CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4917 |
1.4770 |
-0.0147 |
-1.0% |
1.4687 |
| High |
1.4917 |
1.4875 |
-0.0042 |
-0.3% |
1.4855 |
| Low |
1.4835 |
1.4770 |
-0.0065 |
-0.4% |
1.4687 |
| Close |
1.4863 |
1.4876 |
0.0013 |
0.1% |
1.4848 |
| Range |
0.0082 |
0.0105 |
0.0023 |
28.0% |
0.0168 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.8% |
0.0000 |
| Volume |
5,822 |
3,749 |
-2,073 |
-35.6% |
4,445 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5155 |
1.5121 |
1.4934 |
|
| R3 |
1.5050 |
1.5016 |
1.4905 |
|
| R2 |
1.4945 |
1.4945 |
1.4895 |
|
| R1 |
1.4911 |
1.4911 |
1.4886 |
1.4928 |
| PP |
1.4840 |
1.4840 |
1.4840 |
1.4849 |
| S1 |
1.4806 |
1.4806 |
1.4866 |
1.4823 |
| S2 |
1.4735 |
1.4735 |
1.4857 |
|
| S3 |
1.4630 |
1.4701 |
1.4847 |
|
| S4 |
1.4525 |
1.4596 |
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 |
1.4770 |
0.0147 |
1.0% |
0.0051 |
0.3% |
72% |
False |
True |
2,887 |
| 10 |
1.4917 |
1.4635 |
0.0282 |
1.9% |
0.0039 |
0.3% |
85% |
False |
False |
1,938 |
| 20 |
1.4917 |
1.4438 |
0.0479 |
3.2% |
0.0031 |
0.2% |
91% |
False |
False |
1,600 |
| 40 |
1.4917 |
1.4079 |
0.0838 |
5.6% |
0.0034 |
0.2% |
95% |
False |
False |
1,083 |
| 60 |
1.4917 |
1.3673 |
0.1244 |
8.4% |
0.0030 |
0.2% |
97% |
False |
False |
778 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0023 |
0.2% |
97% |
False |
False |
586 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0018 |
0.1% |
97% |
False |
False |
469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5321 |
|
2.618 |
1.5150 |
|
1.618 |
1.5045 |
|
1.000 |
1.4980 |
|
0.618 |
1.4940 |
|
HIGH |
1.4875 |
|
0.618 |
1.4835 |
|
0.500 |
1.4823 |
|
0.382 |
1.4810 |
|
LOW |
1.4770 |
|
0.618 |
1.4705 |
|
1.000 |
1.4665 |
|
1.618 |
1.4600 |
|
2.618 |
1.4495 |
|
4.250 |
1.4324 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4858 |
1.4865 |
| PP |
1.4840 |
1.4854 |
| S1 |
1.4823 |
1.4844 |
|