CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5077 |
1.5136 |
0.0059 |
0.4% |
1.4765 |
| High |
1.5166 |
1.5145 |
-0.0021 |
-0.1% |
1.5166 |
| Low |
1.5077 |
1.5100 |
0.0023 |
0.2% |
1.4755 |
| Close |
1.5156 |
1.5132 |
-0.0024 |
-0.2% |
1.5132 |
| Range |
0.0089 |
0.0045 |
-0.0044 |
-49.4% |
0.0411 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
4,309 |
4,374 |
65 |
1.5% |
11,656 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5261 |
1.5241 |
1.5157 |
|
| R3 |
1.5216 |
1.5196 |
1.5144 |
|
| R2 |
1.5171 |
1.5171 |
1.5140 |
|
| R1 |
1.5151 |
1.5151 |
1.5136 |
1.5139 |
| PP |
1.5126 |
1.5126 |
1.5126 |
1.5119 |
| S1 |
1.5106 |
1.5106 |
1.5128 |
1.5094 |
| S2 |
1.5081 |
1.5081 |
1.5124 |
|
| S3 |
1.5036 |
1.5061 |
1.5120 |
|
| S4 |
1.4991 |
1.5016 |
1.5107 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6251 |
1.6102 |
1.5358 |
|
| R3 |
1.5840 |
1.5691 |
1.5245 |
|
| R2 |
1.5429 |
1.5429 |
1.5207 |
|
| R1 |
1.5280 |
1.5280 |
1.5170 |
1.5355 |
| PP |
1.5018 |
1.5018 |
1.5018 |
1.5055 |
| S1 |
1.4869 |
1.4869 |
1.5094 |
1.4944 |
| S2 |
1.4607 |
1.4607 |
1.5057 |
|
| S3 |
1.4196 |
1.4458 |
1.5019 |
|
| S4 |
1.3785 |
1.4047 |
1.4906 |
|
|
| 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% |
0.0072 |
0.5% |
92% |
False |
False |
2,331 |
| 10 |
1.5166 |
1.4580 |
0.0586 |
3.9% |
0.0061 |
0.4% |
94% |
False |
False |
1,640 |
| 20 |
1.5166 |
1.4395 |
0.0771 |
5.1% |
0.0051 |
0.3% |
96% |
False |
False |
999 |
| 40 |
1.5166 |
1.4395 |
0.0771 |
5.1% |
0.0042 |
0.3% |
96% |
False |
False |
822 |
| 60 |
1.5166 |
1.4335 |
0.0831 |
5.5% |
0.0034 |
0.2% |
96% |
False |
False |
608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5336 |
|
2.618 |
1.5263 |
|
1.618 |
1.5218 |
|
1.000 |
1.5190 |
|
0.618 |
1.5173 |
|
HIGH |
1.5145 |
|
0.618 |
1.5128 |
|
0.500 |
1.5123 |
|
0.382 |
1.5117 |
|
LOW |
1.5100 |
|
0.618 |
1.5072 |
|
1.000 |
1.5055 |
|
1.618 |
1.5027 |
|
2.618 |
1.4982 |
|
4.250 |
1.4909 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5129 |
1.5110 |
| PP |
1.5126 |
1.5088 |
| S1 |
1.5123 |
1.5066 |
|