CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4471 |
1.4530 |
0.0059 |
0.4% |
1.4403 |
| High |
1.4517 |
1.4653 |
0.0136 |
0.9% |
1.4450 |
| Low |
1.4470 |
1.4527 |
0.0057 |
0.4% |
1.4327 |
| Close |
1.4513 |
1.4641 |
0.0128 |
0.9% |
1.4370 |
| Range |
0.0047 |
0.0126 |
0.0079 |
168.1% |
0.0123 |
| ATR |
0.0080 |
0.0085 |
0.0004 |
5.3% |
0.0000 |
| Volume |
19,041 |
47,542 |
28,501 |
149.7% |
738,933 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4985 |
1.4939 |
1.4710 |
|
| R3 |
1.4859 |
1.4813 |
1.4676 |
|
| R2 |
1.4733 |
1.4733 |
1.4664 |
|
| R1 |
1.4687 |
1.4687 |
1.4653 |
1.4710 |
| PP |
1.4607 |
1.4607 |
1.4607 |
1.4619 |
| S1 |
1.4561 |
1.4561 |
1.4629 |
1.4584 |
| S2 |
1.4481 |
1.4481 |
1.4618 |
|
| S3 |
1.4355 |
1.4435 |
1.4606 |
|
| S4 |
1.4229 |
1.4309 |
1.4572 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4751 |
1.4684 |
1.4438 |
|
| R3 |
1.4628 |
1.4561 |
1.4404 |
|
| R2 |
1.4505 |
1.4505 |
1.4393 |
|
| R1 |
1.4438 |
1.4438 |
1.4381 |
1.4410 |
| PP |
1.4382 |
1.4382 |
1.4382 |
1.4369 |
| S1 |
1.4315 |
1.4315 |
1.4359 |
1.4287 |
| S2 |
1.4259 |
1.4259 |
1.4347 |
|
| S3 |
1.4136 |
1.4192 |
1.4336 |
|
| S4 |
1.4013 |
1.4069 |
1.4302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4653 |
1.4327 |
0.0326 |
2.2% |
0.0056 |
0.4% |
96% |
True |
False |
78,590 |
| 10 |
1.4693 |
1.4327 |
0.0366 |
2.5% |
0.0066 |
0.5% |
86% |
False |
False |
122,803 |
| 20 |
1.4795 |
1.4327 |
0.0468 |
3.2% |
0.0060 |
0.4% |
67% |
False |
False |
74,256 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0045 |
0.3% |
53% |
False |
False |
37,928 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0043 |
0.3% |
67% |
False |
False |
25,474 |
| 80 |
1.4917 |
1.3673 |
0.1244 |
8.5% |
0.0037 |
0.3% |
78% |
False |
False |
19,148 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0030 |
0.2% |
81% |
False |
False |
15,320 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0025 |
0.2% |
81% |
False |
False |
12,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5189 |
|
2.618 |
1.4983 |
|
1.618 |
1.4857 |
|
1.000 |
1.4779 |
|
0.618 |
1.4731 |
|
HIGH |
1.4653 |
|
0.618 |
1.4605 |
|
0.500 |
1.4590 |
|
0.382 |
1.4575 |
|
LOW |
1.4527 |
|
0.618 |
1.4449 |
|
1.000 |
1.4401 |
|
1.618 |
1.4323 |
|
2.618 |
1.4197 |
|
4.250 |
1.3992 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4624 |
1.4605 |
| PP |
1.4607 |
1.4568 |
| S1 |
1.4590 |
1.4532 |
|