CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4644 |
1.4718 |
0.0074 |
0.5% |
1.4676 |
| High |
1.4674 |
1.4735 |
0.0061 |
0.4% |
1.4770 |
| Low |
1.4615 |
1.4708 |
0.0093 |
0.6% |
1.4560 |
| Close |
1.4657 |
1.4714 |
0.0057 |
0.4% |
1.4657 |
| Range |
0.0059 |
0.0027 |
-0.0032 |
-54.2% |
0.0210 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
200,007 |
131,279 |
-68,728 |
-34.4% |
894,811 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4800 |
1.4784 |
1.4729 |
|
| R3 |
1.4773 |
1.4757 |
1.4721 |
|
| R2 |
1.4746 |
1.4746 |
1.4719 |
|
| R1 |
1.4730 |
1.4730 |
1.4716 |
1.4725 |
| PP |
1.4719 |
1.4719 |
1.4719 |
1.4716 |
| S1 |
1.4703 |
1.4703 |
1.4712 |
1.4698 |
| S2 |
1.4692 |
1.4692 |
1.4709 |
|
| S3 |
1.4665 |
1.4676 |
1.4707 |
|
| S4 |
1.4638 |
1.4649 |
1.4699 |
|
|
| 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% |
73% |
False |
False |
164,582 |
| 10 |
1.4913 |
1.4560 |
0.0353 |
2.4% |
0.0075 |
0.5% |
44% |
False |
False |
172,639 |
| 20 |
1.4913 |
1.4560 |
0.0353 |
2.4% |
0.0059 |
0.4% |
44% |
False |
False |
150,043 |
| 40 |
1.4913 |
1.4140 |
0.0773 |
5.3% |
0.0057 |
0.4% |
74% |
False |
False |
161,112 |
| 60 |
1.4913 |
1.3883 |
0.1030 |
7.0% |
0.0061 |
0.4% |
81% |
False |
False |
157,319 |
| 80 |
1.4913 |
1.3500 |
0.1413 |
9.6% |
0.0057 |
0.4% |
86% |
False |
False |
123,804 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0052 |
0.4% |
87% |
False |
False |
99,165 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.1% |
0.0047 |
0.3% |
87% |
False |
False |
82,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4850 |
|
2.618 |
1.4806 |
|
1.618 |
1.4779 |
|
1.000 |
1.4762 |
|
0.618 |
1.4752 |
|
HIGH |
1.4735 |
|
0.618 |
1.4725 |
|
0.500 |
1.4722 |
|
0.382 |
1.4718 |
|
LOW |
1.4708 |
|
0.618 |
1.4691 |
|
1.000 |
1.4681 |
|
1.618 |
1.4664 |
|
2.618 |
1.4637 |
|
4.250 |
1.4593 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4722 |
1.4692 |
| PP |
1.4719 |
1.4670 |
| S1 |
1.4717 |
1.4648 |
|