CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4770 |
1.4795 |
0.0025 |
0.2% |
1.4687 |
| High |
1.4875 |
1.4795 |
-0.0080 |
-0.5% |
1.4855 |
| Low |
1.4770 |
1.4755 |
-0.0015 |
-0.1% |
1.4687 |
| Close |
1.4876 |
1.4770 |
-0.0106 |
-0.7% |
1.4848 |
| Range |
0.0105 |
0.0040 |
-0.0065 |
-61.9% |
0.0168 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.0% |
0.0000 |
| Volume |
3,749 |
3,828 |
79 |
2.1% |
4,445 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4893 |
1.4872 |
1.4792 |
|
| R3 |
1.4853 |
1.4832 |
1.4781 |
|
| R2 |
1.4813 |
1.4813 |
1.4777 |
|
| R1 |
1.4792 |
1.4792 |
1.4774 |
1.4783 |
| PP |
1.4773 |
1.4773 |
1.4773 |
1.4769 |
| S1 |
1.4752 |
1.4752 |
1.4766 |
1.4743 |
| S2 |
1.4733 |
1.4733 |
1.4763 |
|
| S3 |
1.4693 |
1.4712 |
1.4759 |
|
| S4 |
1.4653 |
1.4672 |
1.4748 |
|
|
| 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 |
1.4755 |
0.0162 |
1.1% |
0.0056 |
0.4% |
9% |
False |
True |
3,222 |
| 10 |
1.4917 |
1.4635 |
0.0282 |
1.9% |
0.0039 |
0.3% |
48% |
False |
False |
2,240 |
| 20 |
1.4917 |
1.4445 |
0.0472 |
3.2% |
0.0032 |
0.2% |
69% |
False |
False |
1,760 |
| 40 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0035 |
0.2% |
82% |
False |
False |
1,168 |
| 60 |
1.4917 |
1.3720 |
0.1197 |
8.1% |
0.0031 |
0.2% |
88% |
False |
False |
842 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0023 |
0.2% |
90% |
False |
False |
634 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0019 |
0.1% |
90% |
False |
False |
508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4965 |
|
2.618 |
1.4900 |
|
1.618 |
1.4860 |
|
1.000 |
1.4835 |
|
0.618 |
1.4820 |
|
HIGH |
1.4795 |
|
0.618 |
1.4780 |
|
0.500 |
1.4775 |
|
0.382 |
1.4770 |
|
LOW |
1.4755 |
|
0.618 |
1.4730 |
|
1.000 |
1.4715 |
|
1.618 |
1.4690 |
|
2.618 |
1.4650 |
|
4.250 |
1.4585 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4775 |
1.4836 |
| PP |
1.4773 |
1.4814 |
| S1 |
1.4772 |
1.4792 |
|