CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4701 |
1.4652 |
-0.0049 |
-0.3% |
1.4493 |
| High |
1.4732 |
1.4653 |
-0.0079 |
-0.5% |
1.4722 |
| Low |
1.4660 |
1.4613 |
-0.0047 |
-0.3% |
1.4468 |
| Close |
1.4664 |
1.4621 |
-0.0043 |
-0.3% |
1.4676 |
| Range |
0.0072 |
0.0040 |
-0.0032 |
-44.4% |
0.0254 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
148,962 |
0 |
-148,962 |
-100.0% |
948,870 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4749 |
1.4725 |
1.4643 |
|
| R3 |
1.4709 |
1.4685 |
1.4632 |
|
| R2 |
1.4669 |
1.4669 |
1.4628 |
|
| R1 |
1.4645 |
1.4645 |
1.4625 |
1.4637 |
| PP |
1.4629 |
1.4629 |
1.4629 |
1.4625 |
| S1 |
1.4605 |
1.4605 |
1.4617 |
1.4597 |
| S2 |
1.4589 |
1.4589 |
1.4614 |
|
| S3 |
1.4549 |
1.4565 |
1.4610 |
|
| S4 |
1.4509 |
1.4525 |
1.4599 |
|
|
| 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 |
1.0% |
0.0057 |
0.4% |
20% |
False |
False |
105,364 |
| 10 |
1.4732 |
1.4455 |
0.0277 |
1.9% |
0.0054 |
0.4% |
60% |
False |
False |
143,999 |
| 20 |
1.4732 |
1.4140 |
0.0592 |
4.0% |
0.0057 |
0.4% |
81% |
False |
False |
154,437 |
| 40 |
1.4732 |
1.4047 |
0.0685 |
4.7% |
0.0060 |
0.4% |
84% |
False |
False |
153,879 |
| 60 |
1.4732 |
1.3590 |
0.1142 |
7.8% |
0.0057 |
0.4% |
90% |
False |
False |
120,216 |
| 80 |
1.4732 |
1.3430 |
0.1302 |
8.9% |
0.0051 |
0.3% |
91% |
False |
False |
90,352 |
| 100 |
1.4732 |
1.3430 |
0.1302 |
8.9% |
0.0046 |
0.3% |
91% |
False |
False |
72,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4823 |
|
2.618 |
1.4758 |
|
1.618 |
1.4718 |
|
1.000 |
1.4693 |
|
0.618 |
1.4678 |
|
HIGH |
1.4653 |
|
0.618 |
1.4638 |
|
0.500 |
1.4633 |
|
0.382 |
1.4628 |
|
LOW |
1.4613 |
|
0.618 |
1.4588 |
|
1.000 |
1.4573 |
|
1.618 |
1.4548 |
|
2.618 |
1.4508 |
|
4.250 |
1.4443 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4633 |
1.4663 |
| PP |
1.4629 |
1.4649 |
| S1 |
1.4625 |
1.4635 |
|