CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4676 |
1.4684 |
0.0008 |
0.1% |
1.4676 |
| High |
1.4745 |
1.4685 |
-0.0060 |
-0.4% |
1.4770 |
| Low |
1.4676 |
1.4582 |
-0.0094 |
-0.6% |
1.4560 |
| Close |
1.4720 |
1.4622 |
-0.0098 |
-0.7% |
1.4657 |
| Range |
0.0069 |
0.0103 |
0.0034 |
49.3% |
0.0210 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.8% |
0.0000 |
| Volume |
160,639 |
123,124 |
-37,515 |
-23.4% |
894,811 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4939 |
1.4883 |
1.4679 |
|
| R3 |
1.4836 |
1.4780 |
1.4650 |
|
| R2 |
1.4733 |
1.4733 |
1.4641 |
|
| R1 |
1.4677 |
1.4677 |
1.4631 |
1.4654 |
| PP |
1.4630 |
1.4630 |
1.4630 |
1.4618 |
| S1 |
1.4574 |
1.4574 |
1.4613 |
1.4551 |
| S2 |
1.4527 |
1.4527 |
1.4603 |
|
| S3 |
1.4424 |
1.4471 |
1.4594 |
|
| S4 |
1.4321 |
1.4368 |
1.4565 |
|
|
| 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 |
1.4582 |
0.0163 |
1.1% |
0.0061 |
0.4% |
25% |
False |
True |
145,090 |
| 10 |
1.4779 |
1.4560 |
0.0219 |
1.5% |
0.0070 |
0.5% |
28% |
False |
False |
158,231 |
| 20 |
1.4913 |
1.4560 |
0.0353 |
2.4% |
0.0062 |
0.4% |
18% |
False |
False |
154,082 |
| 40 |
1.4913 |
1.4140 |
0.0773 |
5.3% |
0.0059 |
0.4% |
62% |
False |
False |
158,580 |
| 60 |
1.4913 |
1.4044 |
0.0869 |
5.9% |
0.0061 |
0.4% |
67% |
False |
False |
156,299 |
| 80 |
1.4913 |
1.3540 |
0.1373 |
9.4% |
0.0058 |
0.4% |
79% |
False |
False |
128,691 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0053 |
0.4% |
80% |
False |
False |
103,101 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0048 |
0.3% |
80% |
False |
False |
85,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5123 |
|
2.618 |
1.4955 |
|
1.618 |
1.4852 |
|
1.000 |
1.4788 |
|
0.618 |
1.4749 |
|
HIGH |
1.4685 |
|
0.618 |
1.4646 |
|
0.500 |
1.4634 |
|
0.382 |
1.4621 |
|
LOW |
1.4582 |
|
0.618 |
1.4518 |
|
1.000 |
1.4479 |
|
1.618 |
1.4415 |
|
2.618 |
1.4312 |
|
4.250 |
1.4144 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4634 |
1.4664 |
| PP |
1.4630 |
1.4650 |
| S1 |
1.4626 |
1.4636 |
|