CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4881 |
1.4795 |
-0.0086 |
-0.6% |
1.4730 |
| High |
1.4916 |
1.4826 |
-0.0090 |
-0.6% |
1.4815 |
| Low |
1.4814 |
1.4589 |
-0.0225 |
-1.5% |
1.4638 |
| Close |
1.4828 |
1.4654 |
-0.0174 |
-1.2% |
1.4780 |
| Range |
0.0102 |
0.0237 |
0.0135 |
132.4% |
0.0177 |
| ATR |
0.0095 |
0.0105 |
0.0010 |
10.9% |
0.0000 |
| Volume |
129,806 |
189,779 |
59,973 |
46.2% |
750,321 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5401 |
1.5264 |
1.4784 |
|
| R3 |
1.5164 |
1.5027 |
1.4719 |
|
| R2 |
1.4927 |
1.4927 |
1.4697 |
|
| R1 |
1.4790 |
1.4790 |
1.4676 |
1.4740 |
| PP |
1.4690 |
1.4690 |
1.4690 |
1.4665 |
| S1 |
1.4553 |
1.4553 |
1.4632 |
1.4503 |
| S2 |
1.4453 |
1.4453 |
1.4611 |
|
| S3 |
1.4216 |
1.4316 |
1.4589 |
|
| S4 |
1.3979 |
1.4079 |
1.4524 |
|
|
| 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 |
1.4916 |
1.4589 |
0.0327 |
2.2% |
0.0134 |
0.9% |
20% |
False |
True |
160,612 |
| 10 |
1.4916 |
1.4589 |
0.0327 |
2.2% |
0.0098 |
0.7% |
20% |
False |
True |
144,716 |
| 20 |
1.4916 |
1.4327 |
0.0589 |
4.0% |
0.0086 |
0.6% |
56% |
False |
False |
119,822 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0070 |
0.5% |
55% |
False |
False |
80,832 |
| 60 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0056 |
0.4% |
65% |
False |
False |
54,271 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0051 |
0.3% |
69% |
False |
False |
40,784 |
| 100 |
1.4917 |
1.3608 |
0.1309 |
8.9% |
0.0043 |
0.3% |
80% |
False |
False |
32,641 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0036 |
0.2% |
82% |
False |
False |
27,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5833 |
|
2.618 |
1.5446 |
|
1.618 |
1.5209 |
|
1.000 |
1.5063 |
|
0.618 |
1.4972 |
|
HIGH |
1.4826 |
|
0.618 |
1.4735 |
|
0.500 |
1.4708 |
|
0.382 |
1.4680 |
|
LOW |
1.4589 |
|
0.618 |
1.4443 |
|
1.000 |
1.4352 |
|
1.618 |
1.4206 |
|
2.618 |
1.3969 |
|
4.250 |
1.3582 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4708 |
1.4753 |
| PP |
1.4690 |
1.4720 |
| S1 |
1.4672 |
1.4687 |
|