CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4395 |
1.4364 |
-0.0031 |
-0.2% |
1.4730 |
| High |
1.4415 |
1.4381 |
-0.0034 |
-0.2% |
1.4757 |
| Low |
1.4340 |
1.4327 |
-0.0013 |
-0.1% |
1.4425 |
| Close |
1.4394 |
1.4336 |
-0.0058 |
-0.4% |
1.4435 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-28.0% |
0.0332 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
116,355 |
114,918 |
-1,437 |
-1.2% |
493,775 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4510 |
1.4477 |
1.4366 |
|
| R3 |
1.4456 |
1.4423 |
1.4351 |
|
| R2 |
1.4402 |
1.4402 |
1.4346 |
|
| R1 |
1.4369 |
1.4369 |
1.4341 |
1.4359 |
| PP |
1.4348 |
1.4348 |
1.4348 |
1.4343 |
| S1 |
1.4315 |
1.4315 |
1.4331 |
1.4305 |
| S2 |
1.4294 |
1.4294 |
1.4326 |
|
| S3 |
1.4240 |
1.4261 |
1.4321 |
|
| S4 |
1.4186 |
1.4207 |
1.4306 |
|
|
| 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 |
1.4532 |
1.4327 |
0.0205 |
1.4% |
0.0066 |
0.5% |
4% |
False |
True |
163,002 |
| 10 |
1.4757 |
1.4327 |
0.0430 |
3.0% |
0.0062 |
0.4% |
2% |
False |
True |
113,939 |
| 20 |
1.4917 |
1.4327 |
0.0590 |
4.1% |
0.0060 |
0.4% |
2% |
False |
True |
60,969 |
| 40 |
1.4917 |
1.4232 |
0.0685 |
4.8% |
0.0043 |
0.3% |
15% |
False |
False |
31,073 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.8% |
0.0041 |
0.3% |
31% |
False |
False |
20,863 |
| 80 |
1.4917 |
1.3671 |
0.1246 |
8.7% |
0.0035 |
0.2% |
53% |
False |
False |
15,673 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0028 |
0.2% |
60% |
False |
False |
12,540 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0023 |
0.2% |
60% |
False |
False |
10,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4611 |
|
2.618 |
1.4522 |
|
1.618 |
1.4468 |
|
1.000 |
1.4435 |
|
0.618 |
1.4414 |
|
HIGH |
1.4381 |
|
0.618 |
1.4360 |
|
0.500 |
1.4354 |
|
0.382 |
1.4348 |
|
LOW |
1.4327 |
|
0.618 |
1.4294 |
|
1.000 |
1.4273 |
|
1.618 |
1.4240 |
|
2.618 |
1.4186 |
|
4.250 |
1.4098 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4354 |
1.4389 |
| PP |
1.4348 |
1.4371 |
| S1 |
1.4342 |
1.4354 |
|