CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4695 |
1.4651 |
-0.0044 |
-0.3% |
1.4484 |
| High |
1.4720 |
1.4660 |
-0.0060 |
-0.4% |
1.4720 |
| Low |
1.4680 |
1.4635 |
-0.0045 |
-0.3% |
1.4475 |
| Close |
1.4675 |
1.4635 |
-0.0040 |
-0.3% |
1.4685 |
| Range |
0.0040 |
0.0025 |
-0.0015 |
-37.5% |
0.0245 |
| ATR |
0.0070 |
0.0067 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
809 |
1,404 |
595 |
73.5% |
7,953 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4718 |
1.4702 |
1.4649 |
|
| R3 |
1.4693 |
1.4677 |
1.4642 |
|
| R2 |
1.4668 |
1.4668 |
1.4640 |
|
| R1 |
1.4652 |
1.4652 |
1.4637 |
1.4648 |
| PP |
1.4643 |
1.4643 |
1.4643 |
1.4641 |
| S1 |
1.4627 |
1.4627 |
1.4633 |
1.4623 |
| S2 |
1.4618 |
1.4618 |
1.4630 |
|
| S3 |
1.4593 |
1.4602 |
1.4628 |
|
| S4 |
1.4568 |
1.4577 |
1.4621 |
|
|
| 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% |
0.0031 |
0.2% |
20% |
False |
False |
1,727 |
| 10 |
1.4720 |
1.4445 |
0.0275 |
1.9% |
0.0028 |
0.2% |
69% |
False |
False |
1,330 |
| 20 |
1.4720 |
1.4158 |
0.0562 |
3.8% |
0.0028 |
0.2% |
85% |
False |
False |
1,103 |
| 40 |
1.4720 |
1.4060 |
0.0660 |
4.5% |
0.0033 |
0.2% |
87% |
False |
False |
705 |
| 60 |
1.4720 |
1.3584 |
0.1136 |
7.8% |
0.0025 |
0.2% |
93% |
False |
False |
494 |
| 80 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0019 |
0.1% |
93% |
False |
False |
372 |
| 100 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0015 |
0.1% |
93% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4766 |
|
2.618 |
1.4725 |
|
1.618 |
1.4700 |
|
1.000 |
1.4685 |
|
0.618 |
1.4675 |
|
HIGH |
1.4660 |
|
0.618 |
1.4650 |
|
0.500 |
1.4648 |
|
0.382 |
1.4645 |
|
LOW |
1.4635 |
|
0.618 |
1.4620 |
|
1.000 |
1.4610 |
|
1.618 |
1.4595 |
|
2.618 |
1.4570 |
|
4.250 |
1.4529 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4648 |
1.4667 |
| PP |
1.4643 |
1.4656 |
| S1 |
1.4639 |
1.4646 |
|