CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4767 |
1.4685 |
-0.0082 |
-0.6% |
1.4860 |
| High |
1.4781 |
1.4688 |
-0.0093 |
-0.6% |
1.4917 |
| Low |
1.4756 |
1.4625 |
-0.0131 |
-0.9% |
1.4657 |
| Close |
1.4781 |
1.4630 |
-0.0151 |
-1.0% |
1.4655 |
| Range |
0.0025 |
0.0063 |
0.0038 |
152.0% |
0.0260 |
| ATR |
0.0073 |
0.0079 |
0.0006 |
8.2% |
0.0000 |
| Volume |
7,786 |
15,851 |
8,065 |
103.6% |
23,111 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4837 |
1.4796 |
1.4665 |
|
| R3 |
1.4774 |
1.4733 |
1.4647 |
|
| R2 |
1.4711 |
1.4711 |
1.4642 |
|
| R1 |
1.4670 |
1.4670 |
1.4636 |
1.4659 |
| PP |
1.4648 |
1.4648 |
1.4648 |
1.4642 |
| S1 |
1.4607 |
1.4607 |
1.4624 |
1.4596 |
| S2 |
1.4585 |
1.4585 |
1.4618 |
|
| S3 |
1.4522 |
1.4544 |
1.4613 |
|
| S4 |
1.4459 |
1.4481 |
1.4595 |
|
|
| 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 |
1.4795 |
1.4625 |
0.0170 |
1.2% |
0.0055 |
0.4% |
3% |
False |
True |
9,270 |
| 10 |
1.4917 |
1.4625 |
0.0292 |
2.0% |
0.0053 |
0.4% |
2% |
False |
True |
6,078 |
| 20 |
1.4917 |
1.4575 |
0.0342 |
2.3% |
0.0041 |
0.3% |
16% |
False |
False |
3,690 |
| 40 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0037 |
0.3% |
66% |
False |
False |
2,202 |
| 60 |
1.4917 |
1.3882 |
0.1035 |
7.1% |
0.0034 |
0.2% |
72% |
False |
False |
1,549 |
| 80 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0026 |
0.2% |
80% |
False |
False |
1,165 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0021 |
0.1% |
80% |
False |
False |
933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4956 |
|
2.618 |
1.4853 |
|
1.618 |
1.4790 |
|
1.000 |
1.4751 |
|
0.618 |
1.4727 |
|
HIGH |
1.4688 |
|
0.618 |
1.4664 |
|
0.500 |
1.4657 |
|
0.382 |
1.4649 |
|
LOW |
1.4625 |
|
0.618 |
1.4586 |
|
1.000 |
1.4562 |
|
1.618 |
1.4523 |
|
2.618 |
1.4460 |
|
4.250 |
1.4357 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4657 |
1.4703 |
| PP |
1.4648 |
1.4679 |
| S1 |
1.4639 |
1.4654 |
|