CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5127 |
1.5154 |
0.0027 |
0.2% |
1.4765 |
| High |
1.5200 |
1.5170 |
-0.0030 |
-0.2% |
1.5166 |
| Low |
1.5105 |
1.5133 |
0.0028 |
0.2% |
1.4755 |
| Close |
1.5133 |
1.5146 |
0.0013 |
0.1% |
1.5132 |
| Range |
0.0095 |
0.0037 |
-0.0058 |
-61.1% |
0.0411 |
| ATR |
0.0086 |
0.0082 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
1,134 |
3,522 |
2,388 |
210.6% |
11,656 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5261 |
1.5240 |
1.5166 |
|
| R3 |
1.5224 |
1.5203 |
1.5156 |
|
| R2 |
1.5187 |
1.5187 |
1.5153 |
|
| R1 |
1.5166 |
1.5166 |
1.5149 |
1.5158 |
| PP |
1.5150 |
1.5150 |
1.5150 |
1.5146 |
| S1 |
1.5129 |
1.5129 |
1.5143 |
1.5121 |
| S2 |
1.5113 |
1.5113 |
1.5139 |
|
| S3 |
1.5076 |
1.5092 |
1.5136 |
|
| S4 |
1.5039 |
1.5055 |
1.5126 |
|
|
| 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 |
1.5200 |
1.4965 |
0.0235 |
1.6% |
0.0075 |
0.5% |
77% |
False |
False |
2,923 |
| 10 |
1.5200 |
1.4580 |
0.0620 |
4.1% |
0.0070 |
0.5% |
91% |
False |
False |
1,932 |
| 20 |
1.5200 |
1.4395 |
0.0805 |
5.3% |
0.0054 |
0.4% |
93% |
False |
False |
1,206 |
| 40 |
1.5200 |
1.4395 |
0.0805 |
5.3% |
0.0044 |
0.3% |
93% |
False |
False |
933 |
| 60 |
1.5200 |
1.4335 |
0.0865 |
5.7% |
0.0037 |
0.2% |
94% |
False |
False |
686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5327 |
|
2.618 |
1.5267 |
|
1.618 |
1.5230 |
|
1.000 |
1.5207 |
|
0.618 |
1.5193 |
|
HIGH |
1.5170 |
|
0.618 |
1.5156 |
|
0.500 |
1.5152 |
|
0.382 |
1.5147 |
|
LOW |
1.5133 |
|
0.618 |
1.5110 |
|
1.000 |
1.5096 |
|
1.618 |
1.5073 |
|
2.618 |
1.5036 |
|
4.250 |
1.4976 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5152 |
1.5150 |
| PP |
1.5150 |
1.5149 |
| S1 |
1.5148 |
1.5147 |
|