CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4515 |
1.4389 |
-0.0126 |
-0.9% |
1.4718 |
| High |
1.4515 |
1.4398 |
-0.0117 |
-0.8% |
1.4745 |
| Low |
1.4412 |
1.4370 |
-0.0042 |
-0.3% |
1.4412 |
| Close |
1.4424 |
1.4383 |
-0.0041 |
-0.3% |
1.4424 |
| Range |
0.0103 |
0.0028 |
-0.0075 |
-72.8% |
0.0333 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
112,047 |
72,716 |
-39,331 |
-35.1% |
637,493 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4468 |
1.4453 |
1.4398 |
|
| R3 |
1.4440 |
1.4425 |
1.4391 |
|
| R2 |
1.4412 |
1.4412 |
1.4388 |
|
| R1 |
1.4397 |
1.4397 |
1.4386 |
1.4391 |
| PP |
1.4384 |
1.4384 |
1.4384 |
1.4380 |
| S1 |
1.4369 |
1.4369 |
1.4380 |
1.4363 |
| S2 |
1.4356 |
1.4356 |
1.4378 |
|
| S3 |
1.4328 |
1.4341 |
1.4375 |
|
| S4 |
1.4300 |
1.4313 |
1.4368 |
|
|
| 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 |
1.4370 |
0.0375 |
2.6% |
0.0070 |
0.5% |
3% |
False |
True |
115,786 |
| 10 |
1.4770 |
1.4370 |
0.0400 |
2.8% |
0.0067 |
0.5% |
3% |
False |
True |
140,184 |
| 20 |
1.4913 |
1.4370 |
0.0543 |
3.8% |
0.0064 |
0.4% |
2% |
False |
True |
153,987 |
| 40 |
1.4913 |
1.4140 |
0.0773 |
5.4% |
0.0060 |
0.4% |
31% |
False |
False |
155,102 |
| 60 |
1.4913 |
1.4047 |
0.0866 |
6.0% |
0.0061 |
0.4% |
39% |
False |
False |
153,804 |
| 80 |
1.4913 |
1.3600 |
0.1313 |
9.1% |
0.0059 |
0.4% |
60% |
False |
False |
130,982 |
| 100 |
1.4913 |
1.3430 |
0.1483 |
10.3% |
0.0054 |
0.4% |
64% |
False |
False |
104,941 |
| 120 |
1.4913 |
1.3430 |
0.1483 |
10.3% |
0.0049 |
0.3% |
64% |
False |
False |
87,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4517 |
|
2.618 |
1.4471 |
|
1.618 |
1.4443 |
|
1.000 |
1.4426 |
|
0.618 |
1.4415 |
|
HIGH |
1.4398 |
|
0.618 |
1.4387 |
|
0.500 |
1.4384 |
|
0.382 |
1.4381 |
|
LOW |
1.4370 |
|
0.618 |
1.4353 |
|
1.000 |
1.4342 |
|
1.618 |
1.4325 |
|
2.618 |
1.4297 |
|
4.250 |
1.4251 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4384 |
1.4528 |
| PP |
1.4384 |
1.4479 |
| S1 |
1.4383 |
1.4431 |
|