CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4730 |
1.4713 |
-0.0017 |
-0.1% |
1.4742 |
| High |
1.4736 |
1.4740 |
0.0004 |
0.0% |
1.4830 |
| Low |
1.4671 |
1.4704 |
0.0033 |
0.2% |
1.4582 |
| Close |
1.4696 |
1.4710 |
0.0014 |
0.1% |
1.4777 |
| Range |
0.0065 |
0.0036 |
-0.0029 |
-44.6% |
0.0248 |
| ATR |
0.0095 |
0.0092 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
187,828 |
107,872 |
-79,956 |
-42.6% |
418,917 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4826 |
1.4804 |
1.4730 |
|
| R3 |
1.4790 |
1.4768 |
1.4720 |
|
| R2 |
1.4754 |
1.4754 |
1.4717 |
|
| R1 |
1.4732 |
1.4732 |
1.4713 |
1.4725 |
| PP |
1.4718 |
1.4718 |
1.4718 |
1.4715 |
| S1 |
1.4696 |
1.4696 |
1.4707 |
1.4689 |
| S2 |
1.4682 |
1.4682 |
1.4703 |
|
| S3 |
1.4646 |
1.4660 |
1.4700 |
|
| S4 |
1.4610 |
1.4624 |
1.4690 |
|
|
| 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 |
1.4654 |
0.0176 |
1.2% |
0.0074 |
0.5% |
32% |
False |
False |
122,978 |
| 10 |
1.4830 |
1.4410 |
0.0420 |
2.9% |
0.0078 |
0.5% |
71% |
False |
False |
98,957 |
| 20 |
1.4830 |
1.4327 |
0.0503 |
3.4% |
0.0071 |
0.5% |
76% |
False |
False |
111,114 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0057 |
0.4% |
65% |
False |
False |
58,459 |
| 60 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0048 |
0.3% |
73% |
False |
False |
39,227 |
| 80 |
1.4917 |
1.3905 |
0.1012 |
6.9% |
0.0044 |
0.3% |
80% |
False |
False |
29,486 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0036 |
0.2% |
86% |
False |
False |
23,594 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0030 |
0.2% |
86% |
False |
False |
19,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4893 |
|
2.618 |
1.4834 |
|
1.618 |
1.4798 |
|
1.000 |
1.4776 |
|
0.618 |
1.4762 |
|
HIGH |
1.4740 |
|
0.618 |
1.4726 |
|
0.500 |
1.4722 |
|
0.382 |
1.4718 |
|
LOW |
1.4704 |
|
0.618 |
1.4682 |
|
1.000 |
1.4668 |
|
1.618 |
1.4646 |
|
2.618 |
1.4610 |
|
4.250 |
1.4551 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4722 |
1.4751 |
| PP |
1.4718 |
1.4737 |
| S1 |
1.4714 |
1.4724 |
|