CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4795 |
1.4685 |
-0.0110 |
-0.7% |
1.4730 |
| High |
1.4826 |
1.4710 |
-0.0116 |
-0.8% |
1.4815 |
| Low |
1.4589 |
1.4650 |
0.0061 |
0.4% |
1.4638 |
| Close |
1.4654 |
1.4667 |
0.0013 |
0.1% |
1.4780 |
| Range |
0.0237 |
0.0060 |
-0.0177 |
-74.7% |
0.0177 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
189,779 |
302,395 |
112,616 |
59.3% |
750,321 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4856 |
1.4821 |
1.4700 |
|
| R3 |
1.4796 |
1.4761 |
1.4684 |
|
| R2 |
1.4736 |
1.4736 |
1.4678 |
|
| R1 |
1.4701 |
1.4701 |
1.4673 |
1.4689 |
| PP |
1.4676 |
1.4676 |
1.4676 |
1.4669 |
| S1 |
1.4641 |
1.4641 |
1.4662 |
1.4629 |
| S2 |
1.4616 |
1.4616 |
1.4656 |
|
| S3 |
1.4556 |
1.4581 |
1.4651 |
|
| S4 |
1.4496 |
1.4521 |
1.4634 |
|
|
| 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% |
0.0114 |
0.8% |
24% |
False |
False |
194,884 |
| 10 |
1.4916 |
1.4589 |
0.0327 |
2.2% |
0.0098 |
0.7% |
24% |
False |
False |
163,885 |
| 20 |
1.4916 |
1.4327 |
0.0589 |
4.0% |
0.0086 |
0.6% |
58% |
False |
False |
127,198 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0071 |
0.5% |
58% |
False |
False |
88,365 |
| 60 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0057 |
0.4% |
67% |
False |
False |
59,296 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0051 |
0.4% |
70% |
False |
False |
44,559 |
| 100 |
1.4917 |
1.3671 |
0.1246 |
8.5% |
0.0044 |
0.3% |
80% |
False |
False |
35,665 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0037 |
0.2% |
83% |
False |
False |
29,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4965 |
|
2.618 |
1.4867 |
|
1.618 |
1.4807 |
|
1.000 |
1.4770 |
|
0.618 |
1.4747 |
|
HIGH |
1.4710 |
|
0.618 |
1.4687 |
|
0.500 |
1.4680 |
|
0.382 |
1.4673 |
|
LOW |
1.4650 |
|
0.618 |
1.4613 |
|
1.000 |
1.4590 |
|
1.618 |
1.4553 |
|
2.618 |
1.4493 |
|
4.250 |
1.4395 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4680 |
1.4753 |
| PP |
1.4676 |
1.4724 |
| S1 |
1.4671 |
1.4696 |
|