CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5312 |
1.5415 |
0.0103 |
0.7% |
1.5183 |
| High |
1.5371 |
1.5460 |
0.0089 |
0.6% |
1.5460 |
| Low |
1.5290 |
1.5313 |
0.0023 |
0.2% |
1.5155 |
| Close |
1.5361 |
1.5346 |
-0.0015 |
-0.1% |
1.5346 |
| Range |
0.0081 |
0.0147 |
0.0066 |
81.5% |
0.0305 |
| ATR |
0.0100 |
0.0104 |
0.0003 |
3.3% |
0.0000 |
| Volume |
220,615 |
221,492 |
877 |
0.4% |
989,220 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5814 |
1.5727 |
1.5427 |
|
| R3 |
1.5667 |
1.5580 |
1.5386 |
|
| R2 |
1.5520 |
1.5520 |
1.5373 |
|
| R1 |
1.5433 |
1.5433 |
1.5359 |
1.5403 |
| PP |
1.5373 |
1.5373 |
1.5373 |
1.5358 |
| S1 |
1.5286 |
1.5286 |
1.5333 |
1.5256 |
| S2 |
1.5226 |
1.5226 |
1.5319 |
|
| S3 |
1.5079 |
1.5139 |
1.5306 |
|
| S4 |
1.4932 |
1.4992 |
1.5265 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6235 |
1.6096 |
1.5514 |
|
| R3 |
1.5930 |
1.5791 |
1.5430 |
|
| R2 |
1.5625 |
1.5625 |
1.5402 |
|
| R1 |
1.5486 |
1.5486 |
1.5374 |
1.5556 |
| PP |
1.5320 |
1.5320 |
1.5320 |
1.5355 |
| S1 |
1.5181 |
1.5181 |
1.5318 |
1.5251 |
| S2 |
1.5015 |
1.5015 |
1.5290 |
|
| S3 |
1.4710 |
1.4876 |
1.5262 |
|
| S4 |
1.4405 |
1.4571 |
1.5178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5460 |
1.5155 |
0.0305 |
2.0% |
0.0099 |
0.6% |
63% |
True |
False |
197,844 |
| 10 |
1.5460 |
1.4800 |
0.0660 |
4.3% |
0.0095 |
0.6% |
83% |
True |
False |
183,053 |
| 20 |
1.5460 |
1.4462 |
0.0998 |
6.5% |
0.0081 |
0.5% |
89% |
True |
False |
172,180 |
| 40 |
1.5460 |
1.4432 |
0.1028 |
6.7% |
0.0091 |
0.6% |
89% |
True |
False |
178,188 |
| 60 |
1.5460 |
1.4327 |
0.1133 |
7.4% |
0.0085 |
0.6% |
90% |
True |
False |
157,062 |
| 80 |
1.5460 |
1.4327 |
0.1133 |
7.4% |
0.0074 |
0.5% |
90% |
True |
False |
119,562 |
| 100 |
1.5460 |
1.4158 |
0.1302 |
8.5% |
0.0065 |
0.4% |
91% |
True |
False |
95,825 |
| 120 |
1.5460 |
1.3905 |
0.1555 |
10.1% |
0.0060 |
0.4% |
93% |
True |
False |
79,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6085 |
|
2.618 |
1.5845 |
|
1.618 |
1.5698 |
|
1.000 |
1.5607 |
|
0.618 |
1.5551 |
|
HIGH |
1.5460 |
|
0.618 |
1.5404 |
|
0.500 |
1.5387 |
|
0.382 |
1.5369 |
|
LOW |
1.5313 |
|
0.618 |
1.5222 |
|
1.000 |
1.5166 |
|
1.618 |
1.5075 |
|
2.618 |
1.4928 |
|
4.250 |
1.4688 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5387 |
1.5340 |
| PP |
1.5373 |
1.5334 |
| S1 |
1.5360 |
1.5328 |
|