CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5255 |
1.5355 |
0.0100 |
0.7% |
1.5127 |
| High |
1.5312 |
1.5370 |
0.0058 |
0.4% |
1.5370 |
| Low |
1.5240 |
1.5255 |
0.0015 |
0.1% |
1.5105 |
| Close |
1.5301 |
1.5281 |
-0.0020 |
-0.1% |
1.5281 |
| Range |
0.0072 |
0.0115 |
0.0043 |
59.7% |
0.0265 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.5% |
0.0000 |
| Volume |
6,744 |
12,954 |
6,210 |
92.1% |
28,598 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5647 |
1.5579 |
1.5344 |
|
| R3 |
1.5532 |
1.5464 |
1.5313 |
|
| R2 |
1.5417 |
1.5417 |
1.5302 |
|
| R1 |
1.5349 |
1.5349 |
1.5292 |
1.5326 |
| PP |
1.5302 |
1.5302 |
1.5302 |
1.5290 |
| S1 |
1.5234 |
1.5234 |
1.5270 |
1.5211 |
| S2 |
1.5187 |
1.5187 |
1.5260 |
|
| S3 |
1.5072 |
1.5119 |
1.5249 |
|
| S4 |
1.4957 |
1.5004 |
1.5218 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6047 |
1.5929 |
1.5427 |
|
| R3 |
1.5782 |
1.5664 |
1.5354 |
|
| R2 |
1.5517 |
1.5517 |
1.5330 |
|
| R1 |
1.5399 |
1.5399 |
1.5305 |
1.5458 |
| PP |
1.5252 |
1.5252 |
1.5252 |
1.5282 |
| S1 |
1.5134 |
1.5134 |
1.5257 |
1.5193 |
| S2 |
1.4987 |
1.4987 |
1.5232 |
|
| S3 |
1.4722 |
1.4869 |
1.5208 |
|
| S4 |
1.4457 |
1.4604 |
1.5135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5370 |
1.5105 |
0.0265 |
1.7% |
0.0083 |
0.5% |
66% |
True |
False |
5,719 |
| 10 |
1.5370 |
1.4755 |
0.0615 |
4.0% |
0.0078 |
0.5% |
86% |
True |
False |
4,025 |
| 20 |
1.5370 |
1.4429 |
0.0941 |
6.2% |
0.0060 |
0.4% |
91% |
True |
False |
2,350 |
| 40 |
1.5370 |
1.4395 |
0.0975 |
6.4% |
0.0051 |
0.3% |
91% |
True |
False |
1,515 |
| 60 |
1.5370 |
1.4335 |
0.1035 |
6.8% |
0.0041 |
0.3% |
91% |
True |
False |
1,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5859 |
|
2.618 |
1.5671 |
|
1.618 |
1.5556 |
|
1.000 |
1.5485 |
|
0.618 |
1.5441 |
|
HIGH |
1.5370 |
|
0.618 |
1.5326 |
|
0.500 |
1.5313 |
|
0.382 |
1.5299 |
|
LOW |
1.5255 |
|
0.618 |
1.5184 |
|
1.000 |
1.5140 |
|
1.618 |
1.5069 |
|
2.618 |
1.4954 |
|
4.250 |
1.4766 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5313 |
1.5272 |
| PP |
1.5302 |
1.5264 |
| S1 |
1.5292 |
1.5255 |
|