CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4616 |
1.4663 |
0.0047 |
0.3% |
1.4519 |
| High |
1.4632 |
1.4695 |
0.0063 |
0.4% |
1.4695 |
| Low |
1.4566 |
1.4654 |
0.0088 |
0.6% |
1.4467 |
| Close |
1.4621 |
1.4657 |
0.0036 |
0.2% |
1.4657 |
| Range |
0.0066 |
0.0041 |
-0.0025 |
-37.9% |
0.0228 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
115,724 |
164,287 |
48,563 |
42.0% |
681,851 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4792 |
1.4765 |
1.4680 |
|
| R3 |
1.4751 |
1.4724 |
1.4668 |
|
| R2 |
1.4710 |
1.4710 |
1.4665 |
|
| R1 |
1.4683 |
1.4683 |
1.4661 |
1.4676 |
| PP |
1.4669 |
1.4669 |
1.4669 |
1.4665 |
| S1 |
1.4642 |
1.4642 |
1.4653 |
1.4635 |
| S2 |
1.4628 |
1.4628 |
1.4649 |
|
| S3 |
1.4587 |
1.4601 |
1.4646 |
|
| S4 |
1.4546 |
1.4560 |
1.4634 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5290 |
1.5202 |
1.4782 |
|
| R3 |
1.5062 |
1.4974 |
1.4720 |
|
| R2 |
1.4834 |
1.4834 |
1.4699 |
|
| R1 |
1.4746 |
1.4746 |
1.4678 |
1.4790 |
| PP |
1.4606 |
1.4606 |
1.4606 |
1.4629 |
| S1 |
1.4518 |
1.4518 |
1.4636 |
1.4562 |
| S2 |
1.4378 |
1.4378 |
1.4615 |
|
| S3 |
1.4150 |
1.4290 |
1.4594 |
|
| S4 |
1.3922 |
1.4062 |
1.4532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4695 |
1.4467 |
0.0228 |
1.6% |
0.0058 |
0.4% |
83% |
True |
False |
136,370 |
| 10 |
1.4827 |
1.4432 |
0.0395 |
2.7% |
0.0065 |
0.4% |
57% |
False |
False |
159,617 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0082 |
0.6% |
45% |
False |
False |
175,110 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0084 |
0.6% |
55% |
False |
False |
151,154 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0075 |
0.5% |
55% |
False |
False |
117,280 |
| 80 |
1.4930 |
1.4158 |
0.0772 |
5.3% |
0.0063 |
0.4% |
65% |
False |
False |
88,249 |
| 100 |
1.4930 |
1.4079 |
0.0851 |
5.8% |
0.0058 |
0.4% |
68% |
False |
False |
70,669 |
| 120 |
1.4930 |
1.3671 |
0.1259 |
8.6% |
0.0050 |
0.3% |
78% |
False |
False |
58,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4869 |
|
2.618 |
1.4802 |
|
1.618 |
1.4761 |
|
1.000 |
1.4736 |
|
0.618 |
1.4720 |
|
HIGH |
1.4695 |
|
0.618 |
1.4679 |
|
0.500 |
1.4675 |
|
0.382 |
1.4670 |
|
LOW |
1.4654 |
|
0.618 |
1.4629 |
|
1.000 |
1.4613 |
|
1.618 |
1.4588 |
|
2.618 |
1.4547 |
|
4.250 |
1.4480 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4675 |
1.4641 |
| PP |
1.4669 |
1.4626 |
| S1 |
1.4663 |
1.4610 |
|