CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4684 |
1.4515 |
-0.0169 |
-1.2% |
1.4718 |
| High |
1.4685 |
1.4515 |
-0.0170 |
-1.2% |
1.4745 |
| Low |
1.4582 |
1.4412 |
-0.0170 |
-1.2% |
1.4412 |
| Close |
1.4622 |
1.4424 |
-0.0198 |
-1.4% |
1.4424 |
| Range |
0.0103 |
0.0103 |
0.0000 |
0.0% |
0.0333 |
| ATR |
0.0087 |
0.0096 |
0.0009 |
10.2% |
0.0000 |
| Volume |
123,124 |
112,047 |
-11,077 |
-9.0% |
637,493 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4759 |
1.4695 |
1.4481 |
|
| R3 |
1.4656 |
1.4592 |
1.4452 |
|
| R2 |
1.4553 |
1.4553 |
1.4443 |
|
| R1 |
1.4489 |
1.4489 |
1.4433 |
1.4470 |
| PP |
1.4450 |
1.4450 |
1.4450 |
1.4441 |
| S1 |
1.4386 |
1.4386 |
1.4415 |
1.4367 |
| S2 |
1.4347 |
1.4347 |
1.4405 |
|
| S3 |
1.4244 |
1.4283 |
1.4396 |
|
| S4 |
1.4141 |
1.4180 |
1.4367 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5526 |
1.5308 |
1.4607 |
|
| R3 |
1.5193 |
1.4975 |
1.4516 |
|
| R2 |
1.4860 |
1.4860 |
1.4485 |
|
| R1 |
1.4642 |
1.4642 |
1.4455 |
1.4585 |
| PP |
1.4527 |
1.4527 |
1.4527 |
1.4498 |
| S1 |
1.4309 |
1.4309 |
1.4393 |
1.4252 |
| S2 |
1.4194 |
1.4194 |
1.4363 |
|
| S3 |
1.3861 |
1.3976 |
1.4332 |
|
| S4 |
1.3528 |
1.3643 |
1.4241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4745 |
1.4412 |
0.0333 |
2.3% |
0.0070 |
0.5% |
4% |
False |
True |
127,498 |
| 10 |
1.4770 |
1.4412 |
0.0358 |
2.5% |
0.0067 |
0.5% |
3% |
False |
True |
153,230 |
| 20 |
1.4913 |
1.4412 |
0.0501 |
3.5% |
0.0065 |
0.4% |
2% |
False |
True |
159,684 |
| 40 |
1.4913 |
1.4140 |
0.0773 |
5.4% |
0.0061 |
0.4% |
37% |
False |
False |
157,060 |
| 60 |
1.4913 |
1.4047 |
0.0866 |
6.0% |
0.0061 |
0.4% |
44% |
False |
False |
155,814 |
| 80 |
1.4913 |
1.3590 |
0.1323 |
9.2% |
0.0059 |
0.4% |
63% |
False |
False |
130,083 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.3% |
0.0054 |
0.4% |
67% |
False |
False |
104,218 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.3% |
0.0049 |
0.3% |
67% |
False |
False |
86,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4953 |
|
2.618 |
1.4785 |
|
1.618 |
1.4682 |
|
1.000 |
1.4618 |
|
0.618 |
1.4579 |
|
HIGH |
1.4515 |
|
0.618 |
1.4476 |
|
0.500 |
1.4464 |
|
0.382 |
1.4451 |
|
LOW |
1.4412 |
|
0.618 |
1.4348 |
|
1.000 |
1.4309 |
|
1.618 |
1.4245 |
|
2.618 |
1.4142 |
|
4.250 |
1.3974 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4464 |
1.4579 |
| PP |
1.4450 |
1.4527 |
| S1 |
1.4437 |
1.4476 |
|