CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4860 |
1.4917 |
0.0057 |
0.4% |
1.4687 |
| High |
1.4883 |
1.4917 |
0.0034 |
0.2% |
1.4855 |
| Low |
1.4860 |
1.4835 |
-0.0025 |
-0.2% |
1.4687 |
| Close |
1.4883 |
1.4863 |
-0.0020 |
-0.1% |
1.4848 |
| Range |
0.0023 |
0.0082 |
0.0059 |
256.5% |
0.0168 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.4% |
0.0000 |
| Volume |
1,888 |
5,822 |
3,934 |
208.4% |
4,445 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5118 |
1.5072 |
1.4908 |
|
| R3 |
1.5036 |
1.4990 |
1.4886 |
|
| R2 |
1.4954 |
1.4954 |
1.4878 |
|
| R1 |
1.4908 |
1.4908 |
1.4871 |
1.4890 |
| PP |
1.4872 |
1.4872 |
1.4872 |
1.4863 |
| S1 |
1.4826 |
1.4826 |
1.4855 |
1.4808 |
| S2 |
1.4790 |
1.4790 |
1.4848 |
|
| S3 |
1.4708 |
1.4744 |
1.4840 |
|
| S4 |
1.4626 |
1.4662 |
1.4818 |
|
|
| 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 |
1.4917 |
1.4800 |
0.0117 |
0.8% |
0.0036 |
0.2% |
54% |
True |
False |
2,217 |
| 10 |
1.4917 |
1.4614 |
0.0303 |
2.0% |
0.0029 |
0.2% |
82% |
True |
False |
1,662 |
| 20 |
1.4917 |
1.4399 |
0.0518 |
3.5% |
0.0028 |
0.2% |
90% |
True |
False |
1,449 |
| 40 |
1.4917 |
1.4079 |
0.0838 |
5.6% |
0.0032 |
0.2% |
94% |
True |
False |
1,005 |
| 60 |
1.4917 |
1.3673 |
0.1244 |
8.4% |
0.0028 |
0.2% |
96% |
True |
False |
716 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0022 |
0.1% |
96% |
True |
False |
539 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0017 |
0.1% |
96% |
True |
False |
432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5266 |
|
2.618 |
1.5132 |
|
1.618 |
1.5050 |
|
1.000 |
1.4999 |
|
0.618 |
1.4968 |
|
HIGH |
1.4917 |
|
0.618 |
1.4886 |
|
0.500 |
1.4876 |
|
0.382 |
1.4866 |
|
LOW |
1.4835 |
|
0.618 |
1.4784 |
|
1.000 |
1.4753 |
|
1.618 |
1.4702 |
|
2.618 |
1.4620 |
|
4.250 |
1.4487 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4876 |
1.4867 |
| PP |
1.4872 |
1.4865 |
| S1 |
1.4867 |
1.4864 |
|