CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5040 |
1.5116 |
0.0076 |
0.5% |
1.4731 |
| High |
1.5136 |
1.5223 |
0.0087 |
0.6% |
1.4853 |
| Low |
1.5015 |
1.5107 |
0.0092 |
0.6% |
1.4606 |
| Close |
1.5111 |
1.5208 |
0.0097 |
0.6% |
1.4817 |
| Range |
0.0121 |
0.0116 |
-0.0005 |
-4.1% |
0.0247 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
0.9% |
0.0000 |
| Volume |
200,818 |
238,082 |
37,264 |
18.6% |
689,321 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5527 |
1.5484 |
1.5272 |
|
| R3 |
1.5411 |
1.5368 |
1.5240 |
|
| R2 |
1.5295 |
1.5295 |
1.5229 |
|
| R1 |
1.5252 |
1.5252 |
1.5219 |
1.5274 |
| PP |
1.5179 |
1.5179 |
1.5179 |
1.5190 |
| S1 |
1.5136 |
1.5136 |
1.5197 |
1.5158 |
| S2 |
1.5063 |
1.5063 |
1.5187 |
|
| S3 |
1.4947 |
1.5020 |
1.5176 |
|
| S4 |
1.4831 |
1.4904 |
1.5144 |
|
|
| 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 |
1.5223 |
1.4787 |
0.0436 |
2.9% |
0.0092 |
0.6% |
97% |
True |
False |
171,041 |
| 10 |
1.5223 |
1.4566 |
0.0657 |
4.3% |
0.0081 |
0.5% |
98% |
True |
False |
164,171 |
| 20 |
1.5223 |
1.4432 |
0.0791 |
5.2% |
0.0080 |
0.5% |
98% |
True |
False |
163,456 |
| 40 |
1.5223 |
1.4432 |
0.0791 |
5.2% |
0.0087 |
0.6% |
98% |
True |
False |
167,150 |
| 60 |
1.5223 |
1.4327 |
0.0896 |
5.9% |
0.0079 |
0.5% |
98% |
True |
False |
139,534 |
| 80 |
1.5223 |
1.4327 |
0.0896 |
5.9% |
0.0069 |
0.5% |
98% |
True |
False |
105,177 |
| 100 |
1.5223 |
1.4079 |
0.1144 |
7.5% |
0.0062 |
0.4% |
99% |
True |
False |
84,263 |
| 120 |
1.5223 |
1.3741 |
0.1482 |
9.7% |
0.0056 |
0.4% |
99% |
True |
False |
70,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5716 |
|
2.618 |
1.5527 |
|
1.618 |
1.5411 |
|
1.000 |
1.5339 |
|
0.618 |
1.5295 |
|
HIGH |
1.5223 |
|
0.618 |
1.5179 |
|
0.500 |
1.5165 |
|
0.382 |
1.5151 |
|
LOW |
1.5107 |
|
0.618 |
1.5035 |
|
1.000 |
1.4991 |
|
1.618 |
1.4919 |
|
2.618 |
1.4803 |
|
4.250 |
1.4614 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5194 |
1.5152 |
| PP |
1.5179 |
1.5095 |
| S1 |
1.5165 |
1.5039 |
|