CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4730 |
1.4690 |
-0.0040 |
-0.3% |
1.4686 |
| High |
1.4747 |
1.4730 |
-0.0017 |
-0.1% |
1.4781 |
| Low |
1.4716 |
1.4674 |
-0.0042 |
-0.3% |
1.4595 |
| Close |
1.4726 |
1.4685 |
-0.0041 |
-0.3% |
1.4668 |
| Range |
0.0031 |
0.0056 |
0.0025 |
80.6% |
0.0186 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
27,804 |
39,508 |
11,704 |
42.1% |
78,636 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4864 |
1.4831 |
1.4716 |
|
| R3 |
1.4808 |
1.4775 |
1.4700 |
|
| R2 |
1.4752 |
1.4752 |
1.4695 |
|
| R1 |
1.4719 |
1.4719 |
1.4690 |
1.4708 |
| PP |
1.4696 |
1.4696 |
1.4696 |
1.4691 |
| S1 |
1.4663 |
1.4663 |
1.4680 |
1.4652 |
| S2 |
1.4640 |
1.4640 |
1.4675 |
|
| S3 |
1.4584 |
1.4607 |
1.4670 |
|
| S4 |
1.4528 |
1.4551 |
1.4654 |
|
|
| 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 |
1.4747 |
1.4595 |
0.0152 |
1.0% |
0.0047 |
0.3% |
59% |
False |
False |
25,420 |
| 10 |
1.4875 |
1.4595 |
0.0280 |
1.9% |
0.0055 |
0.4% |
32% |
False |
False |
16,134 |
| 20 |
1.4917 |
1.4595 |
0.0322 |
2.2% |
0.0042 |
0.3% |
28% |
False |
False |
8,898 |
| 40 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0036 |
0.2% |
69% |
False |
False |
4,943 |
| 60 |
1.4917 |
1.3905 |
0.1012 |
6.9% |
0.0037 |
0.3% |
77% |
False |
False |
3,392 |
| 80 |
1.4917 |
1.3520 |
0.1397 |
9.5% |
0.0028 |
0.2% |
83% |
False |
False |
2,555 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0023 |
0.2% |
84% |
False |
False |
2,045 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0019 |
0.1% |
84% |
False |
False |
1,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4968 |
|
2.618 |
1.4877 |
|
1.618 |
1.4821 |
|
1.000 |
1.4786 |
|
0.618 |
1.4765 |
|
HIGH |
1.4730 |
|
0.618 |
1.4709 |
|
0.500 |
1.4702 |
|
0.382 |
1.4695 |
|
LOW |
1.4674 |
|
0.618 |
1.4639 |
|
1.000 |
1.4618 |
|
1.618 |
1.4583 |
|
2.618 |
1.4527 |
|
4.250 |
1.4436 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4702 |
1.4701 |
| PP |
1.4696 |
1.4695 |
| S1 |
1.4691 |
1.4690 |
|