CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4811 |
1.4865 |
0.0054 |
0.4% |
1.4731 |
| High |
1.4835 |
1.4975 |
0.0140 |
0.9% |
1.4853 |
| Low |
1.4800 |
1.4855 |
0.0055 |
0.4% |
1.4606 |
| Close |
1.4815 |
1.4961 |
0.0146 |
1.0% |
1.4817 |
| Range |
0.0035 |
0.0120 |
0.0085 |
242.9% |
0.0247 |
| ATR |
0.0093 |
0.0098 |
0.0005 |
5.2% |
0.0000 |
| Volume |
131,394 |
102,093 |
-29,301 |
-22.3% |
689,321 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5290 |
1.5246 |
1.5027 |
|
| R3 |
1.5170 |
1.5126 |
1.4994 |
|
| R2 |
1.5050 |
1.5050 |
1.4983 |
|
| R1 |
1.5006 |
1.5006 |
1.4972 |
1.5028 |
| PP |
1.4930 |
1.4930 |
1.4930 |
1.4942 |
| S1 |
1.4886 |
1.4886 |
1.4950 |
1.4908 |
| S2 |
1.4810 |
1.4810 |
1.4939 |
|
| S3 |
1.4690 |
1.4766 |
1.4928 |
|
| S4 |
1.4570 |
1.4646 |
1.4895 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5500 |
1.5405 |
1.4953 |
|
| R3 |
1.5253 |
1.5158 |
1.4885 |
|
| R2 |
1.5006 |
1.5006 |
1.4862 |
|
| R1 |
1.4911 |
1.4911 |
1.4840 |
1.4959 |
| PP |
1.4759 |
1.4759 |
1.4759 |
1.4782 |
| S1 |
1.4664 |
1.4664 |
1.4794 |
1.4712 |
| S2 |
1.4512 |
1.4512 |
1.4772 |
|
| S3 |
1.4265 |
1.4417 |
1.4749 |
|
| S4 |
1.4018 |
1.4170 |
1.4681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4975 |
1.4606 |
0.0369 |
2.5% |
0.0087 |
0.6% |
96% |
True |
False |
160,209 |
| 10 |
1.4975 |
1.4518 |
0.0457 |
3.1% |
0.0070 |
0.5% |
97% |
True |
False |
148,977 |
| 20 |
1.4975 |
1.4432 |
0.0543 |
3.6% |
0.0077 |
0.5% |
97% |
True |
False |
152,895 |
| 40 |
1.4975 |
1.4432 |
0.0543 |
3.6% |
0.0087 |
0.6% |
97% |
True |
False |
161,492 |
| 60 |
1.4975 |
1.4327 |
0.0648 |
4.3% |
0.0078 |
0.5% |
98% |
True |
False |
132,413 |
| 80 |
1.4975 |
1.4327 |
0.0648 |
4.3% |
0.0066 |
0.4% |
98% |
True |
False |
99,710 |
| 100 |
1.4975 |
1.4079 |
0.0896 |
6.0% |
0.0060 |
0.4% |
98% |
True |
False |
79,881 |
| 120 |
1.4975 |
1.3673 |
0.1302 |
8.7% |
0.0054 |
0.4% |
99% |
True |
False |
66,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5485 |
|
2.618 |
1.5289 |
|
1.618 |
1.5169 |
|
1.000 |
1.5095 |
|
0.618 |
1.5049 |
|
HIGH |
1.4975 |
|
0.618 |
1.4929 |
|
0.500 |
1.4915 |
|
0.382 |
1.4901 |
|
LOW |
1.4855 |
|
0.618 |
1.4781 |
|
1.000 |
1.4735 |
|
1.618 |
1.4661 |
|
2.618 |
1.4541 |
|
4.250 |
1.4345 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4946 |
1.4934 |
| PP |
1.4930 |
1.4908 |
| S1 |
1.4915 |
1.4881 |
|