CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5136 |
1.5127 |
-0.0009 |
-0.1% |
1.4765 |
| High |
1.5145 |
1.5200 |
0.0055 |
0.4% |
1.5166 |
| Low |
1.5100 |
1.5105 |
0.0005 |
0.0% |
1.4755 |
| Close |
1.5132 |
1.5133 |
0.0001 |
0.0% |
1.5132 |
| Range |
0.0045 |
0.0095 |
0.0050 |
111.1% |
0.0411 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
| Volume |
4,374 |
1,134 |
-3,240 |
-74.1% |
11,656 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5431 |
1.5377 |
1.5185 |
|
| R3 |
1.5336 |
1.5282 |
1.5159 |
|
| R2 |
1.5241 |
1.5241 |
1.5150 |
|
| R1 |
1.5187 |
1.5187 |
1.5142 |
1.5214 |
| PP |
1.5146 |
1.5146 |
1.5146 |
1.5160 |
| S1 |
1.5092 |
1.5092 |
1.5124 |
1.5119 |
| S2 |
1.5051 |
1.5051 |
1.5116 |
|
| S3 |
1.4956 |
1.4997 |
1.5107 |
|
| S4 |
1.4861 |
1.4902 |
1.5081 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6251 |
1.6102 |
1.5358 |
|
| R3 |
1.5840 |
1.5691 |
1.5245 |
|
| R2 |
1.5429 |
1.5429 |
1.5207 |
|
| R1 |
1.5280 |
1.5280 |
1.5170 |
1.5355 |
| PP |
1.5018 |
1.5018 |
1.5018 |
1.5055 |
| S1 |
1.4869 |
1.4869 |
1.5094 |
1.4944 |
| S2 |
1.4607 |
1.4607 |
1.5057 |
|
| S3 |
1.4196 |
1.4458 |
1.5019 |
|
| S4 |
1.3785 |
1.4047 |
1.4906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5200 |
1.4822 |
0.0378 |
2.5% |
0.0086 |
0.6% |
82% |
True |
False |
2,317 |
| 10 |
1.5200 |
1.4580 |
0.0620 |
4.1% |
0.0068 |
0.4% |
89% |
True |
False |
1,705 |
| 20 |
1.5200 |
1.4395 |
0.0805 |
5.3% |
0.0054 |
0.4% |
92% |
True |
False |
1,042 |
| 40 |
1.5200 |
1.4395 |
0.0805 |
5.3% |
0.0044 |
0.3% |
92% |
True |
False |
849 |
| 60 |
1.5200 |
1.4335 |
0.0865 |
5.7% |
0.0036 |
0.2% |
92% |
True |
False |
627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5604 |
|
2.618 |
1.5449 |
|
1.618 |
1.5354 |
|
1.000 |
1.5295 |
|
0.618 |
1.5259 |
|
HIGH |
1.5200 |
|
0.618 |
1.5164 |
|
0.500 |
1.5153 |
|
0.382 |
1.5141 |
|
LOW |
1.5105 |
|
0.618 |
1.5046 |
|
1.000 |
1.5010 |
|
1.618 |
1.4951 |
|
2.618 |
1.4856 |
|
4.250 |
1.4701 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5153 |
1.5139 |
| PP |
1.5146 |
1.5137 |
| S1 |
1.5140 |
1.5135 |
|