CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4865 |
1.5040 |
0.0175 |
1.2% |
1.4731 |
| High |
1.4975 |
1.5136 |
0.0161 |
1.1% |
1.4853 |
| Low |
1.4855 |
1.5015 |
0.0160 |
1.1% |
1.4606 |
| Close |
1.4961 |
1.5111 |
0.0150 |
1.0% |
1.4817 |
| Range |
0.0120 |
0.0121 |
0.0001 |
0.8% |
0.0247 |
| ATR |
0.0098 |
0.0103 |
0.0006 |
5.6% |
0.0000 |
| Volume |
102,093 |
200,818 |
98,725 |
96.7% |
689,321 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5450 |
1.5402 |
1.5178 |
|
| R3 |
1.5329 |
1.5281 |
1.5144 |
|
| R2 |
1.5208 |
1.5208 |
1.5133 |
|
| R1 |
1.5160 |
1.5160 |
1.5122 |
1.5184 |
| PP |
1.5087 |
1.5087 |
1.5087 |
1.5100 |
| S1 |
1.5039 |
1.5039 |
1.5100 |
1.5063 |
| S2 |
1.4966 |
1.4966 |
1.5089 |
|
| S3 |
1.4845 |
1.4918 |
1.5078 |
|
| S4 |
1.4724 |
1.4797 |
1.5044 |
|
|
| 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 |
1.5136 |
1.4721 |
0.0415 |
2.7% |
0.0090 |
0.6% |
94% |
True |
False |
160,271 |
| 10 |
1.5136 |
1.4525 |
0.0611 |
4.0% |
0.0074 |
0.5% |
96% |
True |
False |
156,627 |
| 20 |
1.5136 |
1.4432 |
0.0704 |
4.7% |
0.0081 |
0.5% |
96% |
True |
False |
156,903 |
| 40 |
1.5136 |
1.4432 |
0.0704 |
4.7% |
0.0089 |
0.6% |
96% |
True |
False |
163,691 |
| 60 |
1.5136 |
1.4327 |
0.0809 |
5.4% |
0.0079 |
0.5% |
97% |
True |
False |
135,696 |
| 80 |
1.5136 |
1.4327 |
0.0809 |
5.4% |
0.0067 |
0.4% |
97% |
True |
False |
102,212 |
| 100 |
1.5136 |
1.4079 |
0.1057 |
7.0% |
0.0061 |
0.4% |
98% |
True |
False |
81,885 |
| 120 |
1.5136 |
1.3720 |
0.1416 |
9.4% |
0.0055 |
0.4% |
98% |
True |
False |
68,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5650 |
|
2.618 |
1.5453 |
|
1.618 |
1.5332 |
|
1.000 |
1.5257 |
|
0.618 |
1.5211 |
|
HIGH |
1.5136 |
|
0.618 |
1.5090 |
|
0.500 |
1.5076 |
|
0.382 |
1.5061 |
|
LOW |
1.5015 |
|
0.618 |
1.4940 |
|
1.000 |
1.4894 |
|
1.618 |
1.4819 |
|
2.618 |
1.4698 |
|
4.250 |
1.4501 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5099 |
1.5063 |
| PP |
1.5087 |
1.5016 |
| S1 |
1.5076 |
1.4968 |
|