CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 24-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4390 |
1.4413 |
0.0023 |
0.2% |
1.4403 |
| High |
1.4400 |
1.4425 |
0.0025 |
0.2% |
1.4450 |
| Low |
1.4360 |
1.4410 |
0.0050 |
0.3% |
1.4327 |
| Close |
1.4370 |
1.4415 |
0.0045 |
0.3% |
1.4370 |
| Range |
0.0040 |
0.0015 |
-0.0025 |
-62.5% |
0.0123 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
115,898 |
95,551 |
-20,347 |
-17.6% |
738,933 |
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4462 |
1.4453 |
1.4423 |
|
| R3 |
1.4447 |
1.4438 |
1.4419 |
|
| R2 |
1.4432 |
1.4432 |
1.4418 |
|
| R1 |
1.4423 |
1.4423 |
1.4416 |
1.4428 |
| PP |
1.4417 |
1.4417 |
1.4417 |
1.4419 |
| S1 |
1.4408 |
1.4408 |
1.4414 |
1.4413 |
| S2 |
1.4402 |
1.4402 |
1.4412 |
|
| S3 |
1.4387 |
1.4393 |
1.4411 |
|
| S4 |
1.4372 |
1.4378 |
1.4407 |
|
|
| 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% |
0.0047 |
0.3% |
72% |
False |
False |
119,519 |
| 10 |
1.4757 |
1.4327 |
0.0430 |
3.0% |
0.0062 |
0.4% |
20% |
False |
False |
130,045 |
| 20 |
1.4917 |
1.4327 |
0.0590 |
4.1% |
0.0060 |
0.4% |
15% |
False |
False |
71,405 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.1% |
0.0042 |
0.3% |
15% |
False |
False |
36,327 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.8% |
0.0041 |
0.3% |
40% |
False |
False |
24,382 |
| 80 |
1.4917 |
1.3671 |
0.1246 |
8.6% |
0.0036 |
0.2% |
60% |
False |
False |
18,316 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0028 |
0.2% |
65% |
False |
False |
14,654 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.1% |
0.0024 |
0.2% |
65% |
False |
False |
12,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4489 |
|
2.618 |
1.4464 |
|
1.618 |
1.4449 |
|
1.000 |
1.4440 |
|
0.618 |
1.4434 |
|
HIGH |
1.4425 |
|
0.618 |
1.4419 |
|
0.500 |
1.4418 |
|
0.382 |
1.4416 |
|
LOW |
1.4410 |
|
0.618 |
1.4401 |
|
1.000 |
1.4395 |
|
1.618 |
1.4386 |
|
2.618 |
1.4371 |
|
4.250 |
1.4346 |
|
|
| Fisher Pivots for day following 24-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4418 |
1.4402 |
| PP |
1.4417 |
1.4389 |
| S1 |
1.4416 |
1.4376 |
|