CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4795 |
1.4785 |
-0.0010 |
-0.1% |
1.4860 |
| High |
1.4795 |
1.4787 |
-0.0008 |
-0.1% |
1.4917 |
| Low |
1.4755 |
1.4657 |
-0.0098 |
-0.7% |
1.4657 |
| Close |
1.4770 |
1.4655 |
-0.0115 |
-0.8% |
1.4655 |
| Range |
0.0040 |
0.0130 |
0.0090 |
225.0% |
0.0260 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
6.2% |
0.0000 |
| Volume |
3,828 |
7,824 |
3,996 |
104.4% |
23,111 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5090 |
1.5002 |
1.4727 |
|
| R3 |
1.4960 |
1.4872 |
1.4691 |
|
| R2 |
1.4830 |
1.4830 |
1.4679 |
|
| R1 |
1.4742 |
1.4742 |
1.4667 |
1.4721 |
| PP |
1.4700 |
1.4700 |
1.4700 |
1.4689 |
| S1 |
1.4612 |
1.4612 |
1.4643 |
1.4591 |
| S2 |
1.4570 |
1.4570 |
1.4631 |
|
| S3 |
1.4440 |
1.4482 |
1.4619 |
|
| S4 |
1.4310 |
1.4352 |
1.4584 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5523 |
1.5349 |
1.4798 |
|
| R3 |
1.5263 |
1.5089 |
1.4727 |
|
| R2 |
1.5003 |
1.5003 |
1.4703 |
|
| R1 |
1.4829 |
1.4829 |
1.4679 |
1.4786 |
| PP |
1.4743 |
1.4743 |
1.4743 |
1.4722 |
| S1 |
1.4569 |
1.4569 |
1.4631 |
1.4526 |
| S2 |
1.4483 |
1.4483 |
1.4607 |
|
| S3 |
1.4223 |
1.4309 |
1.4584 |
|
| S4 |
1.3963 |
1.4049 |
1.4512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4917 |
1.4657 |
0.0260 |
1.8% |
0.0076 |
0.5% |
-1% |
False |
True |
4,622 |
| 10 |
1.4917 |
1.4645 |
0.0272 |
1.9% |
0.0050 |
0.3% |
4% |
False |
False |
2,882 |
| 20 |
1.4917 |
1.4445 |
0.0472 |
3.2% |
0.0039 |
0.3% |
44% |
False |
False |
2,106 |
| 40 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0036 |
0.2% |
69% |
False |
False |
1,356 |
| 60 |
1.4917 |
1.3741 |
0.1176 |
8.0% |
0.0033 |
0.2% |
78% |
False |
False |
972 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0025 |
0.2% |
82% |
False |
False |
731 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0020 |
0.1% |
82% |
False |
False |
586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5340 |
|
2.618 |
1.5127 |
|
1.618 |
1.4997 |
|
1.000 |
1.4917 |
|
0.618 |
1.4867 |
|
HIGH |
1.4787 |
|
0.618 |
1.4737 |
|
0.500 |
1.4722 |
|
0.382 |
1.4707 |
|
LOW |
1.4657 |
|
0.618 |
1.4577 |
|
1.000 |
1.4527 |
|
1.618 |
1.4447 |
|
2.618 |
1.4317 |
|
4.250 |
1.4105 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4722 |
1.4766 |
| PP |
1.4700 |
1.4729 |
| S1 |
1.4677 |
1.4692 |
|