CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 14-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4789 |
1.4779 |
-0.0010 |
-0.1% |
1.4730 |
| High |
1.4813 |
1.4908 |
0.0095 |
0.6% |
1.4815 |
| Low |
1.4774 |
1.4774 |
0.0000 |
0.0% |
1.4638 |
| Close |
1.4780 |
1.4868 |
0.0088 |
0.6% |
1.4780 |
| Range |
0.0039 |
0.0134 |
0.0095 |
243.6% |
0.0177 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
3.4% |
0.0000 |
| Volume |
221,810 |
130,631 |
-91,179 |
-41.1% |
750,321 |
|
| Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5252 |
1.5194 |
1.4942 |
|
| R3 |
1.5118 |
1.5060 |
1.4905 |
|
| R2 |
1.4984 |
1.4984 |
1.4893 |
|
| R1 |
1.4926 |
1.4926 |
1.4880 |
1.4955 |
| PP |
1.4850 |
1.4850 |
1.4850 |
1.4865 |
| S1 |
1.4792 |
1.4792 |
1.4856 |
1.4821 |
| S2 |
1.4716 |
1.4716 |
1.4843 |
|
| S3 |
1.4582 |
1.4658 |
1.4831 |
|
| S4 |
1.4448 |
1.4524 |
1.4794 |
|
|
| 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 |
1.4908 |
1.4638 |
0.0270 |
1.8% |
0.0083 |
0.6% |
85% |
True |
False |
138,624 |
| 10 |
1.4908 |
1.4582 |
0.0326 |
2.2% |
0.0091 |
0.6% |
88% |
True |
False |
129,986 |
| 20 |
1.4908 |
1.4327 |
0.0581 |
3.9% |
0.0077 |
0.5% |
93% |
True |
False |
125,286 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0063 |
0.4% |
92% |
False |
False |
72,909 |
| 60 |
1.4917 |
1.4158 |
0.0759 |
5.1% |
0.0052 |
0.3% |
94% |
False |
False |
48,957 |
| 80 |
1.4917 |
1.3974 |
0.0943 |
6.3% |
0.0048 |
0.3% |
95% |
False |
False |
36,791 |
| 100 |
1.4917 |
1.3520 |
0.1397 |
9.4% |
0.0040 |
0.3% |
96% |
False |
False |
29,446 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0033 |
0.2% |
97% |
False |
False |
24,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5478 |
|
2.618 |
1.5259 |
|
1.618 |
1.5125 |
|
1.000 |
1.5042 |
|
0.618 |
1.4991 |
|
HIGH |
1.4908 |
|
0.618 |
1.4857 |
|
0.500 |
1.4841 |
|
0.382 |
1.4825 |
|
LOW |
1.4774 |
|
0.618 |
1.4691 |
|
1.000 |
1.4640 |
|
1.618 |
1.4557 |
|
2.618 |
1.4423 |
|
4.250 |
1.4205 |
|
|
| Fisher Pivots for day following 14-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4859 |
1.4840 |
| PP |
1.4850 |
1.4812 |
| S1 |
1.4841 |
1.4784 |
|