CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4751 |
1.4718 |
-0.0033 |
-0.2% |
1.4854 |
| High |
1.4770 |
1.4718 |
-0.0052 |
-0.4% |
1.4913 |
| Low |
1.4744 |
1.4609 |
-0.0135 |
-0.9% |
1.4637 |
| Close |
1.4770 |
1.4620 |
-0.0150 |
-1.0% |
1.4643 |
| Range |
0.0026 |
0.0109 |
0.0083 |
319.2% |
0.0276 |
| ATR |
0.0083 |
0.0089 |
0.0006 |
6.7% |
0.0000 |
| Volume |
128,454 |
160,513 |
32,059 |
25.0% |
868,695 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4976 |
1.4907 |
1.4680 |
|
| R3 |
1.4867 |
1.4798 |
1.4650 |
|
| R2 |
1.4758 |
1.4758 |
1.4640 |
|
| R1 |
1.4689 |
1.4689 |
1.4630 |
1.4669 |
| PP |
1.4649 |
1.4649 |
1.4649 |
1.4639 |
| S1 |
1.4580 |
1.4580 |
1.4610 |
1.4560 |
| S2 |
1.4540 |
1.4540 |
1.4600 |
|
| S3 |
1.4431 |
1.4471 |
1.4590 |
|
| S4 |
1.4322 |
1.4362 |
1.4560 |
|
|
| 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 |
1.4787 |
1.4609 |
0.0178 |
1.2% |
0.0071 |
0.5% |
6% |
False |
True |
174,462 |
| 10 |
1.4913 |
1.4609 |
0.0304 |
2.1% |
0.0067 |
0.5% |
4% |
False |
True |
168,175 |
| 20 |
1.4913 |
1.4593 |
0.0320 |
2.2% |
0.0059 |
0.4% |
8% |
False |
False |
153,862 |
| 40 |
1.4913 |
1.4140 |
0.0773 |
5.3% |
0.0057 |
0.4% |
62% |
False |
False |
161,515 |
| 60 |
1.4913 |
1.3878 |
0.1035 |
7.1% |
0.0060 |
0.4% |
72% |
False |
False |
154,338 |
| 80 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0056 |
0.4% |
80% |
False |
False |
117,168 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0051 |
0.3% |
80% |
False |
False |
93,831 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0045 |
0.3% |
80% |
False |
False |
78,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5181 |
|
2.618 |
1.5003 |
|
1.618 |
1.4894 |
|
1.000 |
1.4827 |
|
0.618 |
1.4785 |
|
HIGH |
1.4718 |
|
0.618 |
1.4676 |
|
0.500 |
1.4664 |
|
0.382 |
1.4651 |
|
LOW |
1.4609 |
|
0.618 |
1.4542 |
|
1.000 |
1.4500 |
|
1.618 |
1.4433 |
|
2.618 |
1.4324 |
|
4.250 |
1.4146 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4664 |
1.4690 |
| PP |
1.4649 |
1.4666 |
| S1 |
1.4635 |
1.4643 |
|