CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4551 |
1.4488 |
-0.0063 |
-0.4% |
1.4814 |
| High |
1.4557 |
1.4530 |
-0.0027 |
-0.2% |
1.4827 |
| Low |
1.4432 |
1.4462 |
0.0030 |
0.2% |
1.4432 |
| Close |
1.4445 |
1.4492 |
0.0047 |
0.3% |
1.4492 |
| Range |
0.0125 |
0.0068 |
-0.0057 |
-45.6% |
0.0395 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
142,182 |
241,908 |
99,726 |
70.1% |
914,324 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4699 |
1.4663 |
1.4529 |
|
| R3 |
1.4631 |
1.4595 |
1.4511 |
|
| R2 |
1.4563 |
1.4563 |
1.4504 |
|
| R1 |
1.4527 |
1.4527 |
1.4498 |
1.4545 |
| PP |
1.4495 |
1.4495 |
1.4495 |
1.4504 |
| S1 |
1.4459 |
1.4459 |
1.4486 |
1.4477 |
| S2 |
1.4427 |
1.4427 |
1.4480 |
|
| S3 |
1.4359 |
1.4391 |
1.4473 |
|
| S4 |
1.4291 |
1.4323 |
1.4455 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5769 |
1.5525 |
1.4709 |
|
| R3 |
1.5374 |
1.5130 |
1.4601 |
|
| R2 |
1.4979 |
1.4979 |
1.4564 |
|
| R1 |
1.4735 |
1.4735 |
1.4528 |
1.4660 |
| PP |
1.4584 |
1.4584 |
1.4584 |
1.4546 |
| S1 |
1.4340 |
1.4340 |
1.4456 |
1.4265 |
| S2 |
1.4189 |
1.4189 |
1.4420 |
|
| S3 |
1.3794 |
1.3945 |
1.4383 |
|
| S4 |
1.3399 |
1.3550 |
1.4275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4827 |
1.4432 |
0.0395 |
2.7% |
0.0072 |
0.5% |
15% |
False |
False |
182,864 |
| 10 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0084 |
0.6% |
12% |
False |
False |
161,802 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0096 |
0.7% |
12% |
False |
False |
189,738 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.2% |
0.0087 |
0.6% |
27% |
False |
False |
154,563 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.2% |
0.0072 |
0.5% |
27% |
False |
False |
106,008 |
| 80 |
1.4930 |
1.4158 |
0.0772 |
5.3% |
0.0061 |
0.4% |
43% |
False |
False |
79,753 |
| 100 |
1.4930 |
1.3905 |
0.1025 |
7.1% |
0.0057 |
0.4% |
57% |
False |
False |
63,861 |
| 120 |
1.4930 |
1.3520 |
0.1410 |
9.7% |
0.0048 |
0.3% |
69% |
False |
False |
53,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4819 |
|
2.618 |
1.4708 |
|
1.618 |
1.4640 |
|
1.000 |
1.4598 |
|
0.618 |
1.4572 |
|
HIGH |
1.4530 |
|
0.618 |
1.4504 |
|
0.500 |
1.4496 |
|
0.382 |
1.4488 |
|
LOW |
1.4462 |
|
0.618 |
1.4420 |
|
1.000 |
1.4394 |
|
1.618 |
1.4352 |
|
2.618 |
1.4284 |
|
4.250 |
1.4173 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4496 |
1.4544 |
| PP |
1.4495 |
1.4526 |
| S1 |
1.4493 |
1.4509 |
|