CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4771 |
1.4853 |
0.0082 |
0.6% |
1.4488 |
| High |
1.4880 |
1.4878 |
-0.0002 |
0.0% |
1.4761 |
| Low |
1.4753 |
1.4786 |
0.0033 |
0.2% |
1.4488 |
| Close |
1.4879 |
1.4859 |
-0.0020 |
-0.1% |
1.4657 |
| Range |
0.0127 |
0.0092 |
-0.0035 |
-27.6% |
0.0273 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
107,022 |
143,607 |
36,585 |
34.2% |
1,008,041 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5117 |
1.5080 |
1.4910 |
|
| R3 |
1.5025 |
1.4988 |
1.4884 |
|
| R2 |
1.4933 |
1.4933 |
1.4876 |
|
| R1 |
1.4896 |
1.4896 |
1.4867 |
1.4915 |
| PP |
1.4841 |
1.4841 |
1.4841 |
1.4850 |
| S1 |
1.4804 |
1.4804 |
1.4851 |
1.4823 |
| S2 |
1.4749 |
1.4749 |
1.4842 |
|
| S3 |
1.4657 |
1.4712 |
1.4834 |
|
| S4 |
1.4565 |
1.4620 |
1.4808 |
|
|
| 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 |
1.4880 |
1.4647 |
0.0233 |
1.6% |
0.0077 |
0.5% |
91% |
False |
False |
148,577 |
| 10 |
1.4880 |
1.4488 |
0.0392 |
2.6% |
0.0089 |
0.6% |
95% |
False |
False |
204,077 |
| 20 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0094 |
0.6% |
87% |
False |
False |
174,397 |
| 40 |
1.4916 |
1.4327 |
0.0589 |
4.0% |
0.0080 |
0.5% |
90% |
False |
False |
130,886 |
| 60 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0066 |
0.4% |
90% |
False |
False |
88,127 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.6% |
0.0058 |
0.4% |
93% |
False |
False |
66,256 |
| 100 |
1.4917 |
1.3820 |
0.1097 |
7.4% |
0.0052 |
0.3% |
95% |
False |
False |
53,048 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0044 |
0.3% |
96% |
False |
False |
44,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5269 |
|
2.618 |
1.5119 |
|
1.618 |
1.5027 |
|
1.000 |
1.4970 |
|
0.618 |
1.4935 |
|
HIGH |
1.4878 |
|
0.618 |
1.4843 |
|
0.500 |
1.4832 |
|
0.382 |
1.4821 |
|
LOW |
1.4786 |
|
0.618 |
1.4729 |
|
1.000 |
1.4694 |
|
1.618 |
1.4637 |
|
2.618 |
1.4545 |
|
4.250 |
1.4395 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4850 |
1.4839 |
| PP |
1.4841 |
1.4820 |
| S1 |
1.4832 |
1.4800 |
|