CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4842 |
1.4816 |
-0.0026 |
-0.2% |
1.4687 |
| High |
1.4855 |
1.4848 |
-0.0007 |
0.0% |
1.4855 |
| Low |
1.4842 |
1.4816 |
-0.0026 |
-0.2% |
1.4687 |
| Close |
1.4860 |
1.4848 |
-0.0012 |
-0.1% |
1.4848 |
| Range |
0.0013 |
0.0032 |
0.0019 |
146.2% |
0.0168 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
2,153 |
825 |
-1,328 |
-61.7% |
4,445 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4933 |
1.4923 |
1.4866 |
|
| R3 |
1.4901 |
1.4891 |
1.4857 |
|
| R2 |
1.4869 |
1.4869 |
1.4854 |
|
| R1 |
1.4859 |
1.4859 |
1.4851 |
1.4864 |
| PP |
1.4837 |
1.4837 |
1.4837 |
1.4840 |
| S1 |
1.4827 |
1.4827 |
1.4845 |
1.4832 |
| S2 |
1.4805 |
1.4805 |
1.4842 |
|
| S3 |
1.4773 |
1.4795 |
1.4839 |
|
| S4 |
1.4741 |
1.4763 |
1.4830 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5301 |
1.5242 |
1.4940 |
|
| R3 |
1.5133 |
1.5074 |
1.4894 |
|
| R2 |
1.4965 |
1.4965 |
1.4879 |
|
| R1 |
1.4906 |
1.4906 |
1.4863 |
1.4936 |
| PP |
1.4797 |
1.4797 |
1.4797 |
1.4811 |
| S1 |
1.4738 |
1.4738 |
1.4833 |
1.4768 |
| S2 |
1.4629 |
1.4629 |
1.4817 |
|
| S3 |
1.4461 |
1.4570 |
1.4802 |
|
| S4 |
1.4293 |
1.4402 |
1.4756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4855 |
1.4645 |
0.0210 |
1.4% |
0.0023 |
0.2% |
97% |
False |
False |
1,142 |
| 10 |
1.4855 |
1.4614 |
0.0241 |
1.6% |
0.0027 |
0.2% |
97% |
False |
False |
1,435 |
| 20 |
1.4855 |
1.4313 |
0.0542 |
3.7% |
0.0025 |
0.2% |
99% |
False |
False |
1,194 |
| 40 |
1.4855 |
1.4079 |
0.0776 |
5.2% |
0.0032 |
0.2% |
99% |
False |
False |
825 |
| 60 |
1.4855 |
1.3671 |
0.1184 |
8.0% |
0.0027 |
0.2% |
99% |
False |
False |
588 |
| 80 |
1.4855 |
1.3464 |
0.1391 |
9.4% |
0.0020 |
0.1% |
99% |
False |
False |
443 |
| 100 |
1.4855 |
1.3464 |
0.1391 |
9.4% |
0.0016 |
0.1% |
99% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4984 |
|
2.618 |
1.4932 |
|
1.618 |
1.4900 |
|
1.000 |
1.4880 |
|
0.618 |
1.4868 |
|
HIGH |
1.4848 |
|
0.618 |
1.4836 |
|
0.500 |
1.4832 |
|
0.382 |
1.4828 |
|
LOW |
1.4816 |
|
0.618 |
1.4796 |
|
1.000 |
1.4784 |
|
1.618 |
1.4764 |
|
2.618 |
1.4732 |
|
4.250 |
1.4680 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4843 |
1.4841 |
| PP |
1.4837 |
1.4834 |
| S1 |
1.4832 |
1.4828 |
|