CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4905 |
1.4755 |
-0.0150 |
-1.0% |
1.4685 |
| High |
1.4913 |
1.4865 |
-0.0048 |
-0.3% |
1.4851 |
| Low |
1.4814 |
1.4754 |
-0.0060 |
-0.4% |
1.4654 |
| Close |
1.4852 |
1.4864 |
0.0012 |
0.1% |
1.4838 |
| Range |
0.0099 |
0.0111 |
0.0012 |
12.1% |
0.0197 |
| ATR |
0.0076 |
0.0078 |
0.0003 |
3.3% |
0.0000 |
| Volume |
150,736 |
169,397 |
18,661 |
12.4% |
606,044 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5161 |
1.5123 |
1.4925 |
|
| R3 |
1.5050 |
1.5012 |
1.4895 |
|
| R2 |
1.4939 |
1.4939 |
1.4884 |
|
| R1 |
1.4901 |
1.4901 |
1.4874 |
1.4920 |
| PP |
1.4828 |
1.4828 |
1.4828 |
1.4837 |
| S1 |
1.4790 |
1.4790 |
1.4854 |
1.4809 |
| S2 |
1.4717 |
1.4717 |
1.4844 |
|
| S3 |
1.4606 |
1.4679 |
1.4833 |
|
| S4 |
1.4495 |
1.4568 |
1.4803 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5372 |
1.5302 |
1.4946 |
|
| R3 |
1.5175 |
1.5105 |
1.4892 |
|
| R2 |
1.4978 |
1.4978 |
1.4874 |
|
| R1 |
1.4908 |
1.4908 |
1.4856 |
1.4943 |
| PP |
1.4781 |
1.4781 |
1.4781 |
1.4799 |
| S1 |
1.4711 |
1.4711 |
1.4820 |
1.4746 |
| S2 |
1.4584 |
1.4584 |
1.4802 |
|
| S3 |
1.4387 |
1.4514 |
1.4784 |
|
| S4 |
1.4190 |
1.4317 |
1.4730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4913 |
1.4754 |
0.0159 |
1.1% |
0.0062 |
0.4% |
69% |
False |
True |
161,888 |
| 10 |
1.4913 |
1.4613 |
0.0300 |
2.0% |
0.0055 |
0.4% |
84% |
False |
False |
143,018 |
| 20 |
1.4913 |
1.4413 |
0.0500 |
3.4% |
0.0056 |
0.4% |
90% |
False |
False |
151,102 |
| 40 |
1.4913 |
1.4047 |
0.0866 |
5.8% |
0.0061 |
0.4% |
94% |
False |
False |
157,533 |
| 60 |
1.4913 |
1.3621 |
0.1292 |
8.7% |
0.0059 |
0.4% |
96% |
False |
False |
141,305 |
| 80 |
1.4913 |
1.3430 |
0.1483 |
10.0% |
0.0053 |
0.4% |
97% |
False |
False |
106,321 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.0% |
0.0048 |
0.3% |
97% |
False |
False |
85,128 |
| 120 |
1.4913 |
1.3382 |
0.1531 |
10.3% |
0.0042 |
0.3% |
97% |
False |
False |
70,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5337 |
|
2.618 |
1.5156 |
|
1.618 |
1.5045 |
|
1.000 |
1.4976 |
|
0.618 |
1.4934 |
|
HIGH |
1.4865 |
|
0.618 |
1.4823 |
|
0.500 |
1.4810 |
|
0.382 |
1.4796 |
|
LOW |
1.4754 |
|
0.618 |
1.4685 |
|
1.000 |
1.4643 |
|
1.618 |
1.4574 |
|
2.618 |
1.4463 |
|
4.250 |
1.4282 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4846 |
1.4854 |
| PP |
1.4828 |
1.4844 |
| S1 |
1.4810 |
1.4834 |
|