CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4654 |
1.4730 |
0.0076 |
0.5% |
1.4686 |
| High |
1.4675 |
1.4747 |
0.0072 |
0.5% |
1.4781 |
| Low |
1.4654 |
1.4716 |
0.0062 |
0.4% |
1.4595 |
| Close |
1.4668 |
1.4726 |
0.0058 |
0.4% |
1.4668 |
| Range |
0.0021 |
0.0031 |
0.0010 |
47.6% |
0.0186 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
22,584 |
27,804 |
5,220 |
23.1% |
78,636 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4823 |
1.4805 |
1.4743 |
|
| R3 |
1.4792 |
1.4774 |
1.4735 |
|
| R2 |
1.4761 |
1.4761 |
1.4732 |
|
| R1 |
1.4743 |
1.4743 |
1.4729 |
1.4737 |
| PP |
1.4730 |
1.4730 |
1.4730 |
1.4726 |
| S1 |
1.4712 |
1.4712 |
1.4723 |
1.4706 |
| S2 |
1.4699 |
1.4699 |
1.4720 |
|
| S3 |
1.4668 |
1.4681 |
1.4717 |
|
| S4 |
1.4637 |
1.4650 |
1.4709 |
|
|
| 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% |
0.0041 |
0.3% |
70% |
False |
False |
19,075 |
| 10 |
1.4917 |
1.4595 |
0.0322 |
2.2% |
0.0058 |
0.4% |
41% |
False |
False |
12,766 |
| 20 |
1.4917 |
1.4595 |
0.0322 |
2.2% |
0.0042 |
0.3% |
41% |
False |
False |
7,061 |
| 40 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0036 |
0.2% |
75% |
False |
False |
3,969 |
| 60 |
1.4917 |
1.3905 |
0.1012 |
6.9% |
0.0036 |
0.2% |
81% |
False |
False |
2,740 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0028 |
0.2% |
87% |
False |
False |
2,061 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0022 |
0.2% |
87% |
False |
False |
1,650 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0019 |
0.1% |
87% |
False |
False |
1,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4879 |
|
2.618 |
1.4828 |
|
1.618 |
1.4797 |
|
1.000 |
1.4778 |
|
0.618 |
1.4766 |
|
HIGH |
1.4747 |
|
0.618 |
1.4735 |
|
0.500 |
1.4732 |
|
0.382 |
1.4728 |
|
LOW |
1.4716 |
|
0.618 |
1.4697 |
|
1.000 |
1.4685 |
|
1.618 |
1.4666 |
|
2.618 |
1.4635 |
|
4.250 |
1.4584 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4732 |
1.4708 |
| PP |
1.4730 |
1.4689 |
| S1 |
1.4728 |
1.4671 |
|