CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4687 |
1.4810 |
0.0123 |
0.8% |
1.4614 |
| High |
1.4687 |
1.4832 |
0.0145 |
1.0% |
1.4720 |
| Low |
1.4687 |
1.4800 |
0.0113 |
0.8% |
1.4614 |
| Close |
1.4687 |
1.4834 |
0.0147 |
1.0% |
1.4678 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0106 |
| ATR |
0.0062 |
0.0068 |
0.0006 |
9.5% |
0.0000 |
| Volume |
1,067 |
400 |
-667 |
-62.5% |
4,470 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4918 |
1.4908 |
1.4852 |
|
| R3 |
1.4886 |
1.4876 |
1.4843 |
|
| R2 |
1.4854 |
1.4854 |
1.4840 |
|
| R1 |
1.4844 |
1.4844 |
1.4837 |
1.4849 |
| PP |
1.4822 |
1.4822 |
1.4822 |
1.4825 |
| S1 |
1.4812 |
1.4812 |
1.4831 |
1.4817 |
| S2 |
1.4790 |
1.4790 |
1.4828 |
|
| S3 |
1.4758 |
1.4780 |
1.4825 |
|
| S4 |
1.4726 |
1.4748 |
1.4816 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4989 |
1.4939 |
1.4736 |
|
| R3 |
1.4883 |
1.4833 |
1.4707 |
|
| R2 |
1.4777 |
1.4777 |
1.4697 |
|
| R1 |
1.4727 |
1.4727 |
1.4688 |
1.4752 |
| PP |
1.4671 |
1.4671 |
1.4671 |
1.4683 |
| S1 |
1.4621 |
1.4621 |
1.4668 |
1.4646 |
| S2 |
1.4565 |
1.4565 |
1.4659 |
|
| S3 |
1.4459 |
1.4515 |
1.4649 |
|
| S4 |
1.4353 |
1.4409 |
1.4620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4832 |
1.4635 |
0.0197 |
1.3% |
0.0027 |
0.2% |
101% |
True |
False |
989 |
| 10 |
1.4832 |
1.4575 |
0.0257 |
1.7% |
0.0028 |
0.2% |
101% |
True |
False |
1,301 |
| 20 |
1.4832 |
1.4232 |
0.0600 |
4.0% |
0.0026 |
0.2% |
100% |
True |
False |
1,130 |
| 40 |
1.4832 |
1.4079 |
0.0753 |
5.1% |
0.0032 |
0.2% |
100% |
True |
False |
758 |
| 60 |
1.4832 |
1.3671 |
0.1161 |
7.8% |
0.0026 |
0.2% |
100% |
True |
False |
538 |
| 80 |
1.4832 |
1.3464 |
0.1368 |
9.2% |
0.0020 |
0.1% |
100% |
True |
False |
406 |
| 100 |
1.4832 |
1.3464 |
0.1368 |
9.2% |
0.0016 |
0.1% |
100% |
True |
False |
325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4968 |
|
2.618 |
1.4916 |
|
1.618 |
1.4884 |
|
1.000 |
1.4864 |
|
0.618 |
1.4852 |
|
HIGH |
1.4832 |
|
0.618 |
1.4820 |
|
0.500 |
1.4816 |
|
0.382 |
1.4812 |
|
LOW |
1.4800 |
|
0.618 |
1.4780 |
|
1.000 |
1.4768 |
|
1.618 |
1.4748 |
|
2.618 |
1.4716 |
|
4.250 |
1.4664 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4828 |
1.4802 |
| PP |
1.4822 |
1.4770 |
| S1 |
1.4816 |
1.4739 |
|