CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4605 |
1.4701 |
0.0096 |
0.7% |
1.4493 |
| High |
1.4630 |
1.4732 |
0.0102 |
0.7% |
1.4722 |
| Low |
1.4593 |
1.4660 |
0.0067 |
0.5% |
1.4468 |
| Close |
1.4605 |
1.4664 |
0.0059 |
0.4% |
1.4676 |
| Range |
0.0037 |
0.0072 |
0.0035 |
94.6% |
0.0254 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
4.0% |
0.0000 |
| Volume |
164,425 |
148,962 |
-15,463 |
-9.4% |
948,870 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4901 |
1.4855 |
1.4704 |
|
| R3 |
1.4829 |
1.4783 |
1.4684 |
|
| R2 |
1.4757 |
1.4757 |
1.4677 |
|
| R1 |
1.4711 |
1.4711 |
1.4671 |
1.4698 |
| PP |
1.4685 |
1.4685 |
1.4685 |
1.4679 |
| S1 |
1.4639 |
1.4639 |
1.4657 |
1.4626 |
| S2 |
1.4613 |
1.4613 |
1.4651 |
|
| S3 |
1.4541 |
1.4567 |
1.4644 |
|
| S4 |
1.4469 |
1.4495 |
1.4624 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5384 |
1.5284 |
1.4816 |
|
| R3 |
1.5130 |
1.5030 |
1.4746 |
|
| R2 |
1.4876 |
1.4876 |
1.4723 |
|
| R1 |
1.4776 |
1.4776 |
1.4699 |
1.4826 |
| PP |
1.4622 |
1.4622 |
1.4622 |
1.4647 |
| S1 |
1.4522 |
1.4522 |
1.4653 |
1.4572 |
| S2 |
1.4368 |
1.4368 |
1.4629 |
|
| S3 |
1.4114 |
1.4268 |
1.4606 |
|
| S4 |
1.3860 |
1.4014 |
1.4536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4732 |
1.4593 |
0.0139 |
0.9% |
0.0059 |
0.4% |
51% |
True |
False |
155,401 |
| 10 |
1.4732 |
1.4413 |
0.0319 |
2.2% |
0.0057 |
0.4% |
79% |
True |
False |
162,497 |
| 20 |
1.4732 |
1.4140 |
0.0592 |
4.0% |
0.0056 |
0.4% |
89% |
True |
False |
163,079 |
| 40 |
1.4732 |
1.4044 |
0.0688 |
4.7% |
0.0061 |
0.4% |
90% |
True |
False |
157,408 |
| 60 |
1.4732 |
1.3540 |
0.1192 |
8.1% |
0.0057 |
0.4% |
94% |
True |
False |
120,228 |
| 80 |
1.4732 |
1.3430 |
0.1302 |
8.9% |
0.0051 |
0.3% |
95% |
True |
False |
90,356 |
| 100 |
1.4732 |
1.3430 |
0.1302 |
8.9% |
0.0045 |
0.3% |
95% |
True |
False |
72,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5038 |
|
2.618 |
1.4920 |
|
1.618 |
1.4848 |
|
1.000 |
1.4804 |
|
0.618 |
1.4776 |
|
HIGH |
1.4732 |
|
0.618 |
1.4704 |
|
0.500 |
1.4696 |
|
0.382 |
1.4688 |
|
LOW |
1.4660 |
|
0.618 |
1.4616 |
|
1.000 |
1.4588 |
|
1.618 |
1.4544 |
|
2.618 |
1.4472 |
|
4.250 |
1.4354 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4696 |
1.4664 |
| PP |
1.4685 |
1.4663 |
| S1 |
1.4675 |
1.4663 |
|