CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4756 |
1.4736 |
-0.0020 |
-0.1% |
1.4742 |
| High |
1.4769 |
1.4830 |
0.0061 |
0.4% |
1.4830 |
| Low |
1.4703 |
1.4735 |
0.0032 |
0.2% |
1.4582 |
| Close |
1.4749 |
1.4777 |
0.0028 |
0.2% |
1.4777 |
| Range |
0.0066 |
0.0095 |
0.0029 |
43.9% |
0.0248 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.0% |
0.0000 |
| Volume |
110,704 |
135,924 |
25,220 |
22.8% |
418,917 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5066 |
1.5016 |
1.4829 |
|
| R3 |
1.4971 |
1.4921 |
1.4803 |
|
| R2 |
1.4876 |
1.4876 |
1.4794 |
|
| R1 |
1.4826 |
1.4826 |
1.4786 |
1.4851 |
| PP |
1.4781 |
1.4781 |
1.4781 |
1.4793 |
| S1 |
1.4731 |
1.4731 |
1.4768 |
1.4756 |
| S2 |
1.4686 |
1.4686 |
1.4760 |
|
| S3 |
1.4591 |
1.4636 |
1.4751 |
|
| S4 |
1.4496 |
1.4541 |
1.4725 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5474 |
1.5373 |
1.4913 |
|
| R3 |
1.5226 |
1.5125 |
1.4845 |
|
| R2 |
1.4978 |
1.4978 |
1.4822 |
|
| R1 |
1.4877 |
1.4877 |
1.4800 |
1.4928 |
| PP |
1.4730 |
1.4730 |
1.4730 |
1.4755 |
| S1 |
1.4629 |
1.4629 |
1.4754 |
1.4680 |
| S2 |
1.4482 |
1.4482 |
1.4732 |
|
| S3 |
1.4234 |
1.4381 |
1.4709 |
|
| S4 |
1.3986 |
1.4133 |
1.4641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4830 |
1.4582 |
0.0248 |
1.7% |
0.0098 |
0.7% |
79% |
True |
False |
106,348 |
| 10 |
1.4830 |
1.4327 |
0.0503 |
3.4% |
0.0077 |
0.5% |
89% |
True |
False |
92,469 |
| 20 |
1.4830 |
1.4327 |
0.0503 |
3.4% |
0.0070 |
0.5% |
89% |
True |
False |
98,526 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0055 |
0.4% |
76% |
False |
False |
51,108 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0048 |
0.3% |
83% |
False |
False |
34,310 |
| 80 |
1.4917 |
1.3882 |
0.1035 |
7.0% |
0.0043 |
0.3% |
86% |
False |
False |
25,793 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0035 |
0.2% |
90% |
False |
False |
20,637 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0029 |
0.2% |
90% |
False |
False |
17,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5234 |
|
2.618 |
1.5079 |
|
1.618 |
1.4984 |
|
1.000 |
1.4925 |
|
0.618 |
1.4889 |
|
HIGH |
1.4830 |
|
0.618 |
1.4794 |
|
0.500 |
1.4783 |
|
0.382 |
1.4771 |
|
LOW |
1.4735 |
|
0.618 |
1.4676 |
|
1.000 |
1.4640 |
|
1.618 |
1.4581 |
|
2.618 |
1.4486 |
|
4.250 |
1.4331 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4783 |
1.4765 |
| PP |
1.4781 |
1.4754 |
| S1 |
1.4779 |
1.4742 |
|