |
1.4770 |
| Low |
1.4666 |
1.4676 |
0.0010 |
0.1% |
1.4560 |
| Close |
1.4675 |
1.4720 |
0.0045 |
0.3% |
1.4657 |
| Range |
0.0048 |
0.0069 |
0.0021 |
43.8% |
0.0210 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
110,404 |
160,639 |
50,235 |
45.5% |
894,811 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4889 |
1.4758 |
|
| R3 |
1.4852 |
1.4820 |
1.4739 |
|
| R2 |
1.4783 |
1.4783 |
1.4733 |
|
| R1 |
1.4751 |
1.4751 |
1.4726 |
1.4767 |
| PP |
1.4714 |
1.4714 |
1.4714 |
1.4722 |
| S1 |
1.4682 |
1.4682 |
1.4714 |
1.4698 |
| S2 |
1.4645 |
1.4645 |
1.4707 |
|
| S3 |
1.4576 |
1.4613 |
1.4701 |
|
| S4 |
1.4507 |
1.4544 |
1.4682 |
|
|
| 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 |
1.4745 |
1.4560 |
0.0185 |
1.3% |
0.0060 |
0.4% |
86% |
True |
False |
160,998 |
| 10 |
1.4787 |
1.4560 |
0.0227 |
1.5% |
0.0065 |
0.4% |
70% |
False |
False |
167,730 |
| 20 |
1.4913 |
1.4560 |
0.0353 |
2.4% |
0.0060 |
0.4% |
45% |
False |
False |
155,374 |
| 40 |
1.4913 |
1.4140 |
0.0773 |
5.3% |
0.0058 |
0.4% |
75% |
False |
False |
160,054 |
| 60 |
1.4913 |
1.3959 |
0.0954 |
6.5% |
0.0060 |
0.4% |
80% |
False |
False |
156,981 |
| 80 |
1.4913 |
1.3500 |
0.1413 |
9.6% |
0.0057 |
0.4% |
86% |
False |
False |
127,165 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0053 |
0.4% |
87% |
False |
False |
101,872 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0047 |
0.3% |
87% |
False |
False |
84,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5038 |
|
2.618 |
1.4926 |
|
1.618 |
1.4857 |
|
1.000 |
1.4814 |
|
0.618 |
1.4788 |
|
HIGH |
1.4745 |
|
0.618 |
1.4719 |
|
0.500 |
1.4711 |
|
0.382 |
1.4702 |
|
LOW |
1.4676 |
|
0.618 |
1.4633 |
|
1.000 |
1.4607 |
|
1.618 |
1.4564 |
|
2.618 |
1.4495 |
|
4.250 |
1.4383 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4717 |
1.4715 |
| PP |
1.4714 |
1.4710 |
| S1 |
1.4711 |
1.4706 |
|