CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4798 |
1.4823 |
0.0025 |
0.2% |
1.4695 |
| High |
1.4828 |
1.4851 |
0.0023 |
0.2% |
1.4732 |
| Low |
1.4784 |
1.4818 |
0.0034 |
0.2% |
1.4593 |
| Close |
1.4821 |
1.4849 |
0.0028 |
0.2% |
1.4665 |
| Range |
0.0044 |
0.0033 |
-0.0011 |
-25.0% |
0.0139 |
| ATR |
0.0082 |
0.0079 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
114,413 |
198,574 |
84,161 |
73.6% |
500,035 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4938 |
1.4927 |
1.4867 |
|
| R3 |
1.4905 |
1.4894 |
1.4858 |
|
| R2 |
1.4872 |
1.4872 |
1.4855 |
|
| R1 |
1.4861 |
1.4861 |
1.4852 |
1.4867 |
| PP |
1.4839 |
1.4839 |
1.4839 |
1.4842 |
| S1 |
1.4828 |
1.4828 |
1.4846 |
1.4834 |
| S2 |
1.4806 |
1.4806 |
1.4843 |
|
| S3 |
1.4773 |
1.4795 |
1.4840 |
|
| S4 |
1.4740 |
1.4762 |
1.4831 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5080 |
1.5012 |
1.4741 |
|
| R3 |
1.4941 |
1.4873 |
1.4703 |
|
| R2 |
1.4802 |
1.4802 |
1.4690 |
|
| R1 |
1.4734 |
1.4734 |
1.4678 |
1.4699 |
| PP |
1.4663 |
1.4663 |
1.4663 |
1.4646 |
| S1 |
1.4595 |
1.4595 |
1.4652 |
1.4560 |
| S2 |
1.4524 |
1.4524 |
1.4640 |
|
| S3 |
1.4385 |
1.4456 |
1.4627 |
|
| S4 |
1.4246 |
1.4317 |
1.4589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4851 |
1.4613 |
0.0238 |
1.6% |
0.0040 |
0.3% |
99% |
True |
False |
134,069 |
| 10 |
1.4851 |
1.4593 |
0.0258 |
1.7% |
0.0049 |
0.3% |
99% |
True |
False |
144,735 |
| 20 |
1.4851 |
1.4297 |
0.0554 |
3.7% |
0.0052 |
0.3% |
100% |
True |
False |
149,214 |
| 40 |
1.4851 |
1.4047 |
0.0804 |
5.4% |
0.0060 |
0.4% |
100% |
True |
False |
157,168 |
| 60 |
1.4851 |
1.3600 |
0.1251 |
8.4% |
0.0058 |
0.4% |
100% |
True |
False |
131,334 |
| 80 |
1.4851 |
1.3430 |
0.1421 |
9.6% |
0.0052 |
0.3% |
100% |
True |
False |
98,705 |
| 100 |
1.4851 |
1.3430 |
0.1421 |
9.6% |
0.0046 |
0.3% |
100% |
True |
False |
79,027 |
| 120 |
1.4851 |
1.3382 |
0.1469 |
9.9% |
0.0040 |
0.3% |
100% |
True |
False |
65,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4991 |
|
2.618 |
1.4937 |
|
1.618 |
1.4904 |
|
1.000 |
1.4884 |
|
0.618 |
1.4871 |
|
HIGH |
1.4851 |
|
0.618 |
1.4838 |
|
0.500 |
1.4835 |
|
0.382 |
1.4831 |
|
LOW |
1.4818 |
|
0.618 |
1.4798 |
|
1.000 |
1.4785 |
|
1.618 |
1.4765 |
|
2.618 |
1.4732 |
|
4.250 |
1.4678 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4844 |
1.4817 |
| PP |
1.4839 |
1.4785 |
| S1 |
1.4835 |
1.4753 |
|