CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4642 |
1.4692 |
0.0050 |
0.3% |
1.4488 |
| High |
1.4761 |
1.4706 |
-0.0055 |
-0.4% |
1.4761 |
| Low |
1.4627 |
1.4647 |
0.0020 |
0.1% |
1.4488 |
| Close |
1.4741 |
1.4657 |
-0.0084 |
-0.6% |
1.4657 |
| Range |
0.0134 |
0.0059 |
-0.0075 |
-56.0% |
0.0273 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
231,322 |
206,831 |
-24,491 |
-10.6% |
1,008,041 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4847 |
1.4811 |
1.4689 |
|
| R3 |
1.4788 |
1.4752 |
1.4673 |
|
| R2 |
1.4729 |
1.4729 |
1.4668 |
|
| R1 |
1.4693 |
1.4693 |
1.4662 |
1.4682 |
| PP |
1.4670 |
1.4670 |
1.4670 |
1.4664 |
| S1 |
1.4634 |
1.4634 |
1.4652 |
1.4623 |
| S2 |
1.4611 |
1.4611 |
1.4646 |
|
| S3 |
1.4552 |
1.4575 |
1.4641 |
|
| S4 |
1.4493 |
1.4516 |
1.4625 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5454 |
1.5329 |
1.4807 |
|
| R3 |
1.5181 |
1.5056 |
1.4732 |
|
| R2 |
1.4908 |
1.4908 |
1.4707 |
|
| R1 |
1.4783 |
1.4783 |
1.4682 |
1.4846 |
| PP |
1.4635 |
1.4635 |
1.4635 |
1.4667 |
| S1 |
1.4510 |
1.4510 |
1.4632 |
1.4573 |
| S2 |
1.4362 |
1.4362 |
1.4607 |
|
| S3 |
1.4089 |
1.4237 |
1.4582 |
|
| S4 |
1.3816 |
1.3964 |
1.4507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4761 |
1.4488 |
0.0273 |
1.9% |
0.0102 |
0.7% |
62% |
False |
False |
240,464 |
| 10 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0108 |
0.7% |
39% |
False |
False |
217,674 |
| 20 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0100 |
0.7% |
39% |
False |
False |
164,226 |
| 40 |
1.4916 |
1.4327 |
0.0589 |
4.0% |
0.0079 |
0.5% |
56% |
False |
False |
118,146 |
| 60 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0062 |
0.4% |
56% |
False |
False |
79,247 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0056 |
0.4% |
69% |
False |
False |
59,576 |
| 100 |
1.4917 |
1.3673 |
0.1244 |
8.5% |
0.0049 |
0.3% |
79% |
False |
False |
47,688 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0041 |
0.3% |
82% |
False |
False |
39,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4957 |
|
2.618 |
1.4860 |
|
1.618 |
1.4801 |
|
1.000 |
1.4765 |
|
0.618 |
1.4742 |
|
HIGH |
1.4706 |
|
0.618 |
1.4683 |
|
0.500 |
1.4677 |
|
0.382 |
1.4670 |
|
LOW |
1.4647 |
|
0.618 |
1.4611 |
|
1.000 |
1.4588 |
|
1.618 |
1.4552 |
|
2.618 |
1.4493 |
|
4.250 |
1.4396 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4677 |
1.4647 |
| PP |
1.4670 |
1.4636 |
| S1 |
1.4664 |
1.4626 |
|