CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5355 |
1.5292 |
-0.0063 |
-0.4% |
1.5127 |
| High |
1.5370 |
1.5306 |
-0.0064 |
-0.4% |
1.5370 |
| Low |
1.5255 |
1.5250 |
-0.0005 |
0.0% |
1.5105 |
| Close |
1.5281 |
1.5279 |
-0.0002 |
0.0% |
1.5281 |
| Range |
0.0115 |
0.0056 |
-0.0059 |
-51.3% |
0.0265 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
12,954 |
20,564 |
7,610 |
58.7% |
28,598 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5446 |
1.5419 |
1.5310 |
|
| R3 |
1.5390 |
1.5363 |
1.5294 |
|
| R2 |
1.5334 |
1.5334 |
1.5289 |
|
| R1 |
1.5307 |
1.5307 |
1.5284 |
1.5293 |
| PP |
1.5278 |
1.5278 |
1.5278 |
1.5271 |
| S1 |
1.5251 |
1.5251 |
1.5274 |
1.5237 |
| S2 |
1.5222 |
1.5222 |
1.5269 |
|
| S3 |
1.5166 |
1.5195 |
1.5264 |
|
| S4 |
1.5110 |
1.5139 |
1.5248 |
|
|
| 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 |
1.5133 |
0.0237 |
1.6% |
0.0075 |
0.5% |
62% |
False |
False |
9,605 |
| 10 |
1.5370 |
1.4822 |
0.0548 |
3.6% |
0.0081 |
0.5% |
83% |
False |
False |
5,961 |
| 20 |
1.5370 |
1.4429 |
0.0941 |
6.2% |
0.0061 |
0.4% |
90% |
False |
False |
3,343 |
| 40 |
1.5370 |
1.4395 |
0.0975 |
6.4% |
0.0053 |
0.3% |
91% |
False |
False |
2,023 |
| 60 |
1.5370 |
1.4335 |
0.1035 |
6.8% |
0.0041 |
0.3% |
91% |
False |
False |
1,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5544 |
|
2.618 |
1.5453 |
|
1.618 |
1.5397 |
|
1.000 |
1.5362 |
|
0.618 |
1.5341 |
|
HIGH |
1.5306 |
|
0.618 |
1.5285 |
|
0.500 |
1.5278 |
|
0.382 |
1.5271 |
|
LOW |
1.5250 |
|
0.618 |
1.5215 |
|
1.000 |
1.5194 |
|
1.618 |
1.5159 |
|
2.618 |
1.5103 |
|
4.250 |
1.5012 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5279 |
1.5305 |
| PP |
1.5278 |
1.5296 |
| S1 |
1.5278 |
1.5288 |
|