CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4570 |
1.4616 |
0.0046 |
0.3% |
1.4814 |
| High |
1.4575 |
1.4632 |
0.0057 |
0.4% |
1.4827 |
| Low |
1.4525 |
1.4566 |
0.0041 |
0.3% |
1.4432 |
| Close |
1.4564 |
1.4621 |
0.0057 |
0.4% |
1.4492 |
| Range |
0.0050 |
0.0066 |
0.0016 |
32.0% |
0.0395 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
162,640 |
115,724 |
-46,916 |
-28.8% |
914,324 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4804 |
1.4779 |
1.4657 |
|
| R3 |
1.4738 |
1.4713 |
1.4639 |
|
| R2 |
1.4672 |
1.4672 |
1.4633 |
|
| R1 |
1.4647 |
1.4647 |
1.4627 |
1.4660 |
| PP |
1.4606 |
1.4606 |
1.4606 |
1.4613 |
| S1 |
1.4581 |
1.4581 |
1.4615 |
1.4594 |
| S2 |
1.4540 |
1.4540 |
1.4609 |
|
| S3 |
1.4474 |
1.4515 |
1.4603 |
|
| S4 |
1.4408 |
1.4449 |
1.4585 |
|
|
| 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 |
1.4632 |
1.4462 |
0.0170 |
1.2% |
0.0064 |
0.4% |
94% |
True |
False |
151,894 |
| 10 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0077 |
0.5% |
38% |
False |
False |
159,953 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0083 |
0.6% |
38% |
False |
False |
182,015 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0084 |
0.6% |
49% |
False |
False |
150,919 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0074 |
0.5% |
49% |
False |
False |
114,560 |
| 80 |
1.4930 |
1.4158 |
0.0772 |
5.3% |
0.0063 |
0.4% |
60% |
False |
False |
86,207 |
| 100 |
1.4930 |
1.4079 |
0.0851 |
5.8% |
0.0057 |
0.4% |
64% |
False |
False |
69,030 |
| 120 |
1.4930 |
1.3608 |
0.1322 |
9.0% |
0.0050 |
0.3% |
77% |
False |
False |
57,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4913 |
|
2.618 |
1.4805 |
|
1.618 |
1.4739 |
|
1.000 |
1.4698 |
|
0.618 |
1.4673 |
|
HIGH |
1.4632 |
|
0.618 |
1.4607 |
|
0.500 |
1.4599 |
|
0.382 |
1.4591 |
|
LOW |
1.4566 |
|
0.618 |
1.4525 |
|
1.000 |
1.4500 |
|
1.618 |
1.4459 |
|
2.618 |
1.4393 |
|
4.250 |
1.4286 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4614 |
1.4606 |
| PP |
1.4606 |
1.4590 |
| S1 |
1.4599 |
1.4575 |
|