CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4990 |
1.5077 |
0.0087 |
0.6% |
1.4667 |
| High |
1.5075 |
1.5166 |
0.0091 |
0.6% |
1.4795 |
| Low |
1.4965 |
1.5077 |
0.0112 |
0.7% |
1.4580 |
| Close |
1.5061 |
1.5156 |
0.0095 |
0.6% |
1.4766 |
| Range |
0.0110 |
0.0089 |
-0.0021 |
-19.1% |
0.0215 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1,280 |
4,309 |
3,029 |
236.6% |
4,261 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5400 |
1.5367 |
1.5205 |
|
| R3 |
1.5311 |
1.5278 |
1.5180 |
|
| R2 |
1.5222 |
1.5222 |
1.5172 |
|
| R1 |
1.5189 |
1.5189 |
1.5164 |
1.5206 |
| PP |
1.5133 |
1.5133 |
1.5133 |
1.5141 |
| S1 |
1.5100 |
1.5100 |
1.5148 |
1.5117 |
| S2 |
1.5044 |
1.5044 |
1.5140 |
|
| S3 |
1.4955 |
1.5011 |
1.5132 |
|
| S4 |
1.4866 |
1.4922 |
1.5107 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5359 |
1.5277 |
1.4884 |
|
| R3 |
1.5144 |
1.5062 |
1.4825 |
|
| R2 |
1.4929 |
1.4929 |
1.4805 |
|
| R1 |
1.4847 |
1.4847 |
1.4786 |
1.4888 |
| PP |
1.4714 |
1.4714 |
1.4714 |
1.4734 |
| S1 |
1.4632 |
1.4632 |
1.4746 |
1.4673 |
| S2 |
1.4499 |
1.4499 |
1.4727 |
|
| S3 |
1.4284 |
1.4417 |
1.4707 |
|
| S4 |
1.4069 |
1.4202 |
1.4648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5166 |
1.4755 |
0.0411 |
2.7% |
0.0069 |
0.5% |
98% |
True |
False |
1,614 |
| 10 |
1.5166 |
1.4520 |
0.0646 |
4.3% |
0.0063 |
0.4% |
98% |
True |
False |
1,227 |
| 20 |
1.5166 |
1.4395 |
0.0771 |
5.1% |
0.0050 |
0.3% |
99% |
True |
False |
798 |
| 40 |
1.5166 |
1.4395 |
0.0771 |
5.1% |
0.0041 |
0.3% |
99% |
True |
False |
765 |
| 60 |
1.5166 |
1.4335 |
0.0831 |
5.5% |
0.0034 |
0.2% |
99% |
True |
False |
536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5544 |
|
2.618 |
1.5399 |
|
1.618 |
1.5310 |
|
1.000 |
1.5255 |
|
0.618 |
1.5221 |
|
HIGH |
1.5166 |
|
0.618 |
1.5132 |
|
0.500 |
1.5122 |
|
0.382 |
1.5111 |
|
LOW |
1.5077 |
|
0.618 |
1.5022 |
|
1.000 |
1.4988 |
|
1.618 |
1.4933 |
|
2.618 |
1.4844 |
|
4.250 |
1.4699 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5145 |
1.5102 |
| PP |
1.5133 |
1.5048 |
| S1 |
1.5122 |
1.4994 |
|