CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4526 |
1.4403 |
-0.0123 |
-0.8% |
1.4730 |
| High |
1.4532 |
1.4414 |
-0.0118 |
-0.8% |
1.4757 |
| Low |
1.4425 |
1.4368 |
-0.0057 |
-0.4% |
1.4425 |
| Close |
1.4435 |
1.4407 |
-0.0028 |
-0.2% |
1.4435 |
| Range |
0.0107 |
0.0046 |
-0.0061 |
-57.0% |
0.0332 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
191,977 |
236,886 |
44,909 |
23.4% |
493,775 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4534 |
1.4517 |
1.4432 |
|
| R3 |
1.4488 |
1.4471 |
1.4420 |
|
| R2 |
1.4442 |
1.4442 |
1.4415 |
|
| R1 |
1.4425 |
1.4425 |
1.4411 |
1.4434 |
| PP |
1.4396 |
1.4396 |
1.4396 |
1.4401 |
| S1 |
1.4379 |
1.4379 |
1.4403 |
1.4388 |
| S2 |
1.4350 |
1.4350 |
1.4399 |
|
| S3 |
1.4304 |
1.4333 |
1.4394 |
|
| S4 |
1.4258 |
1.4287 |
1.4382 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5535 |
1.5317 |
1.4618 |
|
| R3 |
1.5203 |
1.4985 |
1.4526 |
|
| R2 |
1.4871 |
1.4871 |
1.4496 |
|
| R1 |
1.4653 |
1.4653 |
1.4465 |
1.4596 |
| PP |
1.4539 |
1.4539 |
1.4539 |
1.4511 |
| S1 |
1.4321 |
1.4321 |
1.4405 |
1.4264 |
| S2 |
1.4207 |
1.4207 |
1.4374 |
|
| S3 |
1.3875 |
1.3989 |
1.4344 |
|
| S4 |
1.3543 |
1.3657 |
1.4252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4757 |
1.4368 |
0.0389 |
2.7% |
0.0078 |
0.5% |
10% |
False |
True |
140,571 |
| 10 |
1.4781 |
1.4368 |
0.0413 |
2.9% |
0.0060 |
0.4% |
9% |
False |
True |
79,823 |
| 20 |
1.4917 |
1.4368 |
0.0549 |
3.8% |
0.0054 |
0.4% |
7% |
False |
True |
41,842 |
| 40 |
1.4917 |
1.4158 |
0.0759 |
5.3% |
0.0041 |
0.3% |
33% |
False |
False |
21,495 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.8% |
0.0039 |
0.3% |
39% |
False |
False |
14,437 |
| 80 |
1.4917 |
1.3608 |
0.1309 |
9.1% |
0.0033 |
0.2% |
61% |
False |
False |
10,846 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0026 |
0.2% |
65% |
False |
False |
8,679 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0022 |
0.2% |
65% |
False |
False |
7,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4610 |
|
2.618 |
1.4534 |
|
1.618 |
1.4488 |
|
1.000 |
1.4460 |
|
0.618 |
1.4442 |
|
HIGH |
1.4414 |
|
0.618 |
1.4396 |
|
0.500 |
1.4391 |
|
0.382 |
1.4386 |
|
LOW |
1.4368 |
|
0.618 |
1.4340 |
|
1.000 |
1.4322 |
|
1.618 |
1.4294 |
|
2.618 |
1.4248 |
|
4.250 |
1.4173 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4402 |
1.4531 |
| PP |
1.4396 |
1.4489 |
| S1 |
1.4391 |
1.4448 |
|