CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5587 |
1.5573 |
-0.0014 |
-0.1% |
1.5363 |
| High |
1.5610 |
1.5667 |
0.0057 |
0.4% |
1.5667 |
| Low |
1.5566 |
1.5550 |
-0.0016 |
-0.1% |
1.5284 |
| Close |
1.5585 |
1.5665 |
0.0080 |
0.5% |
1.5665 |
| Range |
0.0044 |
0.0117 |
0.0073 |
165.9% |
0.0383 |
| ATR |
0.0110 |
0.0111 |
0.0000 |
0.4% |
0.0000 |
| Volume |
250,642 |
139,706 |
-110,936 |
-44.3% |
1,092,597 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5978 |
1.5939 |
1.5729 |
|
| R3 |
1.5861 |
1.5822 |
1.5697 |
|
| R2 |
1.5744 |
1.5744 |
1.5686 |
|
| R1 |
1.5705 |
1.5705 |
1.5676 |
1.5725 |
| PP |
1.5627 |
1.5627 |
1.5627 |
1.5637 |
| S1 |
1.5588 |
1.5588 |
1.5654 |
1.5608 |
| S2 |
1.5510 |
1.5510 |
1.5644 |
|
| S3 |
1.5393 |
1.5471 |
1.5633 |
|
| S4 |
1.5276 |
1.5354 |
1.5601 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6688 |
1.6559 |
1.5876 |
|
| R3 |
1.6305 |
1.6176 |
1.5770 |
|
| R2 |
1.5922 |
1.5922 |
1.5735 |
|
| R1 |
1.5793 |
1.5793 |
1.5700 |
1.5858 |
| PP |
1.5539 |
1.5539 |
1.5539 |
1.5571 |
| S1 |
1.5410 |
1.5410 |
1.5630 |
1.5475 |
| S2 |
1.5156 |
1.5156 |
1.5595 |
|
| S3 |
1.4773 |
1.5027 |
1.5560 |
|
| S4 |
1.4390 |
1.4644 |
1.5454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5667 |
1.5284 |
0.0383 |
2.4% |
0.0090 |
0.6% |
99% |
True |
False |
218,519 |
| 10 |
1.5667 |
1.5155 |
0.0512 |
3.3% |
0.0095 |
0.6% |
100% |
True |
False |
208,181 |
| 20 |
1.5667 |
1.4606 |
0.1061 |
6.8% |
0.0088 |
0.6% |
100% |
True |
False |
188,837 |
| 40 |
1.5667 |
1.4432 |
0.1235 |
7.9% |
0.0085 |
0.5% |
100% |
True |
False |
185,426 |
| 60 |
1.5667 |
1.4327 |
0.1340 |
8.6% |
0.0086 |
0.5% |
100% |
True |
False |
163,558 |
| 80 |
1.5667 |
1.4327 |
0.1340 |
8.6% |
0.0078 |
0.5% |
100% |
True |
False |
133,129 |
| 100 |
1.5667 |
1.4158 |
0.1509 |
9.6% |
0.0068 |
0.4% |
100% |
True |
False |
106,733 |
| 120 |
1.5667 |
1.4079 |
0.1588 |
10.1% |
0.0062 |
0.4% |
100% |
True |
False |
88,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6164 |
|
2.618 |
1.5973 |
|
1.618 |
1.5856 |
|
1.000 |
1.5784 |
|
0.618 |
1.5739 |
|
HIGH |
1.5667 |
|
0.618 |
1.5622 |
|
0.500 |
1.5609 |
|
0.382 |
1.5595 |
|
LOW |
1.5550 |
|
0.618 |
1.5478 |
|
1.000 |
1.5433 |
|
1.618 |
1.5361 |
|
2.618 |
1.5244 |
|
4.250 |
1.5053 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5646 |
1.5630 |
| PP |
1.5627 |
1.5594 |
| S1 |
1.5609 |
1.5559 |
|