CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4731 |
1.4650 |
-0.0081 |
-0.5% |
1.4519 |
| High |
1.4742 |
1.4714 |
-0.0028 |
-0.2% |
1.4695 |
| Low |
1.4713 |
1.4606 |
-0.0107 |
-0.7% |
1.4467 |
| Close |
1.4722 |
1.4707 |
-0.0015 |
-0.1% |
1.4657 |
| Range |
0.0029 |
0.0108 |
0.0079 |
272.4% |
0.0228 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.4% |
0.0000 |
| Volume |
121,762 |
200,508 |
78,746 |
64.7% |
681,851 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5000 |
1.4961 |
1.4766 |
|
| R3 |
1.4892 |
1.4853 |
1.4737 |
|
| R2 |
1.4784 |
1.4784 |
1.4727 |
|
| R1 |
1.4745 |
1.4745 |
1.4717 |
1.4765 |
| PP |
1.4676 |
1.4676 |
1.4676 |
1.4685 |
| S1 |
1.4637 |
1.4637 |
1.4697 |
1.4657 |
| S2 |
1.4568 |
1.4568 |
1.4687 |
|
| S3 |
1.4460 |
1.4529 |
1.4677 |
|
| S4 |
1.4352 |
1.4421 |
1.4648 |
|
|
| 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 |
1.4525 |
0.0217 |
1.5% |
0.0059 |
0.4% |
84% |
False |
False |
152,984 |
| 10 |
1.4742 |
1.4432 |
0.0310 |
2.1% |
0.0067 |
0.5% |
89% |
False |
False |
159,796 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0078 |
0.5% |
55% |
False |
False |
173,709 |
| 40 |
1.4930 |
1.4360 |
0.0570 |
3.9% |
0.0084 |
0.6% |
61% |
False |
False |
153,429 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0076 |
0.5% |
63% |
False |
False |
122,609 |
| 80 |
1.4930 |
1.4232 |
0.0698 |
4.7% |
0.0064 |
0.4% |
68% |
False |
False |
92,251 |
| 100 |
1.4930 |
1.4079 |
0.0851 |
5.8% |
0.0058 |
0.4% |
74% |
False |
False |
73,889 |
| 120 |
1.4930 |
1.3671 |
0.1259 |
8.6% |
0.0051 |
0.3% |
82% |
False |
False |
61,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5173 |
|
2.618 |
1.4997 |
|
1.618 |
1.4889 |
|
1.000 |
1.4822 |
|
0.618 |
1.4781 |
|
HIGH |
1.4714 |
|
0.618 |
1.4673 |
|
0.500 |
1.4660 |
|
0.382 |
1.4647 |
|
LOW |
1.4606 |
|
0.618 |
1.4539 |
|
1.000 |
1.4498 |
|
1.618 |
1.4431 |
|
2.618 |
1.4323 |
|
4.250 |
1.4147 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4691 |
1.4696 |
| PP |
1.4676 |
1.4685 |
| S1 |
1.4660 |
1.4674 |
|