CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5207 |
1.5196 |
-0.0011 |
-0.1% |
1.4811 |
| High |
1.5243 |
1.5292 |
0.0049 |
0.3% |
1.5223 |
| Low |
1.5185 |
1.5196 |
0.0011 |
0.1% |
1.4800 |
| Close |
1.5202 |
1.5259 |
0.0057 |
0.4% |
1.5185 |
| Range |
0.0058 |
0.0096 |
0.0038 |
65.5% |
0.0423 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
199,910 |
168,295 |
-31,615 |
-15.8% |
841,318 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5537 |
1.5494 |
1.5312 |
|
| R3 |
1.5441 |
1.5398 |
1.5285 |
|
| R2 |
1.5345 |
1.5345 |
1.5277 |
|
| R1 |
1.5302 |
1.5302 |
1.5268 |
1.5324 |
| PP |
1.5249 |
1.5249 |
1.5249 |
1.5260 |
| S1 |
1.5206 |
1.5206 |
1.5250 |
1.5228 |
| S2 |
1.5153 |
1.5153 |
1.5241 |
|
| S3 |
1.5057 |
1.5110 |
1.5233 |
|
| S4 |
1.4961 |
1.5014 |
1.5206 |
|
|
| 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 |
1.5292 |
1.5107 |
0.0185 |
1.2% |
0.0090 |
0.6% |
82% |
True |
False |
190,825 |
| 10 |
1.5292 |
1.4721 |
0.0571 |
3.7% |
0.0090 |
0.6% |
94% |
True |
False |
175,548 |
| 20 |
1.5292 |
1.4432 |
0.0860 |
5.6% |
0.0079 |
0.5% |
96% |
True |
False |
167,672 |
| 40 |
1.5292 |
1.4432 |
0.0860 |
5.6% |
0.0087 |
0.6% |
96% |
True |
False |
172,376 |
| 60 |
1.5292 |
1.4327 |
0.0965 |
6.3% |
0.0082 |
0.5% |
97% |
True |
False |
150,534 |
| 80 |
1.5292 |
1.4327 |
0.0965 |
6.3% |
0.0072 |
0.5% |
97% |
True |
False |
114,078 |
| 100 |
1.5292 |
1.4158 |
0.1134 |
7.4% |
0.0064 |
0.4% |
97% |
True |
False |
91,413 |
| 120 |
1.5292 |
1.3905 |
0.1387 |
9.1% |
0.0059 |
0.4% |
98% |
True |
False |
76,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5700 |
|
2.618 |
1.5543 |
|
1.618 |
1.5447 |
|
1.000 |
1.5388 |
|
0.618 |
1.5351 |
|
HIGH |
1.5292 |
|
0.618 |
1.5255 |
|
0.500 |
1.5244 |
|
0.382 |
1.5233 |
|
LOW |
1.5196 |
|
0.618 |
1.5137 |
|
1.000 |
1.5100 |
|
1.618 |
1.5041 |
|
2.618 |
1.4945 |
|
4.250 |
1.4788 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5254 |
1.5247 |
| PP |
1.5249 |
1.5235 |
| S1 |
1.5244 |
1.5224 |
|