CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4606 |
1.4551 |
-0.0055 |
-0.4% |
1.4729 |
| High |
1.4655 |
1.4557 |
-0.0098 |
-0.7% |
1.4930 |
| Low |
1.4603 |
1.4432 |
-0.0171 |
-1.2% |
1.4715 |
| Close |
1.4612 |
1.4445 |
-0.0167 |
-1.1% |
1.4788 |
| Range |
0.0052 |
0.0125 |
0.0073 |
140.4% |
0.0215 |
| ATR |
0.0107 |
0.0112 |
0.0005 |
4.9% |
0.0000 |
| Volume |
209,752 |
142,182 |
-67,570 |
-32.2% |
703,705 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4853 |
1.4774 |
1.4514 |
|
| R3 |
1.4728 |
1.4649 |
1.4479 |
|
| R2 |
1.4603 |
1.4603 |
1.4468 |
|
| R1 |
1.4524 |
1.4524 |
1.4456 |
1.4501 |
| PP |
1.4478 |
1.4478 |
1.4478 |
1.4467 |
| S1 |
1.4399 |
1.4399 |
1.4434 |
1.4376 |
| S2 |
1.4353 |
1.4353 |
1.4422 |
|
| S3 |
1.4228 |
1.4274 |
1.4411 |
|
| S4 |
1.4103 |
1.4149 |
1.4376 |
|
|
| 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 |
1.4432 |
0.0498 |
3.4% |
0.0090 |
0.6% |
3% |
False |
True |
168,012 |
| 10 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0084 |
0.6% |
3% |
False |
True |
158,295 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0101 |
0.7% |
3% |
False |
True |
184,195 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.2% |
0.0086 |
0.6% |
20% |
False |
False |
149,503 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.2% |
0.0071 |
0.5% |
20% |
False |
False |
102,022 |
| 80 |
1.4930 |
1.4158 |
0.0772 |
5.3% |
0.0061 |
0.4% |
37% |
False |
False |
76,736 |
| 100 |
1.4930 |
1.3905 |
0.1025 |
7.1% |
0.0056 |
0.4% |
53% |
False |
False |
61,445 |
| 120 |
1.4930 |
1.3464 |
0.1466 |
10.1% |
0.0047 |
0.3% |
67% |
False |
False |
51,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5088 |
|
2.618 |
1.4884 |
|
1.618 |
1.4759 |
|
1.000 |
1.4682 |
|
0.618 |
1.4634 |
|
HIGH |
1.4557 |
|
0.618 |
1.4509 |
|
0.500 |
1.4495 |
|
0.382 |
1.4480 |
|
LOW |
1.4432 |
|
0.618 |
1.4355 |
|
1.000 |
1.4307 |
|
1.618 |
1.4230 |
|
2.618 |
1.4105 |
|
4.250 |
1.3901 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4495 |
1.4558 |
| PP |
1.4478 |
1.4520 |
| S1 |
1.4462 |
1.4483 |
|