CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5363 |
1.5453 |
0.0090 |
0.6% |
1.5183 |
| High |
1.5370 |
1.5453 |
0.0083 |
0.5% |
1.5460 |
| Low |
1.5320 |
1.5284 |
-0.0036 |
-0.2% |
1.5155 |
| Close |
1.5347 |
1.5314 |
-0.0033 |
-0.2% |
1.5346 |
| Range |
0.0050 |
0.0169 |
0.0119 |
238.0% |
0.0305 |
| ATR |
0.0100 |
0.0105 |
0.0005 |
5.0% |
0.0000 |
| Volume |
237,965 |
170,115 |
-67,850 |
-28.5% |
989,220 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5857 |
1.5755 |
1.5407 |
|
| R3 |
1.5688 |
1.5586 |
1.5360 |
|
| R2 |
1.5519 |
1.5519 |
1.5345 |
|
| R1 |
1.5417 |
1.5417 |
1.5329 |
1.5384 |
| PP |
1.5350 |
1.5350 |
1.5350 |
1.5334 |
| S1 |
1.5248 |
1.5248 |
1.5299 |
1.5215 |
| S2 |
1.5181 |
1.5181 |
1.5283 |
|
| S3 |
1.5012 |
1.5079 |
1.5268 |
|
| S4 |
1.4843 |
1.4910 |
1.5221 |
|
|
| 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 |
1.5196 |
0.0264 |
1.7% |
0.0109 |
0.7% |
45% |
False |
False |
203,696 |
| 10 |
1.5460 |
1.5015 |
0.0445 |
2.9% |
0.0102 |
0.7% |
67% |
False |
False |
200,513 |
| 20 |
1.5460 |
1.4518 |
0.0942 |
6.2% |
0.0086 |
0.6% |
85% |
False |
False |
174,745 |
| 40 |
1.5460 |
1.4432 |
0.1028 |
6.7% |
0.0091 |
0.6% |
86% |
False |
False |
179,568 |
| 60 |
1.5460 |
1.4327 |
0.1133 |
7.4% |
0.0086 |
0.6% |
87% |
False |
False |
161,547 |
| 80 |
1.5460 |
1.4327 |
0.1133 |
7.4% |
0.0076 |
0.5% |
87% |
False |
False |
124,616 |
| 100 |
1.5460 |
1.4158 |
0.1302 |
8.5% |
0.0067 |
0.4% |
89% |
False |
False |
99,897 |
| 120 |
1.5460 |
1.3920 |
0.1540 |
10.1% |
0.0062 |
0.4% |
91% |
False |
False |
83,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6171 |
|
2.618 |
1.5895 |
|
1.618 |
1.5726 |
|
1.000 |
1.5622 |
|
0.618 |
1.5557 |
|
HIGH |
1.5453 |
|
0.618 |
1.5388 |
|
0.500 |
1.5369 |
|
0.382 |
1.5349 |
|
LOW |
1.5284 |
|
0.618 |
1.5180 |
|
1.000 |
1.5115 |
|
1.618 |
1.5011 |
|
2.618 |
1.4842 |
|
4.250 |
1.4566 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5369 |
1.5372 |
| PP |
1.5350 |
1.5353 |
| S1 |
1.5332 |
1.5333 |
|