CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4692 |
1.4742 |
0.0050 |
0.3% |
1.4413 |
| High |
1.4737 |
1.4745 |
0.0008 |
0.1% |
1.4737 |
| Low |
1.4677 |
1.4582 |
-0.0095 |
-0.6% |
1.4410 |
| Close |
1.4726 |
1.4590 |
-0.0136 |
-0.9% |
1.4726 |
| Range |
0.0060 |
0.0163 |
0.0103 |
171.7% |
0.0327 |
| ATR |
0.0085 |
0.0091 |
0.0006 |
6.5% |
0.0000 |
| Volume |
112,823 |
99,726 |
-13,097 |
-11.6% |
274,957 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5128 |
1.5022 |
1.4680 |
|
| R3 |
1.4965 |
1.4859 |
1.4635 |
|
| R2 |
1.4802 |
1.4802 |
1.4620 |
|
| R1 |
1.4696 |
1.4696 |
1.4605 |
1.4668 |
| PP |
1.4639 |
1.4639 |
1.4639 |
1.4625 |
| S1 |
1.4533 |
1.4533 |
1.4575 |
1.4505 |
| S2 |
1.4476 |
1.4476 |
1.4560 |
|
| S3 |
1.4313 |
1.4370 |
1.4545 |
|
| S4 |
1.4150 |
1.4207 |
1.4500 |
|
|
| 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 |
1.4745 |
1.4410 |
0.0335 |
2.3% |
0.0082 |
0.6% |
54% |
True |
False |
74,936 |
| 10 |
1.4745 |
1.4327 |
0.0418 |
2.9% |
0.0068 |
0.5% |
63% |
True |
False |
111,361 |
| 20 |
1.4781 |
1.4327 |
0.0454 |
3.1% |
0.0062 |
0.4% |
58% |
False |
False |
84,301 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0050 |
0.3% |
45% |
False |
False |
43,203 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0045 |
0.3% |
61% |
False |
False |
29,004 |
| 80 |
1.4917 |
1.3741 |
0.1176 |
8.1% |
0.0040 |
0.3% |
72% |
False |
False |
21,804 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
10.0% |
0.0032 |
0.2% |
77% |
False |
False |
17,445 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.0% |
0.0027 |
0.2% |
77% |
False |
False |
14,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5438 |
|
2.618 |
1.5172 |
|
1.618 |
1.5009 |
|
1.000 |
1.4908 |
|
0.618 |
1.4846 |
|
HIGH |
1.4745 |
|
0.618 |
1.4683 |
|
0.500 |
1.4664 |
|
0.382 |
1.4644 |
|
LOW |
1.4582 |
|
0.618 |
1.4481 |
|
1.000 |
1.4419 |
|
1.618 |
1.4318 |
|
2.618 |
1.4155 |
|
4.250 |
1.3889 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4664 |
1.4636 |
| PP |
1.4639 |
1.4621 |
| S1 |
1.4615 |
1.4605 |
|