CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4651 |
1.4678 |
0.0027 |
0.2% |
1.4614 |
| High |
1.4660 |
1.4685 |
0.0025 |
0.2% |
1.4720 |
| Low |
1.4635 |
1.4645 |
0.0010 |
0.1% |
1.4614 |
| Close |
1.4635 |
1.4678 |
0.0043 |
0.3% |
1.4678 |
| Range |
0.0025 |
0.0040 |
0.0015 |
60.0% |
0.0106 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,404 |
1,267 |
-137 |
-9.8% |
4,470 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4789 |
1.4774 |
1.4700 |
|
| R3 |
1.4749 |
1.4734 |
1.4689 |
|
| R2 |
1.4709 |
1.4709 |
1.4685 |
|
| R1 |
1.4694 |
1.4694 |
1.4682 |
1.4698 |
| PP |
1.4669 |
1.4669 |
1.4669 |
1.4672 |
| S1 |
1.4654 |
1.4654 |
1.4674 |
1.4658 |
| S2 |
1.4629 |
1.4629 |
1.4671 |
|
| S3 |
1.4589 |
1.4614 |
1.4667 |
|
| S4 |
1.4549 |
1.4574 |
1.4656 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4989 |
1.4939 |
1.4736 |
|
| R3 |
1.4883 |
1.4833 |
1.4707 |
|
| R2 |
1.4777 |
1.4777 |
1.4697 |
|
| R1 |
1.4727 |
1.4727 |
1.4688 |
1.4752 |
| PP |
1.4671 |
1.4671 |
1.4671 |
1.4683 |
| S1 |
1.4621 |
1.4621 |
1.4668 |
1.4646 |
| S2 |
1.4565 |
1.4565 |
1.4659 |
|
| S3 |
1.4459 |
1.4515 |
1.4649 |
|
| S4 |
1.4353 |
1.4409 |
1.4620 |
|
|
| 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% |
60% |
False |
False |
1,445 |
| 10 |
1.4720 |
1.4475 |
0.0245 |
1.7% |
0.0028 |
0.2% |
83% |
False |
False |
1,358 |
| 20 |
1.4720 |
1.4158 |
0.0562 |
3.8% |
0.0029 |
0.2% |
93% |
False |
False |
1,147 |
| 40 |
1.4720 |
1.4079 |
0.0641 |
4.4% |
0.0032 |
0.2% |
93% |
False |
False |
735 |
| 60 |
1.4720 |
1.3608 |
0.1112 |
7.6% |
0.0026 |
0.2% |
96% |
False |
False |
514 |
| 80 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0019 |
0.1% |
97% |
False |
False |
388 |
| 100 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0015 |
0.1% |
97% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4855 |
|
2.618 |
1.4790 |
|
1.618 |
1.4750 |
|
1.000 |
1.4725 |
|
0.618 |
1.4710 |
|
HIGH |
1.4685 |
|
0.618 |
1.4670 |
|
0.500 |
1.4665 |
|
0.382 |
1.4660 |
|
LOW |
1.4645 |
|
0.618 |
1.4620 |
|
1.000 |
1.4605 |
|
1.618 |
1.4580 |
|
2.618 |
1.4540 |
|
4.250 |
1.4475 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4674 |
1.4678 |
| PP |
1.4669 |
1.4678 |
| S1 |
1.4665 |
1.4678 |
|