CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4403 |
1.4422 |
0.0019 |
0.1% |
1.4730 |
| High |
1.4414 |
1.4450 |
0.0036 |
0.2% |
1.4757 |
| Low |
1.4368 |
1.4401 |
0.0033 |
0.2% |
1.4425 |
| Close |
1.4407 |
1.4420 |
0.0013 |
0.1% |
1.4435 |
| Range |
0.0046 |
0.0049 |
0.0003 |
6.5% |
0.0332 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
236,886 |
154,876 |
-82,010 |
-34.6% |
493,775 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4571 |
1.4544 |
1.4447 |
|
| R3 |
1.4522 |
1.4495 |
1.4433 |
|
| R2 |
1.4473 |
1.4473 |
1.4429 |
|
| R1 |
1.4446 |
1.4446 |
1.4424 |
1.4435 |
| PP |
1.4424 |
1.4424 |
1.4424 |
1.4418 |
| S1 |
1.4397 |
1.4397 |
1.4416 |
1.4386 |
| S2 |
1.4375 |
1.4375 |
1.4411 |
|
| S3 |
1.4326 |
1.4348 |
1.4407 |
|
| S4 |
1.4277 |
1.4299 |
1.4393 |
|
|
| 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% |
0.0077 |
0.5% |
13% |
False |
False |
163,645 |
| 10 |
1.4757 |
1.4368 |
0.0389 |
2.7% |
0.0062 |
0.4% |
13% |
False |
False |
94,532 |
| 20 |
1.4917 |
1.4368 |
0.0549 |
3.8% |
0.0056 |
0.4% |
9% |
False |
False |
49,533 |
| 40 |
1.4917 |
1.4158 |
0.0759 |
5.3% |
0.0042 |
0.3% |
35% |
False |
False |
25,345 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.8% |
0.0040 |
0.3% |
41% |
False |
False |
17,013 |
| 80 |
1.4917 |
1.3671 |
0.1246 |
8.6% |
0.0033 |
0.2% |
60% |
False |
False |
12,782 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0027 |
0.2% |
66% |
False |
False |
10,227 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0022 |
0.2% |
66% |
False |
False |
8,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4658 |
|
2.618 |
1.4578 |
|
1.618 |
1.4529 |
|
1.000 |
1.4499 |
|
0.618 |
1.4480 |
|
HIGH |
1.4450 |
|
0.618 |
1.4431 |
|
0.500 |
1.4426 |
|
0.382 |
1.4420 |
|
LOW |
1.4401 |
|
0.618 |
1.4371 |
|
1.000 |
1.4352 |
|
1.618 |
1.4322 |
|
2.618 |
1.4273 |
|
4.250 |
1.4193 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4426 |
1.4450 |
| PP |
1.4424 |
1.4440 |
| S1 |
1.4422 |
1.4430 |
|