CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4692 |
1.4526 |
-0.0166 |
-1.1% |
1.4730 |
| High |
1.4693 |
1.4532 |
-0.0161 |
-1.1% |
1.4757 |
| Low |
1.4588 |
1.4425 |
-0.0163 |
-1.1% |
1.4425 |
| Close |
1.4631 |
1.4435 |
-0.0196 |
-1.3% |
1.4435 |
| Range |
0.0105 |
0.0107 |
0.0002 |
1.9% |
0.0332 |
| ATR |
0.0078 |
0.0087 |
0.0009 |
11.7% |
0.0000 |
| Volume |
134,992 |
191,977 |
56,985 |
42.2% |
493,775 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4785 |
1.4717 |
1.4494 |
|
| R3 |
1.4678 |
1.4610 |
1.4464 |
|
| R2 |
1.4571 |
1.4571 |
1.4455 |
|
| R1 |
1.4503 |
1.4503 |
1.4445 |
1.4484 |
| PP |
1.4464 |
1.4464 |
1.4464 |
1.4454 |
| S1 |
1.4396 |
1.4396 |
1.4425 |
1.4377 |
| S2 |
1.4357 |
1.4357 |
1.4415 |
|
| S3 |
1.4250 |
1.4289 |
1.4406 |
|
| S4 |
1.4143 |
1.4182 |
1.4376 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5535 |
1.5317 |
1.4618 |
|
| R3 |
1.5203 |
1.4985 |
1.4526 |
|
| R2 |
1.4871 |
1.4871 |
1.4496 |
|
| R1 |
1.4653 |
1.4653 |
1.4465 |
1.4596 |
| PP |
1.4539 |
1.4539 |
1.4539 |
1.4511 |
| S1 |
1.4321 |
1.4321 |
1.4405 |
1.4264 |
| S2 |
1.4207 |
1.4207 |
1.4374 |
|
| S3 |
1.3875 |
1.3989 |
1.4344 |
|
| S4 |
1.3543 |
1.3657 |
1.4252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4757 |
1.4425 |
0.0332 |
2.3% |
0.0075 |
0.5% |
3% |
False |
True |
98,755 |
| 10 |
1.4781 |
1.4425 |
0.0356 |
2.5% |
0.0057 |
0.4% |
3% |
False |
True |
57,241 |
| 20 |
1.4917 |
1.4425 |
0.0492 |
3.4% |
0.0053 |
0.4% |
2% |
False |
True |
30,061 |
| 40 |
1.4917 |
1.4158 |
0.0759 |
5.3% |
0.0041 |
0.3% |
36% |
False |
False |
15,582 |
| 60 |
1.4917 |
1.4060 |
0.0857 |
5.9% |
0.0040 |
0.3% |
44% |
False |
False |
10,491 |
| 80 |
1.4917 |
1.3584 |
0.1333 |
9.2% |
0.0032 |
0.2% |
64% |
False |
False |
7,885 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0026 |
0.2% |
67% |
False |
False |
6,310 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0021 |
0.1% |
67% |
False |
False |
5,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4987 |
|
2.618 |
1.4812 |
|
1.618 |
1.4705 |
|
1.000 |
1.4639 |
|
0.618 |
1.4598 |
|
HIGH |
1.4532 |
|
0.618 |
1.4491 |
|
0.500 |
1.4479 |
|
0.382 |
1.4466 |
|
LOW |
1.4425 |
|
0.618 |
1.4359 |
|
1.000 |
1.4318 |
|
1.618 |
1.4252 |
|
2.618 |
1.4145 |
|
4.250 |
1.3970 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4479 |
1.4591 |
| PP |
1.4464 |
1.4539 |
| S1 |
1.4450 |
1.4487 |
|