CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4687 |
1.4692 |
0.0005 |
0.0% |
1.4686 |
| High |
1.4757 |
1.4693 |
-0.0064 |
-0.4% |
1.4781 |
| Low |
1.4680 |
1.4588 |
-0.0092 |
-0.6% |
1.4595 |
| Close |
1.4727 |
1.4631 |
-0.0096 |
-0.7% |
1.4668 |
| Range |
0.0077 |
0.0105 |
0.0028 |
36.4% |
0.0186 |
| ATR |
0.0073 |
0.0078 |
0.0005 |
6.4% |
0.0000 |
| Volume |
99,494 |
134,992 |
35,498 |
35.7% |
78,636 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4952 |
1.4897 |
1.4689 |
|
| R3 |
1.4847 |
1.4792 |
1.4660 |
|
| R2 |
1.4742 |
1.4742 |
1.4650 |
|
| R1 |
1.4687 |
1.4687 |
1.4641 |
1.4662 |
| PP |
1.4637 |
1.4637 |
1.4637 |
1.4625 |
| S1 |
1.4582 |
1.4582 |
1.4621 |
1.4557 |
| S2 |
1.4532 |
1.4532 |
1.4612 |
|
| S3 |
1.4427 |
1.4477 |
1.4602 |
|
| S4 |
1.4322 |
1.4372 |
1.4573 |
|
|
| 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 |
1.4588 |
0.0169 |
1.2% |
0.0058 |
0.4% |
25% |
False |
True |
64,876 |
| 10 |
1.4787 |
1.4588 |
0.0199 |
1.4% |
0.0059 |
0.4% |
22% |
False |
True |
38,825 |
| 20 |
1.4917 |
1.4588 |
0.0329 |
2.2% |
0.0049 |
0.3% |
13% |
False |
True |
20,533 |
| 40 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0039 |
0.3% |
62% |
False |
False |
10,792 |
| 60 |
1.4917 |
1.3974 |
0.0943 |
6.4% |
0.0038 |
0.3% |
70% |
False |
False |
7,292 |
| 80 |
1.4917 |
1.3520 |
0.1397 |
9.5% |
0.0031 |
0.2% |
80% |
False |
False |
5,486 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0025 |
0.2% |
80% |
False |
False |
4,390 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0021 |
0.1% |
80% |
False |
False |
3,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5139 |
|
2.618 |
1.4968 |
|
1.618 |
1.4863 |
|
1.000 |
1.4798 |
|
0.618 |
1.4758 |
|
HIGH |
1.4693 |
|
0.618 |
1.4653 |
|
0.500 |
1.4641 |
|
0.382 |
1.4628 |
|
LOW |
1.4588 |
|
0.618 |
1.4523 |
|
1.000 |
1.4483 |
|
1.618 |
1.4418 |
|
2.618 |
1.4313 |
|
4.250 |
1.4142 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4641 |
1.4673 |
| PP |
1.4637 |
1.4659 |
| S1 |
1.4634 |
1.4645 |
|