CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4810 |
1.4842 |
0.0032 |
0.2% |
1.4614 |
| High |
1.4832 |
1.4855 |
0.0023 |
0.2% |
1.4720 |
| Low |
1.4800 |
1.4842 |
0.0042 |
0.3% |
1.4614 |
| Close |
1.4834 |
1.4860 |
0.0026 |
0.2% |
1.4678 |
| Range |
0.0032 |
0.0013 |
-0.0019 |
-59.4% |
0.0106 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
400 |
2,153 |
1,753 |
438.3% |
4,470 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4891 |
1.4889 |
1.4867 |
|
| R3 |
1.4878 |
1.4876 |
1.4864 |
|
| R2 |
1.4865 |
1.4865 |
1.4862 |
|
| R1 |
1.4863 |
1.4863 |
1.4861 |
1.4864 |
| PP |
1.4852 |
1.4852 |
1.4852 |
1.4853 |
| S1 |
1.4850 |
1.4850 |
1.4859 |
1.4851 |
| S2 |
1.4839 |
1.4839 |
1.4858 |
|
| S3 |
1.4826 |
1.4837 |
1.4856 |
|
| S4 |
1.4813 |
1.4824 |
1.4853 |
|
|
| 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 |
1.4855 |
1.4635 |
0.0220 |
1.5% |
0.0022 |
0.1% |
102% |
True |
False |
1,258 |
| 10 |
1.4855 |
1.4614 |
0.0241 |
1.6% |
0.0029 |
0.2% |
102% |
True |
False |
1,425 |
| 20 |
1.4855 |
1.4232 |
0.0623 |
4.2% |
0.0025 |
0.2% |
101% |
True |
False |
1,177 |
| 40 |
1.4855 |
1.4079 |
0.0776 |
5.2% |
0.0032 |
0.2% |
101% |
True |
False |
810 |
| 60 |
1.4855 |
1.3671 |
0.1184 |
8.0% |
0.0026 |
0.2% |
100% |
True |
False |
574 |
| 80 |
1.4855 |
1.3464 |
0.1391 |
9.4% |
0.0020 |
0.1% |
100% |
True |
False |
433 |
| 100 |
1.4855 |
1.3464 |
0.1391 |
9.4% |
0.0016 |
0.1% |
100% |
True |
False |
347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4910 |
|
2.618 |
1.4889 |
|
1.618 |
1.4876 |
|
1.000 |
1.4868 |
|
0.618 |
1.4863 |
|
HIGH |
1.4855 |
|
0.618 |
1.4850 |
|
0.500 |
1.4849 |
|
0.382 |
1.4847 |
|
LOW |
1.4842 |
|
0.618 |
1.4834 |
|
1.000 |
1.4829 |
|
1.618 |
1.4821 |
|
2.618 |
1.4808 |
|
4.250 |
1.4787 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4856 |
1.4830 |
| PP |
1.4852 |
1.4801 |
| S1 |
1.4849 |
1.4771 |
|