CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4519 |
1.4519 |
0.0000 |
0.0% |
1.4814 |
| High |
1.4519 |
1.4600 |
0.0081 |
0.6% |
1.4827 |
| Low |
1.4467 |
1.4518 |
0.0051 |
0.4% |
1.4432 |
| Close |
1.4501 |
1.4579 |
0.0078 |
0.5% |
1.4492 |
| Range |
0.0052 |
0.0082 |
0.0030 |
57.7% |
0.0395 |
| ATR |
0.0106 |
0.0106 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
114,884 |
124,316 |
9,432 |
8.2% |
914,324 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4812 |
1.4777 |
1.4624 |
|
| R3 |
1.4730 |
1.4695 |
1.4602 |
|
| R2 |
1.4648 |
1.4648 |
1.4594 |
|
| R1 |
1.4613 |
1.4613 |
1.4587 |
1.4631 |
| PP |
1.4566 |
1.4566 |
1.4566 |
1.4574 |
| S1 |
1.4531 |
1.4531 |
1.4571 |
1.4549 |
| S2 |
1.4484 |
1.4484 |
1.4564 |
|
| S3 |
1.4402 |
1.4449 |
1.4556 |
|
| S4 |
1.4320 |
1.4367 |
1.4534 |
|
|
| 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 |
1.4655 |
1.4432 |
0.0223 |
1.5% |
0.0076 |
0.5% |
66% |
False |
False |
166,608 |
| 10 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0087 |
0.6% |
30% |
False |
False |
157,180 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0094 |
0.6% |
30% |
False |
False |
184,076 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0085 |
0.6% |
42% |
False |
False |
154,681 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0073 |
0.5% |
42% |
False |
False |
109,965 |
| 80 |
1.4930 |
1.4158 |
0.0772 |
5.3% |
0.0062 |
0.4% |
55% |
False |
False |
82,737 |
| 100 |
1.4930 |
1.3974 |
0.0956 |
6.6% |
0.0057 |
0.4% |
63% |
False |
False |
66,248 |
| 120 |
1.4930 |
1.3520 |
0.1410 |
9.7% |
0.0049 |
0.3% |
75% |
False |
False |
55,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4949 |
|
2.618 |
1.4815 |
|
1.618 |
1.4733 |
|
1.000 |
1.4682 |
|
0.618 |
1.4651 |
|
HIGH |
1.4600 |
|
0.618 |
1.4569 |
|
0.500 |
1.4559 |
|
0.382 |
1.4549 |
|
LOW |
1.4518 |
|
0.618 |
1.4467 |
|
1.000 |
1.4436 |
|
1.618 |
1.4385 |
|
2.618 |
1.4303 |
|
4.250 |
1.4170 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4572 |
1.4563 |
| PP |
1.4566 |
1.4547 |
| S1 |
1.4559 |
1.4531 |
|