CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4488 |
1.4519 |
0.0031 |
0.2% |
1.4814 |
| High |
1.4530 |
1.4519 |
-0.0011 |
-0.1% |
1.4827 |
| Low |
1.4462 |
1.4467 |
0.0005 |
0.0% |
1.4432 |
| Close |
1.4492 |
1.4501 |
0.0009 |
0.1% |
1.4492 |
| Range |
0.0068 |
0.0052 |
-0.0016 |
-23.5% |
0.0395 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
241,908 |
114,884 |
-127,024 |
-52.5% |
914,324 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4652 |
1.4628 |
1.4530 |
|
| R3 |
1.4600 |
1.4576 |
1.4515 |
|
| R2 |
1.4548 |
1.4548 |
1.4511 |
|
| R1 |
1.4524 |
1.4524 |
1.4506 |
1.4510 |
| PP |
1.4496 |
1.4496 |
1.4496 |
1.4489 |
| S1 |
1.4472 |
1.4472 |
1.4496 |
1.4458 |
| S2 |
1.4444 |
1.4444 |
1.4491 |
|
| S3 |
1.4392 |
1.4420 |
1.4487 |
|
| S4 |
1.4340 |
1.4368 |
1.4472 |
|
|
| 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 |
1.4684 |
1.4432 |
0.0252 |
1.7% |
0.0075 |
0.5% |
27% |
False |
False |
162,541 |
| 10 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0083 |
0.6% |
14% |
False |
False |
156,813 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0097 |
0.7% |
14% |
False |
False |
184,392 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.2% |
0.0086 |
0.6% |
29% |
False |
False |
154,948 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.2% |
0.0073 |
0.5% |
29% |
False |
False |
107,907 |
| 80 |
1.4930 |
1.4158 |
0.0772 |
5.3% |
0.0062 |
0.4% |
44% |
False |
False |
81,185 |
| 100 |
1.4930 |
1.3920 |
0.1010 |
7.0% |
0.0057 |
0.4% |
58% |
False |
False |
65,006 |
| 120 |
1.4930 |
1.3520 |
0.1410 |
9.7% |
0.0048 |
0.3% |
70% |
False |
False |
54,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4740 |
|
2.618 |
1.4655 |
|
1.618 |
1.4603 |
|
1.000 |
1.4571 |
|
0.618 |
1.4551 |
|
HIGH |
1.4519 |
|
0.618 |
1.4499 |
|
0.500 |
1.4493 |
|
0.382 |
1.4487 |
|
LOW |
1.4467 |
|
0.618 |
1.4435 |
|
1.000 |
1.4415 |
|
1.618 |
1.4383 |
|
2.618 |
1.4331 |
|
4.250 |
1.4246 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4498 |
1.4499 |
| PP |
1.4496 |
1.4497 |
| S1 |
1.4493 |
1.4495 |
|