CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4690 |
1.4687 |
-0.0003 |
0.0% |
1.4686 |
| High |
1.4730 |
1.4757 |
0.0027 |
0.2% |
1.4781 |
| Low |
1.4674 |
1.4680 |
0.0006 |
0.0% |
1.4595 |
| Close |
1.4685 |
1.4727 |
0.0042 |
0.3% |
1.4668 |
| Range |
0.0056 |
0.0077 |
0.0021 |
37.5% |
0.0186 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
39,508 |
99,494 |
59,986 |
151.8% |
78,636 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4952 |
1.4917 |
1.4769 |
|
| R3 |
1.4875 |
1.4840 |
1.4748 |
|
| R2 |
1.4798 |
1.4798 |
1.4741 |
|
| R1 |
1.4763 |
1.4763 |
1.4734 |
1.4781 |
| PP |
1.4721 |
1.4721 |
1.4721 |
1.4730 |
| S1 |
1.4686 |
1.4686 |
1.4720 |
1.4704 |
| S2 |
1.4644 |
1.4644 |
1.4713 |
|
| S3 |
1.4567 |
1.4609 |
1.4706 |
|
| S4 |
1.4490 |
1.4532 |
1.4685 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5239 |
1.5140 |
1.4770 |
|
| R3 |
1.5053 |
1.4954 |
1.4719 |
|
| R2 |
1.4867 |
1.4867 |
1.4702 |
|
| R1 |
1.4768 |
1.4768 |
1.4685 |
1.4725 |
| PP |
1.4681 |
1.4681 |
1.4681 |
1.4660 |
| S1 |
1.4582 |
1.4582 |
1.4651 |
1.4539 |
| S2 |
1.4495 |
1.4495 |
1.4634 |
|
| S3 |
1.4309 |
1.4396 |
1.4617 |
|
| S4 |
1.4123 |
1.4210 |
1.4566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4757 |
1.4595 |
0.0162 |
1.1% |
0.0050 |
0.3% |
81% |
True |
False |
42,148 |
| 10 |
1.4795 |
1.4595 |
0.0200 |
1.4% |
0.0053 |
0.4% |
66% |
False |
False |
25,709 |
| 20 |
1.4917 |
1.4595 |
0.0322 |
2.2% |
0.0046 |
0.3% |
41% |
False |
False |
13,823 |
| 40 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0037 |
0.3% |
75% |
False |
False |
7,421 |
| 60 |
1.4917 |
1.3920 |
0.0997 |
6.8% |
0.0038 |
0.3% |
81% |
False |
False |
5,045 |
| 80 |
1.4917 |
1.3520 |
0.1397 |
9.5% |
0.0029 |
0.2% |
86% |
False |
False |
3,799 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0024 |
0.2% |
87% |
False |
False |
3,040 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0020 |
0.1% |
87% |
False |
False |
2,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5084 |
|
2.618 |
1.4959 |
|
1.618 |
1.4882 |
|
1.000 |
1.4834 |
|
0.618 |
1.4805 |
|
HIGH |
1.4757 |
|
0.618 |
1.4728 |
|
0.500 |
1.4719 |
|
0.382 |
1.4709 |
|
LOW |
1.4680 |
|
0.618 |
1.4632 |
|
1.000 |
1.4603 |
|
1.618 |
1.4555 |
|
2.618 |
1.4478 |
|
4.250 |
1.4353 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4724 |
1.4723 |
| PP |
1.4721 |
1.4719 |
| S1 |
1.4719 |
1.4716 |
|