CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5140 |
1.5255 |
0.0115 |
0.8% |
1.4765 |
| High |
1.5236 |
1.5312 |
0.0076 |
0.5% |
1.5166 |
| Low |
1.5140 |
1.5240 |
0.0100 |
0.7% |
1.4755 |
| Close |
1.5202 |
1.5301 |
0.0099 |
0.7% |
1.5132 |
| Range |
0.0096 |
0.0072 |
-0.0024 |
-25.0% |
0.0411 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.3% |
0.0000 |
| Volume |
4,244 |
6,744 |
2,500 |
58.9% |
11,656 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5500 |
1.5473 |
1.5341 |
|
| R3 |
1.5428 |
1.5401 |
1.5321 |
|
| R2 |
1.5356 |
1.5356 |
1.5314 |
|
| R1 |
1.5329 |
1.5329 |
1.5308 |
1.5343 |
| PP |
1.5284 |
1.5284 |
1.5284 |
1.5291 |
| S1 |
1.5257 |
1.5257 |
1.5294 |
1.5271 |
| S2 |
1.5212 |
1.5212 |
1.5288 |
|
| S3 |
1.5140 |
1.5185 |
1.5281 |
|
| S4 |
1.5068 |
1.5113 |
1.5261 |
|
|
| 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 |
1.5312 |
1.5100 |
0.0212 |
1.4% |
0.0069 |
0.5% |
95% |
True |
False |
4,003 |
| 10 |
1.5312 |
1.4755 |
0.0557 |
3.6% |
0.0069 |
0.5% |
98% |
True |
False |
2,808 |
| 20 |
1.5312 |
1.4395 |
0.0917 |
6.0% |
0.0058 |
0.4% |
99% |
True |
False |
1,718 |
| 40 |
1.5312 |
1.4395 |
0.0917 |
6.0% |
0.0048 |
0.3% |
99% |
True |
False |
1,196 |
| 60 |
1.5312 |
1.4335 |
0.0977 |
6.4% |
0.0039 |
0.3% |
99% |
True |
False |
868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5618 |
|
2.618 |
1.5500 |
|
1.618 |
1.5428 |
|
1.000 |
1.5384 |
|
0.618 |
1.5356 |
|
HIGH |
1.5312 |
|
0.618 |
1.5284 |
|
0.500 |
1.5276 |
|
0.382 |
1.5268 |
|
LOW |
1.5240 |
|
0.618 |
1.5196 |
|
1.000 |
1.5168 |
|
1.618 |
1.5124 |
|
2.618 |
1.5052 |
|
4.250 |
1.4934 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5293 |
1.5275 |
| PP |
1.5284 |
1.5249 |
| S1 |
1.5276 |
1.5223 |
|