CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4686 |
1.4767 |
0.0081 |
0.6% |
1.4860 |
| High |
1.4688 |
1.4781 |
0.0093 |
0.6% |
1.4917 |
| Low |
1.4670 |
1.4756 |
0.0086 |
0.6% |
1.4657 |
| Close |
1.4687 |
1.4781 |
0.0094 |
0.6% |
1.4655 |
| Range |
0.0018 |
0.0025 |
0.0007 |
38.9% |
0.0260 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.3% |
0.0000 |
| Volume |
11,061 |
7,786 |
-3,275 |
-29.6% |
23,111 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4848 |
1.4839 |
1.4795 |
|
| R3 |
1.4823 |
1.4814 |
1.4788 |
|
| R2 |
1.4798 |
1.4798 |
1.4786 |
|
| R1 |
1.4789 |
1.4789 |
1.4783 |
1.4794 |
| PP |
1.4773 |
1.4773 |
1.4773 |
1.4775 |
| S1 |
1.4764 |
1.4764 |
1.4779 |
1.4769 |
| S2 |
1.4748 |
1.4748 |
1.4776 |
|
| S3 |
1.4723 |
1.4739 |
1.4774 |
|
| S4 |
1.4698 |
1.4714 |
1.4767 |
|
|
| 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 |
1.4875 |
1.4657 |
0.0218 |
1.5% |
0.0064 |
0.4% |
57% |
False |
False |
6,849 |
| 10 |
1.4917 |
1.4657 |
0.0260 |
1.8% |
0.0050 |
0.3% |
48% |
False |
False |
4,533 |
| 20 |
1.4917 |
1.4475 |
0.0442 |
3.0% |
0.0038 |
0.3% |
69% |
False |
False |
2,941 |
| 40 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0036 |
0.2% |
84% |
False |
False |
1,816 |
| 60 |
1.4917 |
1.3841 |
0.1076 |
7.3% |
0.0033 |
0.2% |
87% |
False |
False |
1,286 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0026 |
0.2% |
91% |
False |
False |
967 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0020 |
0.1% |
91% |
False |
False |
774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4887 |
|
2.618 |
1.4846 |
|
1.618 |
1.4821 |
|
1.000 |
1.4806 |
|
0.618 |
1.4796 |
|
HIGH |
1.4781 |
|
0.618 |
1.4771 |
|
0.500 |
1.4769 |
|
0.382 |
1.4766 |
|
LOW |
1.4756 |
|
0.618 |
1.4741 |
|
1.000 |
1.4731 |
|
1.618 |
1.4716 |
|
2.618 |
1.4691 |
|
4.250 |
1.4650 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4777 |
1.4761 |
| PP |
1.4773 |
1.4742 |
| S1 |
1.4769 |
1.4722 |
|