CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4755 |
1.4747 |
-0.0008 |
-0.1% |
1.4685 |
| High |
1.4865 |
1.4787 |
-0.0078 |
-0.5% |
1.4851 |
| Low |
1.4754 |
1.4734 |
-0.0020 |
-0.1% |
1.4654 |
| Close |
1.4864 |
1.4758 |
-0.0106 |
-0.7% |
1.4838 |
| Range |
0.0111 |
0.0053 |
-0.0058 |
-52.3% |
0.0197 |
| ATR |
0.0078 |
0.0082 |
0.0004 |
4.7% |
0.0000 |
| Volume |
169,397 |
218,113 |
48,716 |
28.8% |
606,044 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4919 |
1.4891 |
1.4787 |
|
| R3 |
1.4866 |
1.4838 |
1.4773 |
|
| R2 |
1.4813 |
1.4813 |
1.4768 |
|
| R1 |
1.4785 |
1.4785 |
1.4763 |
1.4799 |
| PP |
1.4760 |
1.4760 |
1.4760 |
1.4767 |
| S1 |
1.4732 |
1.4732 |
1.4753 |
1.4746 |
| S2 |
1.4707 |
1.4707 |
1.4748 |
|
| S3 |
1.4654 |
1.4679 |
1.4743 |
|
| S4 |
1.4601 |
1.4626 |
1.4729 |
|
|
| 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 |
1.4734 |
0.0179 |
1.2% |
0.0066 |
0.4% |
13% |
False |
True |
165,796 |
| 10 |
1.4913 |
1.4613 |
0.0300 |
2.0% |
0.0053 |
0.4% |
48% |
False |
False |
149,933 |
| 20 |
1.4913 |
1.4413 |
0.0500 |
3.4% |
0.0055 |
0.4% |
69% |
False |
False |
156,215 |
| 40 |
1.4913 |
1.4047 |
0.0866 |
5.9% |
0.0060 |
0.4% |
82% |
False |
False |
158,810 |
| 60 |
1.4913 |
1.3690 |
0.1223 |
8.3% |
0.0058 |
0.4% |
87% |
False |
False |
144,837 |
| 80 |
1.4913 |
1.3430 |
0.1483 |
10.0% |
0.0054 |
0.4% |
90% |
False |
False |
109,037 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.0% |
0.0048 |
0.3% |
90% |
False |
False |
87,308 |
| 120 |
1.4913 |
1.3382 |
0.1531 |
10.4% |
0.0043 |
0.3% |
90% |
False |
False |
72,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5012 |
|
2.618 |
1.4926 |
|
1.618 |
1.4873 |
|
1.000 |
1.4840 |
|
0.618 |
1.4820 |
|
HIGH |
1.4787 |
|
0.618 |
1.4767 |
|
0.500 |
1.4761 |
|
0.382 |
1.4754 |
|
LOW |
1.4734 |
|
0.618 |
1.4701 |
|
1.000 |
1.4681 |
|
1.618 |
1.4648 |
|
2.618 |
1.4595 |
|
4.250 |
1.4509 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4761 |
1.4824 |
| PP |
1.4760 |
1.4802 |
| S1 |
1.4759 |
1.4780 |
|