CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4665 |
1.4606 |
-0.0059 |
-0.4% |
1.4729 |
| High |
1.4684 |
1.4655 |
-0.0029 |
-0.2% |
1.4930 |
| Low |
1.4605 |
1.4603 |
-0.0002 |
0.0% |
1.4715 |
| Close |
1.4635 |
1.4612 |
-0.0023 |
-0.2% |
1.4788 |
| Range |
0.0079 |
0.0052 |
-0.0027 |
-34.2% |
0.0215 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
103,979 |
209,752 |
105,773 |
101.7% |
703,705 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4779 |
1.4748 |
1.4641 |
|
| R3 |
1.4727 |
1.4696 |
1.4626 |
|
| R2 |
1.4675 |
1.4675 |
1.4622 |
|
| R1 |
1.4644 |
1.4644 |
1.4617 |
1.4660 |
| PP |
1.4623 |
1.4623 |
1.4623 |
1.4631 |
| S1 |
1.4592 |
1.4592 |
1.4607 |
1.4608 |
| S2 |
1.4571 |
1.4571 |
1.4602 |
|
| S3 |
1.4519 |
1.4540 |
1.4598 |
|
| S4 |
1.4467 |
1.4488 |
1.4583 |
|
|
| 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 |
1.4603 |
0.0327 |
2.2% |
0.0084 |
0.6% |
3% |
False |
True |
168,297 |
| 10 |
1.4930 |
1.4603 |
0.0327 |
2.2% |
0.0084 |
0.6% |
3% |
False |
True |
167,209 |
| 20 |
1.4930 |
1.4488 |
0.0442 |
3.0% |
0.0097 |
0.7% |
28% |
False |
False |
182,174 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0084 |
0.6% |
47% |
False |
False |
146,644 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0070 |
0.5% |
47% |
False |
False |
99,697 |
| 80 |
1.4930 |
1.4158 |
0.0772 |
5.3% |
0.0060 |
0.4% |
59% |
False |
False |
74,964 |
| 100 |
1.4930 |
1.3905 |
0.1025 |
7.0% |
0.0055 |
0.4% |
69% |
False |
False |
60,024 |
| 120 |
1.4930 |
1.3464 |
0.1466 |
10.0% |
0.0046 |
0.3% |
78% |
False |
False |
50,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4876 |
|
2.618 |
1.4791 |
|
1.618 |
1.4739 |
|
1.000 |
1.4707 |
|
0.618 |
1.4687 |
|
HIGH |
1.4655 |
|
0.618 |
1.4635 |
|
0.500 |
1.4629 |
|
0.382 |
1.4623 |
|
LOW |
1.4603 |
|
0.618 |
1.4571 |
|
1.000 |
1.4551 |
|
1.618 |
1.4519 |
|
2.618 |
1.4467 |
|
4.250 |
1.4382 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4629 |
1.4715 |
| PP |
1.4623 |
1.4681 |
| S1 |
1.4618 |
1.4646 |
|