CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4871 |
1.4814 |
-0.0057 |
-0.4% |
1.4729 |
| High |
1.4930 |
1.4827 |
-0.0103 |
-0.7% |
1.4930 |
| Low |
1.4769 |
1.4792 |
0.0023 |
0.2% |
1.4715 |
| Close |
1.4788 |
1.4810 |
0.0022 |
0.1% |
1.4788 |
| Range |
0.0161 |
0.0035 |
-0.0126 |
-78.3% |
0.0215 |
| ATR |
0.0109 |
0.0104 |
-0.0005 |
-4.6% |
0.0000 |
| Volume |
167,648 |
216,503 |
48,855 |
29.1% |
703,705 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4915 |
1.4897 |
1.4829 |
|
| R3 |
1.4880 |
1.4862 |
1.4820 |
|
| R2 |
1.4845 |
1.4845 |
1.4816 |
|
| R1 |
1.4827 |
1.4827 |
1.4813 |
1.4819 |
| PP |
1.4810 |
1.4810 |
1.4810 |
1.4805 |
| S1 |
1.4792 |
1.4792 |
1.4807 |
1.4784 |
| S2 |
1.4775 |
1.4775 |
1.4804 |
|
| S3 |
1.4740 |
1.4757 |
1.4800 |
|
| S4 |
1.4705 |
1.4722 |
1.4791 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5456 |
1.5337 |
1.4906 |
|
| R3 |
1.5241 |
1.5122 |
1.4847 |
|
| R2 |
1.5026 |
1.5026 |
1.4827 |
|
| R1 |
1.4907 |
1.4907 |
1.4808 |
1.4967 |
| PP |
1.4811 |
1.4811 |
1.4811 |
1.4841 |
| S1 |
1.4692 |
1.4692 |
1.4768 |
1.4752 |
| S2 |
1.4596 |
1.4596 |
1.4749 |
|
| S3 |
1.4381 |
1.4477 |
1.4729 |
|
| S4 |
1.4166 |
1.4262 |
1.4670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4930 |
1.4720 |
0.0210 |
1.4% |
0.0091 |
0.6% |
43% |
False |
False |
151,086 |
| 10 |
1.4930 |
1.4488 |
0.0442 |
3.0% |
0.0094 |
0.6% |
73% |
False |
False |
192,824 |
| 20 |
1.4930 |
1.4488 |
0.0442 |
3.0% |
0.0095 |
0.6% |
73% |
False |
False |
181,273 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0083 |
0.6% |
80% |
False |
False |
139,899 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0069 |
0.5% |
80% |
False |
False |
94,496 |
| 80 |
1.4930 |
1.4079 |
0.0851 |
5.7% |
0.0060 |
0.4% |
86% |
False |
False |
71,050 |
| 100 |
1.4930 |
1.3882 |
0.1048 |
7.1% |
0.0054 |
0.4% |
89% |
False |
False |
56,889 |
| 120 |
1.4930 |
1.3464 |
0.1466 |
9.9% |
0.0045 |
0.3% |
92% |
False |
False |
47,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4976 |
|
2.618 |
1.4919 |
|
1.618 |
1.4884 |
|
1.000 |
1.4862 |
|
0.618 |
1.4849 |
|
HIGH |
1.4827 |
|
0.618 |
1.4814 |
|
0.500 |
1.4810 |
|
0.382 |
1.4805 |
|
LOW |
1.4792 |
|
0.618 |
1.4770 |
|
1.000 |
1.4757 |
|
1.618 |
1.4735 |
|
2.618 |
1.4700 |
|
4.250 |
1.4643 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4810 |
1.4850 |
| PP |
1.4810 |
1.4836 |
| S1 |
1.4810 |
1.4823 |
|