CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4660 |
1.4789 |
0.0129 |
0.9% |
1.4730 |
| High |
1.4815 |
1.4813 |
-0.0002 |
0.0% |
1.4815 |
| Low |
1.4659 |
1.4774 |
0.0115 |
0.8% |
1.4638 |
| Close |
1.4791 |
1.4780 |
-0.0011 |
-0.1% |
1.4780 |
| Range |
0.0156 |
0.0039 |
-0.0117 |
-75.0% |
0.0177 |
| ATR |
0.0095 |
0.0091 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
131,038 |
221,810 |
90,772 |
69.3% |
750,321 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4906 |
1.4882 |
1.4801 |
|
| R3 |
1.4867 |
1.4843 |
1.4791 |
|
| R2 |
1.4828 |
1.4828 |
1.4787 |
|
| R1 |
1.4804 |
1.4804 |
1.4784 |
1.4797 |
| PP |
1.4789 |
1.4789 |
1.4789 |
1.4785 |
| S1 |
1.4765 |
1.4765 |
1.4776 |
1.4758 |
| S2 |
1.4750 |
1.4750 |
1.4773 |
|
| S3 |
1.4711 |
1.4726 |
1.4769 |
|
| S4 |
1.4672 |
1.4687 |
1.4759 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5275 |
1.5205 |
1.4877 |
|
| R3 |
1.5098 |
1.5028 |
1.4829 |
|
| R2 |
1.4921 |
1.4921 |
1.4812 |
|
| R1 |
1.4851 |
1.4851 |
1.4796 |
1.4886 |
| PP |
1.4744 |
1.4744 |
1.4744 |
1.4762 |
| S1 |
1.4674 |
1.4674 |
1.4764 |
1.4709 |
| S2 |
1.4567 |
1.4567 |
1.4748 |
|
| S3 |
1.4390 |
1.4497 |
1.4731 |
|
| S4 |
1.4213 |
1.4320 |
1.4683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4815 |
1.4638 |
0.0177 |
1.2% |
0.0070 |
0.5% |
80% |
False |
False |
150,064 |
| 10 |
1.4830 |
1.4582 |
0.0248 |
1.7% |
0.0084 |
0.6% |
80% |
False |
False |
128,206 |
| 20 |
1.4830 |
1.4327 |
0.0503 |
3.4% |
0.0075 |
0.5% |
90% |
False |
False |
125,504 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0061 |
0.4% |
77% |
False |
False |
69,664 |
| 60 |
1.4917 |
1.4158 |
0.0759 |
5.1% |
0.0050 |
0.3% |
82% |
False |
False |
46,782 |
| 80 |
1.4917 |
1.3920 |
0.0997 |
6.7% |
0.0047 |
0.3% |
86% |
False |
False |
35,160 |
| 100 |
1.4917 |
1.3520 |
0.1397 |
9.5% |
0.0039 |
0.3% |
90% |
False |
False |
28,140 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0032 |
0.2% |
91% |
False |
False |
23,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4979 |
|
2.618 |
1.4915 |
|
1.618 |
1.4876 |
|
1.000 |
1.4852 |
|
0.618 |
1.4837 |
|
HIGH |
1.4813 |
|
0.618 |
1.4798 |
|
0.500 |
1.4794 |
|
0.382 |
1.4789 |
|
LOW |
1.4774 |
|
0.618 |
1.4750 |
|
1.000 |
1.4735 |
|
1.618 |
1.4711 |
|
2.618 |
1.4672 |
|
4.250 |
1.4608 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4794 |
1.4762 |
| PP |
1.4789 |
1.4744 |
| S1 |
1.4785 |
1.4727 |
|