CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4722 |
1.4672 |
-0.0050 |
-0.3% |
1.4414 |
| High |
1.4722 |
1.4710 |
-0.0012 |
-0.1% |
1.4536 |
| Low |
1.4659 |
1.4659 |
0.0000 |
0.0% |
1.4388 |
| Close |
1.4678 |
1.4676 |
-0.0002 |
0.0% |
1.4507 |
| Range |
0.0063 |
0.0051 |
-0.0012 |
-19.0% |
0.0148 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
146,701 |
250,188 |
103,487 |
70.5% |
719,475 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4835 |
1.4806 |
1.4704 |
|
| R3 |
1.4784 |
1.4755 |
1.4690 |
|
| R2 |
1.4733 |
1.4733 |
1.4685 |
|
| R1 |
1.4704 |
1.4704 |
1.4681 |
1.4719 |
| PP |
1.4682 |
1.4682 |
1.4682 |
1.4689 |
| S1 |
1.4653 |
1.4653 |
1.4671 |
1.4668 |
| S2 |
1.4631 |
1.4631 |
1.4667 |
|
| S3 |
1.4580 |
1.4602 |
1.4662 |
|
| S4 |
1.4529 |
1.4551 |
1.4648 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4862 |
1.4588 |
|
| R3 |
1.4773 |
1.4714 |
1.4548 |
|
| R2 |
1.4625 |
1.4625 |
1.4534 |
|
| R1 |
1.4566 |
1.4566 |
1.4521 |
1.4596 |
| PP |
1.4477 |
1.4477 |
1.4477 |
1.4492 |
| S1 |
1.4418 |
1.4418 |
1.4493 |
1.4448 |
| S2 |
1.4329 |
1.4329 |
1.4480 |
|
| S3 |
1.4181 |
1.4270 |
1.4466 |
|
| S4 |
1.4033 |
1.4122 |
1.4426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4722 |
1.4455 |
0.0267 |
1.8% |
0.0051 |
0.3% |
83% |
False |
False |
182,635 |
| 10 |
1.4722 |
1.4374 |
0.0348 |
2.4% |
0.0054 |
0.4% |
87% |
False |
False |
162,120 |
| 20 |
1.4722 |
1.4140 |
0.0582 |
4.0% |
0.0054 |
0.4% |
92% |
False |
False |
173,029 |
| 40 |
1.4722 |
1.3878 |
0.0844 |
5.8% |
0.0061 |
0.4% |
95% |
False |
False |
160,418 |
| 60 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0056 |
0.4% |
96% |
False |
False |
111,519 |
| 80 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0049 |
0.3% |
96% |
False |
False |
83,781 |
| 100 |
1.4722 |
1.3430 |
0.1292 |
8.8% |
0.0044 |
0.3% |
96% |
False |
False |
67,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4927 |
|
2.618 |
1.4844 |
|
1.618 |
1.4793 |
|
1.000 |
1.4761 |
|
0.618 |
1.4742 |
|
HIGH |
1.4710 |
|
0.618 |
1.4691 |
|
0.500 |
1.4685 |
|
0.382 |
1.4678 |
|
LOW |
1.4659 |
|
0.618 |
1.4627 |
|
1.000 |
1.4608 |
|
1.618 |
1.4576 |
|
2.618 |
1.4525 |
|
4.250 |
1.4442 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4685 |
1.4662 |
| PP |
1.4682 |
1.4649 |
| S1 |
1.4679 |
1.4635 |
|