CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4530 |
1.4692 |
0.0162 |
1.1% |
1.4413 |
| High |
1.4653 |
1.4737 |
0.0084 |
0.6% |
1.4737 |
| Low |
1.4527 |
1.4677 |
0.0150 |
1.0% |
1.4410 |
| Close |
1.4641 |
1.4726 |
0.0085 |
0.6% |
1.4726 |
| Range |
0.0126 |
0.0060 |
-0.0066 |
-52.4% |
0.0327 |
| ATR |
0.0085 |
0.0085 |
0.0001 |
1.0% |
0.0000 |
| Volume |
47,542 |
112,823 |
65,281 |
137.3% |
274,957 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4893 |
1.4870 |
1.4759 |
|
| R3 |
1.4833 |
1.4810 |
1.4743 |
|
| R2 |
1.4773 |
1.4773 |
1.4737 |
|
| R1 |
1.4750 |
1.4750 |
1.4732 |
1.4762 |
| PP |
1.4713 |
1.4713 |
1.4713 |
1.4719 |
| S1 |
1.4690 |
1.4690 |
1.4721 |
1.4702 |
| S2 |
1.4653 |
1.4653 |
1.4715 |
|
| S3 |
1.4593 |
1.4630 |
1.4710 |
|
| S4 |
1.4533 |
1.4570 |
1.4693 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5605 |
1.5493 |
1.4906 |
|
| R3 |
1.5278 |
1.5166 |
1.4816 |
|
| R2 |
1.4951 |
1.4951 |
1.4786 |
|
| R1 |
1.4839 |
1.4839 |
1.4756 |
1.4895 |
| PP |
1.4624 |
1.4624 |
1.4624 |
1.4653 |
| S1 |
1.4512 |
1.4512 |
1.4696 |
1.4568 |
| S2 |
1.4297 |
1.4297 |
1.4666 |
|
| S3 |
1.3970 |
1.4185 |
1.4636 |
|
| S4 |
1.3643 |
1.3858 |
1.4546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4737 |
1.4360 |
0.0377 |
2.6% |
0.0058 |
0.4% |
97% |
True |
False |
78,171 |
| 10 |
1.4737 |
1.4327 |
0.0410 |
2.8% |
0.0062 |
0.4% |
97% |
True |
False |
120,586 |
| 20 |
1.4787 |
1.4327 |
0.0460 |
3.1% |
0.0061 |
0.4% |
87% |
False |
False |
79,706 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0046 |
0.3% |
68% |
False |
False |
40,733 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0043 |
0.3% |
77% |
False |
False |
27,347 |
| 80 |
1.4917 |
1.3720 |
0.1197 |
8.1% |
0.0038 |
0.3% |
84% |
False |
False |
20,558 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0031 |
0.2% |
87% |
False |
False |
16,448 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0026 |
0.2% |
87% |
False |
False |
13,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4992 |
|
2.618 |
1.4894 |
|
1.618 |
1.4834 |
|
1.000 |
1.4797 |
|
0.618 |
1.4774 |
|
HIGH |
1.4737 |
|
0.618 |
1.4714 |
|
0.500 |
1.4707 |
|
0.382 |
1.4700 |
|
LOW |
1.4677 |
|
0.618 |
1.4640 |
|
1.000 |
1.4617 |
|
1.618 |
1.4580 |
|
2.618 |
1.4520 |
|
4.250 |
1.4422 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4720 |
1.4685 |
| PP |
1.4713 |
1.4644 |
| S1 |
1.4707 |
1.4604 |
|