CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5116 |
1.5166 |
0.0050 |
0.3% |
1.4811 |
| High |
1.5223 |
1.5202 |
-0.0021 |
-0.1% |
1.5223 |
| Low |
1.5107 |
1.5138 |
0.0031 |
0.2% |
1.4800 |
| Close |
1.5208 |
1.5185 |
-0.0023 |
-0.2% |
1.5185 |
| Range |
0.0116 |
0.0064 |
-0.0052 |
-44.8% |
0.0423 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
238,082 |
168,931 |
-69,151 |
-29.0% |
841,318 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5367 |
1.5340 |
1.5220 |
|
| R3 |
1.5303 |
1.5276 |
1.5203 |
|
| R2 |
1.5239 |
1.5239 |
1.5197 |
|
| R1 |
1.5212 |
1.5212 |
1.5191 |
1.5226 |
| PP |
1.5175 |
1.5175 |
1.5175 |
1.5182 |
| S1 |
1.5148 |
1.5148 |
1.5179 |
1.5162 |
| S2 |
1.5111 |
1.5111 |
1.5173 |
|
| S3 |
1.5047 |
1.5084 |
1.5167 |
|
| S4 |
1.4983 |
1.5020 |
1.5150 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6338 |
1.6185 |
1.5418 |
|
| R3 |
1.5915 |
1.5762 |
1.5301 |
|
| R2 |
1.5492 |
1.5492 |
1.5263 |
|
| R1 |
1.5339 |
1.5339 |
1.5224 |
1.5416 |
| PP |
1.5069 |
1.5069 |
1.5069 |
1.5108 |
| S1 |
1.4916 |
1.4916 |
1.5146 |
1.4993 |
| S2 |
1.4646 |
1.4646 |
1.5107 |
|
| S3 |
1.4223 |
1.4493 |
1.5069 |
|
| S4 |
1.3800 |
1.4070 |
1.4952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5223 |
1.4800 |
0.0423 |
2.8% |
0.0091 |
0.6% |
91% |
False |
False |
168,263 |
| 10 |
1.5223 |
1.4606 |
0.0617 |
4.1% |
0.0081 |
0.5% |
94% |
False |
False |
169,492 |
| 20 |
1.5223 |
1.4432 |
0.0791 |
5.2% |
0.0079 |
0.5% |
95% |
False |
False |
164,723 |
| 40 |
1.5223 |
1.4432 |
0.0791 |
5.2% |
0.0086 |
0.6% |
95% |
False |
False |
169,560 |
| 60 |
1.5223 |
1.4327 |
0.0896 |
5.9% |
0.0080 |
0.5% |
96% |
False |
False |
142,165 |
| 80 |
1.5223 |
1.4327 |
0.0896 |
5.9% |
0.0069 |
0.5% |
96% |
False |
False |
107,276 |
| 100 |
1.5223 |
1.4079 |
0.1144 |
7.5% |
0.0062 |
0.4% |
97% |
False |
False |
85,949 |
| 120 |
1.5223 |
1.3820 |
0.1403 |
9.2% |
0.0056 |
0.4% |
97% |
False |
False |
71,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5474 |
|
2.618 |
1.5370 |
|
1.618 |
1.5306 |
|
1.000 |
1.5266 |
|
0.618 |
1.5242 |
|
HIGH |
1.5202 |
|
0.618 |
1.5178 |
|
0.500 |
1.5170 |
|
0.382 |
1.5162 |
|
LOW |
1.5138 |
|
0.618 |
1.5098 |
|
1.000 |
1.5074 |
|
1.618 |
1.5034 |
|
2.618 |
1.4970 |
|
4.250 |
1.4866 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5180 |
1.5163 |
| PP |
1.5175 |
1.5141 |
| S1 |
1.5170 |
1.5119 |
|