CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4685 |
1.4620 |
-0.0065 |
-0.4% |
1.4860 |
| High |
1.4688 |
1.4660 |
-0.0028 |
-0.2% |
1.4917 |
| Low |
1.4625 |
1.4595 |
-0.0030 |
-0.2% |
1.4657 |
| Close |
1.4630 |
1.4647 |
0.0017 |
0.1% |
1.4655 |
| Range |
0.0063 |
0.0065 |
0.0002 |
3.2% |
0.0260 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
15,851 |
21,354 |
5,503 |
34.7% |
23,111 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4829 |
1.4803 |
1.4683 |
|
| R3 |
1.4764 |
1.4738 |
1.4665 |
|
| R2 |
1.4699 |
1.4699 |
1.4659 |
|
| R1 |
1.4673 |
1.4673 |
1.4653 |
1.4686 |
| PP |
1.4634 |
1.4634 |
1.4634 |
1.4641 |
| S1 |
1.4608 |
1.4608 |
1.4641 |
1.4621 |
| S2 |
1.4569 |
1.4569 |
1.4635 |
|
| S3 |
1.4504 |
1.4543 |
1.4629 |
|
| S4 |
1.4439 |
1.4478 |
1.4611 |
|
|
| 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 |
1.4787 |
1.4595 |
0.0192 |
1.3% |
0.0060 |
0.4% |
27% |
False |
True |
12,775 |
| 10 |
1.4917 |
1.4595 |
0.0322 |
2.2% |
0.0058 |
0.4% |
16% |
False |
True |
7,998 |
| 20 |
1.4917 |
1.4595 |
0.0322 |
2.2% |
0.0043 |
0.3% |
16% |
False |
True |
4,712 |
| 40 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0037 |
0.3% |
64% |
False |
False |
2,732 |
| 60 |
1.4917 |
1.3905 |
0.1012 |
6.9% |
0.0036 |
0.2% |
73% |
False |
False |
1,905 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0027 |
0.2% |
81% |
False |
False |
1,432 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0022 |
0.1% |
81% |
False |
False |
1,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4936 |
|
2.618 |
1.4830 |
|
1.618 |
1.4765 |
|
1.000 |
1.4725 |
|
0.618 |
1.4700 |
|
HIGH |
1.4660 |
|
0.618 |
1.4635 |
|
0.500 |
1.4628 |
|
0.382 |
1.4620 |
|
LOW |
1.4595 |
|
0.618 |
1.4555 |
|
1.000 |
1.4530 |
|
1.618 |
1.4490 |
|
2.618 |
1.4425 |
|
4.250 |
1.4319 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4641 |
1.4688 |
| PP |
1.4634 |
1.4674 |
| S1 |
1.4628 |
1.4661 |
|