CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4742 |
1.4683 |
-0.0059 |
-0.4% |
1.4413 |
| High |
1.4745 |
1.4760 |
0.0015 |
0.1% |
1.4737 |
| Low |
1.4582 |
1.4654 |
0.0072 |
0.5% |
1.4410 |
| Close |
1.4590 |
1.4733 |
0.0143 |
1.0% |
1.4726 |
| Range |
0.0163 |
0.0106 |
-0.0057 |
-35.0% |
0.0327 |
| ATR |
0.0091 |
0.0097 |
0.0006 |
6.2% |
0.0000 |
| Volume |
99,726 |
72,563 |
-27,163 |
-27.2% |
274,957 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5034 |
1.4989 |
1.4791 |
|
| R3 |
1.4928 |
1.4883 |
1.4762 |
|
| R2 |
1.4822 |
1.4822 |
1.4752 |
|
| R1 |
1.4777 |
1.4777 |
1.4743 |
1.4800 |
| PP |
1.4716 |
1.4716 |
1.4716 |
1.4727 |
| S1 |
1.4671 |
1.4671 |
1.4723 |
1.4694 |
| S2 |
1.4610 |
1.4610 |
1.4714 |
|
| S3 |
1.4504 |
1.4565 |
1.4704 |
|
| S4 |
1.4398 |
1.4459 |
1.4675 |
|
|
| 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 |
1.4760 |
1.4470 |
0.0290 |
2.0% |
0.0100 |
0.7% |
91% |
True |
False |
70,339 |
| 10 |
1.4760 |
1.4327 |
0.0433 |
2.9% |
0.0074 |
0.5% |
94% |
True |
False |
94,929 |
| 20 |
1.4781 |
1.4327 |
0.0454 |
3.1% |
0.0067 |
0.5% |
89% |
False |
False |
87,376 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0052 |
0.4% |
69% |
False |
False |
44,993 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0046 |
0.3% |
78% |
False |
False |
30,209 |
| 80 |
1.4917 |
1.3820 |
0.1097 |
7.4% |
0.0041 |
0.3% |
83% |
False |
False |
22,711 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0034 |
0.2% |
87% |
False |
False |
18,171 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0028 |
0.2% |
87% |
False |
False |
15,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5211 |
|
2.618 |
1.5038 |
|
1.618 |
1.4932 |
|
1.000 |
1.4866 |
|
0.618 |
1.4826 |
|
HIGH |
1.4760 |
|
0.618 |
1.4720 |
|
0.500 |
1.4707 |
|
0.382 |
1.4694 |
|
LOW |
1.4654 |
|
0.618 |
1.4588 |
|
1.000 |
1.4548 |
|
1.618 |
1.4482 |
|
2.618 |
1.4376 |
|
4.250 |
1.4204 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4724 |
1.4712 |
| PP |
1.4716 |
1.4692 |
| S1 |
1.4707 |
1.4671 |
|