CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4785 |
1.4686 |
-0.0099 |
-0.7% |
1.4860 |
| High |
1.4787 |
1.4688 |
-0.0099 |
-0.7% |
1.4917 |
| Low |
1.4657 |
1.4670 |
0.0013 |
0.1% |
1.4657 |
| Close |
1.4655 |
1.4687 |
0.0032 |
0.2% |
1.4655 |
| Range |
0.0130 |
0.0018 |
-0.0112 |
-86.2% |
0.0260 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
7,824 |
11,061 |
3,237 |
41.4% |
23,111 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4736 |
1.4729 |
1.4697 |
|
| R3 |
1.4718 |
1.4711 |
1.4692 |
|
| R2 |
1.4700 |
1.4700 |
1.4690 |
|
| R1 |
1.4693 |
1.4693 |
1.4689 |
1.4697 |
| PP |
1.4682 |
1.4682 |
1.4682 |
1.4683 |
| S1 |
1.4675 |
1.4675 |
1.4685 |
1.4679 |
| S2 |
1.4664 |
1.4664 |
1.4684 |
|
| S3 |
1.4646 |
1.4657 |
1.4682 |
|
| S4 |
1.4628 |
1.4639 |
1.4677 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5523 |
1.5349 |
1.4798 |
|
| R3 |
1.5263 |
1.5089 |
1.4727 |
|
| R2 |
1.5003 |
1.5003 |
1.4703 |
|
| R1 |
1.4829 |
1.4829 |
1.4679 |
1.4786 |
| PP |
1.4743 |
1.4743 |
1.4743 |
1.4722 |
| S1 |
1.4569 |
1.4569 |
1.4631 |
1.4526 |
| S2 |
1.4483 |
1.4483 |
1.4607 |
|
| S3 |
1.4223 |
1.4309 |
1.4584 |
|
| S4 |
1.3963 |
1.4049 |
1.4512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4917 |
1.4657 |
0.0260 |
1.8% |
0.0075 |
0.5% |
12% |
False |
False |
6,456 |
| 10 |
1.4917 |
1.4657 |
0.0260 |
1.8% |
0.0048 |
0.3% |
12% |
False |
False |
3,861 |
| 20 |
1.4917 |
1.4475 |
0.0442 |
3.0% |
0.0038 |
0.3% |
48% |
False |
False |
2,609 |
| 40 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0035 |
0.2% |
73% |
False |
False |
1,626 |
| 60 |
1.4917 |
1.3820 |
0.1097 |
7.5% |
0.0033 |
0.2% |
79% |
False |
False |
1,156 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0025 |
0.2% |
84% |
False |
False |
870 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0020 |
0.1% |
84% |
False |
False |
696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4765 |
|
2.618 |
1.4735 |
|
1.618 |
1.4717 |
|
1.000 |
1.4706 |
|
0.618 |
1.4699 |
|
HIGH |
1.4688 |
|
0.618 |
1.4681 |
|
0.500 |
1.4679 |
|
0.382 |
1.4677 |
|
LOW |
1.4670 |
|
0.618 |
1.4659 |
|
1.000 |
1.4652 |
|
1.618 |
1.4641 |
|
2.618 |
1.4623 |
|
4.250 |
1.4594 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4684 |
1.4726 |
| PP |
1.4682 |
1.4713 |
| S1 |
1.4679 |
1.4700 |
|