CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4364 |
1.4390 |
0.0026 |
0.2% |
1.4403 |
| High |
1.4381 |
1.4400 |
0.0019 |
0.1% |
1.4450 |
| Low |
1.4327 |
1.4360 |
0.0033 |
0.2% |
1.4327 |
| Close |
1.4336 |
1.4370 |
0.0034 |
0.2% |
1.4370 |
| Range |
0.0054 |
0.0040 |
-0.0014 |
-25.9% |
0.0123 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
114,918 |
115,898 |
980 |
0.9% |
738,933 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4497 |
1.4473 |
1.4392 |
|
| R3 |
1.4457 |
1.4433 |
1.4381 |
|
| R2 |
1.4417 |
1.4417 |
1.4377 |
|
| R1 |
1.4393 |
1.4393 |
1.4374 |
1.4385 |
| PP |
1.4377 |
1.4377 |
1.4377 |
1.4373 |
| S1 |
1.4353 |
1.4353 |
1.4366 |
1.4345 |
| S2 |
1.4337 |
1.4337 |
1.4363 |
|
| S3 |
1.4297 |
1.4313 |
1.4359 |
|
| S4 |
1.4257 |
1.4273 |
1.4348 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4751 |
1.4684 |
1.4438 |
|
| R3 |
1.4628 |
1.4561 |
1.4404 |
|
| R2 |
1.4505 |
1.4505 |
1.4393 |
|
| R1 |
1.4438 |
1.4438 |
1.4381 |
1.4410 |
| PP |
1.4382 |
1.4382 |
1.4382 |
1.4369 |
| S1 |
1.4315 |
1.4315 |
1.4359 |
1.4287 |
| S2 |
1.4259 |
1.4259 |
1.4347 |
|
| S3 |
1.4136 |
1.4192 |
1.4336 |
|
| S4 |
1.4013 |
1.4069 |
1.4302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4450 |
1.4327 |
0.0123 |
0.9% |
0.0053 |
0.4% |
35% |
False |
False |
147,786 |
| 10 |
1.4757 |
1.4327 |
0.0430 |
3.0% |
0.0064 |
0.4% |
10% |
False |
False |
123,270 |
| 20 |
1.4917 |
1.4327 |
0.0590 |
4.1% |
0.0061 |
0.4% |
7% |
False |
False |
66,722 |
| 40 |
1.4917 |
1.4313 |
0.0604 |
4.2% |
0.0043 |
0.3% |
9% |
False |
False |
33,958 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.8% |
0.0042 |
0.3% |
35% |
False |
False |
22,791 |
| 80 |
1.4917 |
1.3671 |
0.1246 |
8.7% |
0.0035 |
0.2% |
56% |
False |
False |
17,121 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0028 |
0.2% |
62% |
False |
False |
13,699 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0024 |
0.2% |
62% |
False |
False |
11,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4570 |
|
2.618 |
1.4505 |
|
1.618 |
1.4465 |
|
1.000 |
1.4440 |
|
0.618 |
1.4425 |
|
HIGH |
1.4400 |
|
0.618 |
1.4385 |
|
0.500 |
1.4380 |
|
0.382 |
1.4375 |
|
LOW |
1.4360 |
|
0.618 |
1.4335 |
|
1.000 |
1.4320 |
|
1.618 |
1.4295 |
|
2.618 |
1.4255 |
|
4.250 |
1.4190 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4380 |
1.4371 |
| PP |
1.4377 |
1.4371 |
| S1 |
1.4373 |
1.4370 |
|