CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4413 |
1.4471 |
0.0058 |
0.4% |
1.4403 |
| High |
1.4425 |
1.4517 |
0.0092 |
0.6% |
1.4450 |
| Low |
1.4410 |
1.4470 |
0.0060 |
0.4% |
1.4327 |
| Close |
1.4415 |
1.4513 |
0.0098 |
0.7% |
1.4370 |
| Range |
0.0015 |
0.0047 |
0.0032 |
213.3% |
0.0123 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
2.1% |
0.0000 |
| Volume |
95,551 |
19,041 |
-76,510 |
-80.1% |
738,933 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4641 |
1.4624 |
1.4539 |
|
| R3 |
1.4594 |
1.4577 |
1.4526 |
|
| R2 |
1.4547 |
1.4547 |
1.4522 |
|
| R1 |
1.4530 |
1.4530 |
1.4517 |
1.4539 |
| PP |
1.4500 |
1.4500 |
1.4500 |
1.4504 |
| S1 |
1.4483 |
1.4483 |
1.4509 |
1.4492 |
| S2 |
1.4453 |
1.4453 |
1.4504 |
|
| S3 |
1.4406 |
1.4436 |
1.4500 |
|
| S4 |
1.4359 |
1.4389 |
1.4487 |
|
|
| 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 |
1.4517 |
1.4327 |
0.0190 |
1.3% |
0.0046 |
0.3% |
98% |
True |
False |
92,352 |
| 10 |
1.4757 |
1.4327 |
0.0430 |
3.0% |
0.0062 |
0.4% |
43% |
False |
False |
127,998 |
| 20 |
1.4875 |
1.4327 |
0.0548 |
3.8% |
0.0058 |
0.4% |
34% |
False |
False |
72,066 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.1% |
0.0043 |
0.3% |
32% |
False |
False |
36,758 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.8% |
0.0041 |
0.3% |
52% |
False |
False |
24,692 |
| 80 |
1.4917 |
1.3673 |
0.1244 |
8.6% |
0.0036 |
0.2% |
68% |
False |
False |
18,554 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
10.0% |
0.0029 |
0.2% |
72% |
False |
False |
14,845 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.0% |
0.0024 |
0.2% |
72% |
False |
False |
12,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4717 |
|
2.618 |
1.4640 |
|
1.618 |
1.4593 |
|
1.000 |
1.4564 |
|
0.618 |
1.4546 |
|
HIGH |
1.4517 |
|
0.618 |
1.4499 |
|
0.500 |
1.4494 |
|
0.382 |
1.4488 |
|
LOW |
1.4470 |
|
0.618 |
1.4441 |
|
1.000 |
1.4423 |
|
1.618 |
1.4394 |
|
2.618 |
1.4347 |
|
4.250 |
1.4270 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4507 |
1.4488 |
| PP |
1.4500 |
1.4463 |
| S1 |
1.4494 |
1.4439 |
|