CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4614 |
1.4695 |
0.0081 |
0.6% |
1.4484 |
| High |
1.4614 |
1.4720 |
0.0106 |
0.7% |
1.4720 |
| Low |
1.4614 |
1.4680 |
0.0066 |
0.5% |
1.4475 |
| Close |
1.4614 |
1.4675 |
0.0061 |
0.4% |
1.4685 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0245 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.2% |
0.0000 |
| Volume |
990 |
809 |
-181 |
-18.3% |
7,953 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4812 |
1.4783 |
1.4697 |
|
| R3 |
1.4772 |
1.4743 |
1.4686 |
|
| R2 |
1.4732 |
1.4732 |
1.4682 |
|
| R1 |
1.4703 |
1.4703 |
1.4679 |
1.4698 |
| PP |
1.4692 |
1.4692 |
1.4692 |
1.4689 |
| S1 |
1.4663 |
1.4663 |
1.4671 |
1.4658 |
| S2 |
1.4652 |
1.4652 |
1.4668 |
|
| S3 |
1.4612 |
1.4623 |
1.4664 |
|
| S4 |
1.4572 |
1.4583 |
1.4653 |
|
|
| 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 |
1.4614 |
0.0106 |
0.7% |
0.0035 |
0.2% |
58% |
True |
False |
1,592 |
| 10 |
1.4720 |
1.4445 |
0.0275 |
1.9% |
0.0025 |
0.2% |
84% |
True |
False |
1,280 |
| 20 |
1.4720 |
1.4158 |
0.0562 |
3.8% |
0.0029 |
0.2% |
92% |
True |
False |
1,052 |
| 40 |
1.4720 |
1.3974 |
0.0746 |
5.1% |
0.0033 |
0.2% |
94% |
True |
False |
672 |
| 60 |
1.4720 |
1.3520 |
0.1200 |
8.2% |
0.0025 |
0.2% |
96% |
True |
False |
470 |
| 80 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0018 |
0.1% |
96% |
True |
False |
354 |
| 100 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0015 |
0.1% |
96% |
True |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4890 |
|
2.618 |
1.4825 |
|
1.618 |
1.4785 |
|
1.000 |
1.4760 |
|
0.618 |
1.4745 |
|
HIGH |
1.4720 |
|
0.618 |
1.4705 |
|
0.500 |
1.4700 |
|
0.382 |
1.4695 |
|
LOW |
1.4680 |
|
0.618 |
1.4655 |
|
1.000 |
1.4640 |
|
1.618 |
1.4615 |
|
2.618 |
1.4575 |
|
4.250 |
1.4510 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4700 |
1.4672 |
| PP |
1.4692 |
1.4670 |
| S1 |
1.4683 |
1.4667 |
|