CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 13-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1.4670 |
1.4614 |
-0.0056 |
-0.4% |
1.4484 |
High |
1.4710 |
1.4614 |
-0.0096 |
-0.7% |
1.4720 |
Low |
1.4660 |
1.4614 |
-0.0046 |
-0.3% |
1.4475 |
Close |
1.4685 |
1.4614 |
-0.0071 |
-0.5% |
1.4685 |
Range |
0.0050 |
0.0000 |
-0.0050 |
-100.0% |
0.0245 |
ATR |
0.0066 |
0.0067 |
0.0000 |
0.5% |
0.0000 |
Volume |
2,756 |
990 |
-1,766 |
-64.1% |
7,953 |
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4614 |
1.4614 |
1.4614 |
|
R3 |
1.4614 |
1.4614 |
1.4614 |
|
R2 |
1.4614 |
1.4614 |
1.4614 |
|
R1 |
1.4614 |
1.4614 |
1.4614 |
1.4614 |
PP |
1.4614 |
1.4614 |
1.4614 |
1.4614 |
S1 |
1.4614 |
1.4614 |
1.4614 |
1.4614 |
S2 |
1.4614 |
1.4614 |
1.4614 |
|
S3 |
1.4614 |
1.4614 |
1.4614 |
|
S4 |
1.4614 |
1.4614 |
1.4614 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5362 |
1.5268 |
1.4820 |
|
R3 |
1.5117 |
1.5023 |
1.4752 |
|
R2 |
1.4872 |
1.4872 |
1.4730 |
|
R1 |
1.4778 |
1.4778 |
1.4707 |
1.4825 |
PP |
1.4627 |
1.4627 |
1.4627 |
1.4650 |
S1 |
1.4533 |
1.4533 |
1.4663 |
1.4580 |
S2 |
1.4382 |
1.4382 |
1.4640 |
|
S3 |
1.4137 |
1.4288 |
1.4618 |
|
S4 |
1.3892 |
1.4043 |
1.4550 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4720 |
1.4575 |
0.0145 |
1.0% |
0.0029 |
0.2% |
27% |
False |
False |
1,613 |
10 |
1.4720 |
1.4438 |
0.0282 |
1.9% |
0.0022 |
0.2% |
62% |
False |
False |
1,262 |
20 |
1.4720 |
1.4158 |
0.0562 |
3.8% |
0.0029 |
0.2% |
81% |
False |
False |
1,019 |
40 |
1.4720 |
1.3920 |
0.0800 |
5.5% |
0.0034 |
0.2% |
87% |
False |
False |
656 |
60 |
1.4720 |
1.3520 |
0.1200 |
8.2% |
0.0024 |
0.2% |
91% |
False |
False |
457 |
80 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0018 |
0.1% |
92% |
False |
False |
344 |
100 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0015 |
0.1% |
92% |
False |
False |
276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4614 |
2.618 |
1.4614 |
1.618 |
1.4614 |
1.000 |
1.4614 |
0.618 |
1.4614 |
HIGH |
1.4614 |
0.618 |
1.4614 |
0.500 |
1.4614 |
0.382 |
1.4614 |
LOW |
1.4614 |
0.618 |
1.4614 |
1.000 |
1.4614 |
1.618 |
1.4614 |
2.618 |
1.4614 |
4.250 |
1.4614 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1.4614 |
1.4665 |
PP |
1.4614 |
1.4648 |
S1 |
1.4614 |
1.4631 |
|