CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4620 |
1.4654 |
0.0034 |
0.2% |
1.4686 |
| High |
1.4660 |
1.4675 |
0.0015 |
0.1% |
1.4781 |
| Low |
1.4595 |
1.4654 |
0.0059 |
0.4% |
1.4595 |
| Close |
1.4647 |
1.4668 |
0.0021 |
0.1% |
1.4668 |
| Range |
0.0065 |
0.0021 |
-0.0044 |
-67.7% |
0.0186 |
| ATR |
0.0078 |
0.0074 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
21,354 |
22,584 |
1,230 |
5.8% |
78,636 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4729 |
1.4719 |
1.4680 |
|
| R3 |
1.4708 |
1.4698 |
1.4674 |
|
| R2 |
1.4687 |
1.4687 |
1.4672 |
|
| R1 |
1.4677 |
1.4677 |
1.4670 |
1.4682 |
| PP |
1.4666 |
1.4666 |
1.4666 |
1.4668 |
| S1 |
1.4656 |
1.4656 |
1.4666 |
1.4661 |
| S2 |
1.4645 |
1.4645 |
1.4664 |
|
| S3 |
1.4624 |
1.4635 |
1.4662 |
|
| S4 |
1.4603 |
1.4614 |
1.4656 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5239 |
1.5140 |
1.4770 |
|
| R3 |
1.5053 |
1.4954 |
1.4719 |
|
| R2 |
1.4867 |
1.4867 |
1.4702 |
|
| R1 |
1.4768 |
1.4768 |
1.4685 |
1.4725 |
| PP |
1.4681 |
1.4681 |
1.4681 |
1.4660 |
| S1 |
1.4582 |
1.4582 |
1.4651 |
1.4539 |
| S2 |
1.4495 |
1.4495 |
1.4634 |
|
| S3 |
1.4309 |
1.4396 |
1.4617 |
|
| S4 |
1.4123 |
1.4210 |
1.4566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4781 |
1.4595 |
0.0186 |
1.3% |
0.0038 |
0.3% |
39% |
False |
False |
15,727 |
| 10 |
1.4917 |
1.4595 |
0.0322 |
2.2% |
0.0057 |
0.4% |
23% |
False |
False |
10,174 |
| 20 |
1.4917 |
1.4595 |
0.0322 |
2.2% |
0.0042 |
0.3% |
23% |
False |
False |
5,804 |
| 40 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0037 |
0.3% |
67% |
False |
False |
3,284 |
| 60 |
1.4917 |
1.3905 |
0.1012 |
6.9% |
0.0036 |
0.2% |
75% |
False |
False |
2,277 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0027 |
0.2% |
83% |
False |
False |
1,714 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0022 |
0.1% |
83% |
False |
False |
1,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4764 |
|
2.618 |
1.4730 |
|
1.618 |
1.4709 |
|
1.000 |
1.4696 |
|
0.618 |
1.4688 |
|
HIGH |
1.4675 |
|
0.618 |
1.4667 |
|
0.500 |
1.4665 |
|
0.382 |
1.4662 |
|
LOW |
1.4654 |
|
0.618 |
1.4641 |
|
1.000 |
1.4633 |
|
1.618 |
1.4620 |
|
2.618 |
1.4599 |
|
4.250 |
1.4565 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4667 |
1.4659 |
| PP |
1.4666 |
1.4650 |
| S1 |
1.4665 |
1.4642 |
|