CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 19-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1.4678 |
1.4687 |
0.0009 |
0.1% |
1.4614 |
High |
1.4685 |
1.4687 |
0.0002 |
0.0% |
1.4720 |
Low |
1.4645 |
1.4687 |
0.0042 |
0.3% |
1.4614 |
Close |
1.4678 |
1.4687 |
0.0009 |
0.1% |
1.4678 |
Range |
0.0040 |
0.0000 |
-0.0040 |
-100.0% |
0.0106 |
ATR |
0.0066 |
0.0062 |
-0.0004 |
-6.2% |
0.0000 |
Volume |
1,267 |
1,067 |
-200 |
-15.8% |
4,470 |
|
Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4687 |
1.4687 |
1.4687 |
|
R3 |
1.4687 |
1.4687 |
1.4687 |
|
R2 |
1.4687 |
1.4687 |
1.4687 |
|
R1 |
1.4687 |
1.4687 |
1.4687 |
1.4687 |
PP |
1.4687 |
1.4687 |
1.4687 |
1.4687 |
S1 |
1.4687 |
1.4687 |
1.4687 |
1.4687 |
S2 |
1.4687 |
1.4687 |
1.4687 |
|
S3 |
1.4687 |
1.4687 |
1.4687 |
|
S4 |
1.4687 |
1.4687 |
1.4687 |
|
|
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% |
0.0021 |
0.1% |
69% |
False |
False |
1,107 |
10 |
1.4720 |
1.4475 |
0.0245 |
1.7% |
0.0026 |
0.2% |
87% |
False |
False |
1,349 |
20 |
1.4720 |
1.4158 |
0.0562 |
3.8% |
0.0027 |
0.2% |
94% |
False |
False |
1,157 |
40 |
1.4720 |
1.4079 |
0.0641 |
4.4% |
0.0032 |
0.2% |
95% |
False |
False |
752 |
60 |
1.4720 |
1.3671 |
0.1049 |
7.1% |
0.0026 |
0.2% |
97% |
False |
False |
532 |
80 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0019 |
0.1% |
97% |
False |
False |
401 |
100 |
1.4720 |
1.3464 |
0.1256 |
8.6% |
0.0015 |
0.1% |
97% |
False |
False |
321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4687 |
2.618 |
1.4687 |
1.618 |
1.4687 |
1.000 |
1.4687 |
0.618 |
1.4687 |
HIGH |
1.4687 |
0.618 |
1.4687 |
0.500 |
1.4687 |
0.382 |
1.4687 |
LOW |
1.4687 |
0.618 |
1.4687 |
1.000 |
1.4687 |
1.618 |
1.4687 |
2.618 |
1.4687 |
4.250 |
1.4687 |
|
|
Fisher Pivots for day following 19-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
1.4687 |
1.4678 |
PP |
1.4687 |
1.4670 |
S1 |
1.4687 |
1.4661 |
|