CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4816 |
1.4860 |
0.0044 |
0.3% |
1.4687 |
| High |
1.4848 |
1.4883 |
0.0035 |
0.2% |
1.4855 |
| Low |
1.4816 |
1.4860 |
0.0044 |
0.3% |
1.4687 |
| Close |
1.4848 |
1.4883 |
0.0035 |
0.2% |
1.4848 |
| Range |
0.0032 |
0.0023 |
-0.0009 |
-28.1% |
0.0168 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
825 |
1,888 |
1,063 |
128.8% |
4,445 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4944 |
1.4937 |
1.4896 |
|
| R3 |
1.4921 |
1.4914 |
1.4889 |
|
| R2 |
1.4898 |
1.4898 |
1.4887 |
|
| R1 |
1.4891 |
1.4891 |
1.4885 |
1.4895 |
| PP |
1.4875 |
1.4875 |
1.4875 |
1.4877 |
| S1 |
1.4868 |
1.4868 |
1.4881 |
1.4872 |
| S2 |
1.4852 |
1.4852 |
1.4879 |
|
| S3 |
1.4829 |
1.4845 |
1.4877 |
|
| S4 |
1.4806 |
1.4822 |
1.4870 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5301 |
1.5242 |
1.4940 |
|
| R3 |
1.5133 |
1.5074 |
1.4894 |
|
| R2 |
1.4965 |
1.4965 |
1.4879 |
|
| R1 |
1.4906 |
1.4906 |
1.4863 |
1.4936 |
| PP |
1.4797 |
1.4797 |
1.4797 |
1.4811 |
| S1 |
1.4738 |
1.4738 |
1.4833 |
1.4768 |
| S2 |
1.4629 |
1.4629 |
1.4817 |
|
| S3 |
1.4461 |
1.4570 |
1.4802 |
|
| S4 |
1.4293 |
1.4402 |
1.4756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4883 |
1.4687 |
0.0196 |
1.3% |
0.0020 |
0.1% |
100% |
True |
False |
1,266 |
| 10 |
1.4883 |
1.4614 |
0.0269 |
1.8% |
0.0026 |
0.2% |
100% |
True |
False |
1,355 |
| 20 |
1.4883 |
1.4388 |
0.0495 |
3.3% |
0.0024 |
0.2% |
100% |
True |
False |
1,248 |
| 40 |
1.4883 |
1.4079 |
0.0804 |
5.4% |
0.0032 |
0.2% |
100% |
True |
False |
870 |
| 60 |
1.4883 |
1.3671 |
0.1212 |
8.1% |
0.0027 |
0.2% |
100% |
True |
False |
619 |
| 80 |
1.4883 |
1.3464 |
0.1419 |
9.5% |
0.0021 |
0.1% |
100% |
True |
False |
466 |
| 100 |
1.4883 |
1.3464 |
0.1419 |
9.5% |
0.0016 |
0.1% |
100% |
True |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4981 |
|
2.618 |
1.4943 |
|
1.618 |
1.4920 |
|
1.000 |
1.4906 |
|
0.618 |
1.4897 |
|
HIGH |
1.4883 |
|
0.618 |
1.4874 |
|
0.500 |
1.4872 |
|
0.382 |
1.4869 |
|
LOW |
1.4860 |
|
0.618 |
1.4846 |
|
1.000 |
1.4837 |
|
1.618 |
1.4823 |
|
2.618 |
1.4800 |
|
4.250 |
1.4762 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4879 |
1.4872 |
| PP |
1.4875 |
1.4861 |
| S1 |
1.4872 |
1.4850 |
|