CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4685 |
1.4665 |
-0.0020 |
-0.1% |
1.4779 |
| High |
1.4710 |
1.4687 |
-0.0023 |
-0.2% |
1.4916 |
| Low |
1.4650 |
1.4597 |
-0.0053 |
-0.4% |
1.4589 |
| Close |
1.4667 |
1.4618 |
-0.0049 |
-0.3% |
1.4618 |
| Range |
0.0060 |
0.0090 |
0.0030 |
50.0% |
0.0327 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
302,395 |
194,283 |
-108,112 |
-35.8% |
946,894 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4904 |
1.4851 |
1.4668 |
|
| R3 |
1.4814 |
1.4761 |
1.4643 |
|
| R2 |
1.4724 |
1.4724 |
1.4635 |
|
| R1 |
1.4671 |
1.4671 |
1.4626 |
1.4653 |
| PP |
1.4634 |
1.4634 |
1.4634 |
1.4625 |
| S1 |
1.4581 |
1.4581 |
1.4610 |
1.4563 |
| S2 |
1.4544 |
1.4544 |
1.4602 |
|
| S3 |
1.4454 |
1.4491 |
1.4593 |
|
| S4 |
1.4364 |
1.4401 |
1.4569 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5689 |
1.5480 |
1.4798 |
|
| R3 |
1.5362 |
1.5153 |
1.4708 |
|
| R2 |
1.5035 |
1.5035 |
1.4678 |
|
| R1 |
1.4826 |
1.4826 |
1.4648 |
1.4767 |
| PP |
1.4708 |
1.4708 |
1.4708 |
1.4678 |
| S1 |
1.4499 |
1.4499 |
1.4588 |
1.4440 |
| S2 |
1.4381 |
1.4381 |
1.4558 |
|
| S3 |
1.4054 |
1.4172 |
1.4528 |
|
| S4 |
1.3727 |
1.3845 |
1.4438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4916 |
1.4589 |
0.0327 |
2.2% |
0.0125 |
0.9% |
9% |
False |
False |
189,378 |
| 10 |
1.4916 |
1.4589 |
0.0327 |
2.2% |
0.0097 |
0.7% |
9% |
False |
False |
169,721 |
| 20 |
1.4916 |
1.4327 |
0.0589 |
4.0% |
0.0087 |
0.6% |
49% |
False |
False |
131,095 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0073 |
0.5% |
49% |
False |
False |
93,213 |
| 60 |
1.4917 |
1.4232 |
0.0685 |
4.7% |
0.0057 |
0.4% |
56% |
False |
False |
62,519 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0052 |
0.4% |
64% |
False |
False |
46,985 |
| 100 |
1.4917 |
1.3671 |
0.1246 |
8.5% |
0.0045 |
0.3% |
76% |
False |
False |
37,608 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0037 |
0.3% |
79% |
False |
False |
31,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5070 |
|
2.618 |
1.4923 |
|
1.618 |
1.4833 |
|
1.000 |
1.4777 |
|
0.618 |
1.4743 |
|
HIGH |
1.4687 |
|
0.618 |
1.4653 |
|
0.500 |
1.4642 |
|
0.382 |
1.4631 |
|
LOW |
1.4597 |
|
0.618 |
1.4541 |
|
1.000 |
1.4507 |
|
1.618 |
1.4451 |
|
2.618 |
1.4361 |
|
4.250 |
1.4215 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4642 |
1.4708 |
| PP |
1.4634 |
1.4678 |
| S1 |
1.4626 |
1.4648 |
|