CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4422 |
1.4395 |
-0.0027 |
-0.2% |
1.4730 |
| High |
1.4450 |
1.4415 |
-0.0035 |
-0.2% |
1.4757 |
| Low |
1.4401 |
1.4340 |
-0.0061 |
-0.4% |
1.4425 |
| Close |
1.4420 |
1.4394 |
-0.0026 |
-0.2% |
1.4435 |
| Range |
0.0049 |
0.0075 |
0.0026 |
53.1% |
0.0332 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
154,876 |
116,355 |
-38,521 |
-24.9% |
493,775 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4608 |
1.4576 |
1.4435 |
|
| R3 |
1.4533 |
1.4501 |
1.4415 |
|
| R2 |
1.4458 |
1.4458 |
1.4408 |
|
| R1 |
1.4426 |
1.4426 |
1.4401 |
1.4405 |
| PP |
1.4383 |
1.4383 |
1.4383 |
1.4372 |
| S1 |
1.4351 |
1.4351 |
1.4387 |
1.4330 |
| S2 |
1.4308 |
1.4308 |
1.4380 |
|
| S3 |
1.4233 |
1.4276 |
1.4373 |
|
| S4 |
1.4158 |
1.4201 |
1.4353 |
|
|
| 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 |
1.4693 |
1.4340 |
0.0353 |
2.5% |
0.0076 |
0.5% |
15% |
False |
True |
167,017 |
| 10 |
1.4757 |
1.4340 |
0.0417 |
2.9% |
0.0063 |
0.4% |
13% |
False |
True |
104,583 |
| 20 |
1.4917 |
1.4340 |
0.0577 |
4.0% |
0.0058 |
0.4% |
9% |
False |
True |
55,330 |
| 40 |
1.4917 |
1.4232 |
0.0685 |
4.8% |
0.0042 |
0.3% |
24% |
False |
False |
28,230 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.8% |
0.0041 |
0.3% |
38% |
False |
False |
18,949 |
| 80 |
1.4917 |
1.3671 |
0.1246 |
8.7% |
0.0034 |
0.2% |
58% |
False |
False |
14,236 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0027 |
0.2% |
64% |
False |
False |
11,391 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0023 |
0.2% |
64% |
False |
False |
9,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4734 |
|
2.618 |
1.4611 |
|
1.618 |
1.4536 |
|
1.000 |
1.4490 |
|
0.618 |
1.4461 |
|
HIGH |
1.4415 |
|
0.618 |
1.4386 |
|
0.500 |
1.4378 |
|
0.382 |
1.4369 |
|
LOW |
1.4340 |
|
0.618 |
1.4294 |
|
1.000 |
1.4265 |
|
1.618 |
1.4219 |
|
2.618 |
1.4144 |
|
4.250 |
1.4021 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4389 |
1.4395 |
| PP |
1.4383 |
1.4395 |
| S1 |
1.4378 |
1.4394 |
|