CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4769 |
1.4676 |
-0.0093 |
-0.6% |
1.4854 |
| High |
1.4779 |
1.4679 |
-0.0100 |
-0.7% |
1.4913 |
| Low |
1.4637 |
1.4653 |
0.0016 |
0.1% |
1.4637 |
| Close |
1.4643 |
1.4676 |
0.0033 |
0.2% |
1.4643 |
| Range |
0.0142 |
0.0026 |
-0.0116 |
-81.7% |
0.0276 |
| ATR |
0.0086 |
0.0083 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
162,056 |
203,176 |
41,120 |
25.4% |
868,695 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4747 |
1.4738 |
1.4690 |
|
| R3 |
1.4721 |
1.4712 |
1.4683 |
|
| R2 |
1.4695 |
1.4695 |
1.4681 |
|
| R1 |
1.4686 |
1.4686 |
1.4678 |
1.4689 |
| PP |
1.4669 |
1.4669 |
1.4669 |
1.4671 |
| S1 |
1.4660 |
1.4660 |
1.4674 |
1.4663 |
| S2 |
1.4643 |
1.4643 |
1.4671 |
|
| S3 |
1.4617 |
1.4634 |
1.4669 |
|
| S4 |
1.4591 |
1.4608 |
1.4662 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5559 |
1.5377 |
1.4795 |
|
| R3 |
1.5283 |
1.5101 |
1.4719 |
|
| R2 |
1.5007 |
1.5007 |
1.4694 |
|
| R1 |
1.4825 |
1.4825 |
1.4668 |
1.4778 |
| PP |
1.4731 |
1.4731 |
1.4731 |
1.4708 |
| S1 |
1.4549 |
1.4549 |
1.4618 |
1.4502 |
| S2 |
1.4455 |
1.4455 |
1.4592 |
|
| S3 |
1.4179 |
1.4273 |
1.4567 |
|
| S4 |
1.3903 |
1.3997 |
1.4491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4913 |
1.4637 |
0.0276 |
1.9% |
0.0086 |
0.6% |
14% |
False |
False |
180,695 |
| 10 |
1.4913 |
1.4637 |
0.0276 |
1.9% |
0.0061 |
0.4% |
14% |
False |
False |
167,791 |
| 20 |
1.4913 |
1.4468 |
0.0445 |
3.0% |
0.0056 |
0.4% |
47% |
False |
False |
156,341 |
| 40 |
1.4913 |
1.4047 |
0.0866 |
5.9% |
0.0059 |
0.4% |
73% |
False |
False |
159,652 |
| 60 |
1.4913 |
1.3818 |
0.1095 |
7.5% |
0.0059 |
0.4% |
78% |
False |
False |
150,342 |
| 80 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0055 |
0.4% |
84% |
False |
False |
113,583 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0049 |
0.3% |
84% |
False |
False |
90,950 |
| 120 |
1.4913 |
1.3385 |
0.1528 |
10.4% |
0.0044 |
0.3% |
84% |
False |
False |
75,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4790 |
|
2.618 |
1.4747 |
|
1.618 |
1.4721 |
|
1.000 |
1.4705 |
|
0.618 |
1.4695 |
|
HIGH |
1.4679 |
|
0.618 |
1.4669 |
|
0.500 |
1.4666 |
|
0.382 |
1.4663 |
|
LOW |
1.4653 |
|
0.618 |
1.4637 |
|
1.000 |
1.4627 |
|
1.618 |
1.4611 |
|
2.618 |
1.4585 |
|
4.250 |
1.4543 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4673 |
1.4712 |
| PP |
1.4669 |
1.4700 |
| S1 |
1.4666 |
1.4688 |
|