CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4560 |
1.4644 |
0.0084 |
0.6% |
1.4676 |
| High |
1.4655 |
1.4674 |
0.0019 |
0.1% |
1.4770 |
| Low |
1.4560 |
1.4615 |
0.0055 |
0.4% |
1.4560 |
| Close |
1.4637 |
1.4657 |
0.0020 |
0.1% |
1.4657 |
| Range |
0.0095 |
0.0059 |
-0.0036 |
-37.9% |
0.0210 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
202,661 |
200,007 |
-2,654 |
-1.3% |
894,811 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4826 |
1.4800 |
1.4689 |
|
| R3 |
1.4767 |
1.4741 |
1.4673 |
|
| R2 |
1.4708 |
1.4708 |
1.4668 |
|
| R1 |
1.4682 |
1.4682 |
1.4662 |
1.4695 |
| PP |
1.4649 |
1.4649 |
1.4649 |
1.4655 |
| S1 |
1.4623 |
1.4623 |
1.4652 |
1.4636 |
| S2 |
1.4590 |
1.4590 |
1.4646 |
|
| S3 |
1.4531 |
1.4564 |
1.4641 |
|
| S4 |
1.4472 |
1.4505 |
1.4625 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5292 |
1.5185 |
1.4773 |
|
| R3 |
1.5082 |
1.4975 |
1.4715 |
|
| R2 |
1.4872 |
1.4872 |
1.4696 |
|
| R1 |
1.4765 |
1.4765 |
1.4676 |
1.4714 |
| PP |
1.4662 |
1.4662 |
1.4662 |
1.4637 |
| S1 |
1.4555 |
1.4555 |
1.4638 |
1.4504 |
| S2 |
1.4452 |
1.4452 |
1.4619 |
|
| S3 |
1.4242 |
1.4345 |
1.4599 |
|
| S4 |
1.4032 |
1.4135 |
1.4542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4770 |
1.4560 |
0.0210 |
1.4% |
0.0063 |
0.4% |
46% |
False |
False |
178,962 |
| 10 |
1.4913 |
1.4560 |
0.0353 |
2.4% |
0.0075 |
0.5% |
27% |
False |
False |
176,350 |
| 20 |
1.4913 |
1.4560 |
0.0353 |
2.4% |
0.0061 |
0.4% |
27% |
False |
False |
154,150 |
| 40 |
1.4913 |
1.4140 |
0.0773 |
5.3% |
0.0058 |
0.4% |
67% |
False |
False |
163,590 |
| 60 |
1.4913 |
1.3878 |
0.1035 |
7.1% |
0.0061 |
0.4% |
75% |
False |
False |
158,329 |
| 80 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0057 |
0.4% |
83% |
False |
False |
122,177 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0052 |
0.4% |
83% |
False |
False |
97,855 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0047 |
0.3% |
83% |
False |
False |
81,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4925 |
|
2.618 |
1.4828 |
|
1.618 |
1.4769 |
|
1.000 |
1.4733 |
|
0.618 |
1.4710 |
|
HIGH |
1.4674 |
|
0.618 |
1.4651 |
|
0.500 |
1.4645 |
|
0.382 |
1.4638 |
|
LOW |
1.4615 |
|
0.618 |
1.4579 |
|
1.000 |
1.4556 |
|
1.618 |
1.4520 |
|
2.618 |
1.4461 |
|
4.250 |
1.4364 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4653 |
1.4651 |
| PP |
1.4649 |
1.4645 |
| S1 |
1.4645 |
1.4639 |
|