CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4663 |
1.4731 |
0.0068 |
0.5% |
1.4519 |
| High |
1.4695 |
1.4742 |
0.0047 |
0.3% |
1.4695 |
| Low |
1.4654 |
1.4713 |
0.0059 |
0.4% |
1.4467 |
| Close |
1.4657 |
1.4722 |
0.0065 |
0.4% |
1.4657 |
| Range |
0.0041 |
0.0029 |
-0.0012 |
-29.3% |
0.0228 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
164,287 |
121,762 |
-42,525 |
-25.9% |
681,851 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4813 |
1.4796 |
1.4738 |
|
| R3 |
1.4784 |
1.4767 |
1.4730 |
|
| R2 |
1.4755 |
1.4755 |
1.4727 |
|
| R1 |
1.4738 |
1.4738 |
1.4725 |
1.4732 |
| PP |
1.4726 |
1.4726 |
1.4726 |
1.4723 |
| S1 |
1.4709 |
1.4709 |
1.4719 |
1.4703 |
| S2 |
1.4697 |
1.4697 |
1.4717 |
|
| S3 |
1.4668 |
1.4680 |
1.4714 |
|
| S4 |
1.4639 |
1.4651 |
1.4706 |
|
|
| 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 |
1.4742 |
1.4518 |
0.0224 |
1.5% |
0.0054 |
0.4% |
91% |
True |
False |
137,745 |
| 10 |
1.4742 |
1.4432 |
0.0310 |
2.1% |
0.0064 |
0.4% |
94% |
True |
False |
150,143 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0079 |
0.5% |
58% |
False |
False |
171,484 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0083 |
0.6% |
66% |
False |
False |
151,289 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0075 |
0.5% |
66% |
False |
False |
119,303 |
| 80 |
1.4930 |
1.4232 |
0.0698 |
4.7% |
0.0063 |
0.4% |
70% |
False |
False |
89,760 |
| 100 |
1.4930 |
1.4079 |
0.0851 |
5.8% |
0.0058 |
0.4% |
76% |
False |
False |
71,885 |
| 120 |
1.4930 |
1.3671 |
0.1259 |
8.6% |
0.0051 |
0.3% |
83% |
False |
False |
59,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4865 |
|
2.618 |
1.4818 |
|
1.618 |
1.4789 |
|
1.000 |
1.4771 |
|
0.618 |
1.4760 |
|
HIGH |
1.4742 |
|
0.618 |
1.4731 |
|
0.500 |
1.4728 |
|
0.382 |
1.4724 |
|
LOW |
1.4713 |
|
0.618 |
1.4695 |
|
1.000 |
1.4684 |
|
1.618 |
1.4666 |
|
2.618 |
1.4637 |
|
4.250 |
1.4590 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4728 |
1.4699 |
| PP |
1.4726 |
1.4677 |
| S1 |
1.4724 |
1.4654 |
|