CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5292 |
1.5386 |
0.0094 |
0.6% |
1.5127 |
| High |
1.5306 |
1.5394 |
0.0088 |
0.6% |
1.5370 |
| Low |
1.5250 |
1.5216 |
-0.0034 |
-0.2% |
1.5105 |
| Close |
1.5279 |
1.5249 |
-0.0030 |
-0.2% |
1.5281 |
| Range |
0.0056 |
0.0178 |
0.0122 |
217.9% |
0.0265 |
| ATR |
0.0085 |
0.0092 |
0.0007 |
7.8% |
0.0000 |
| Volume |
20,564 |
43,732 |
23,168 |
112.7% |
28,598 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5820 |
1.5713 |
1.5347 |
|
| R3 |
1.5642 |
1.5535 |
1.5298 |
|
| R2 |
1.5464 |
1.5464 |
1.5282 |
|
| R1 |
1.5357 |
1.5357 |
1.5265 |
1.5322 |
| PP |
1.5286 |
1.5286 |
1.5286 |
1.5269 |
| S1 |
1.5179 |
1.5179 |
1.5233 |
1.5144 |
| S2 |
1.5108 |
1.5108 |
1.5216 |
|
| S3 |
1.4930 |
1.5001 |
1.5200 |
|
| S4 |
1.4752 |
1.4823 |
1.5151 |
|
|
| 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 |
1.5394 |
1.5140 |
0.0254 |
1.7% |
0.0103 |
0.7% |
43% |
True |
False |
17,647 |
| 10 |
1.5394 |
1.4965 |
0.0429 |
2.8% |
0.0089 |
0.6% |
66% |
True |
False |
10,285 |
| 20 |
1.5394 |
1.4480 |
0.0914 |
6.0% |
0.0069 |
0.5% |
84% |
True |
False |
5,505 |
| 40 |
1.5394 |
1.4395 |
0.0999 |
6.6% |
0.0057 |
0.4% |
85% |
True |
False |
3,110 |
| 60 |
1.5394 |
1.4335 |
0.1059 |
6.9% |
0.0044 |
0.3% |
86% |
True |
False |
2,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6151 |
|
2.618 |
1.5860 |
|
1.618 |
1.5682 |
|
1.000 |
1.5572 |
|
0.618 |
1.5504 |
|
HIGH |
1.5394 |
|
0.618 |
1.5326 |
|
0.500 |
1.5305 |
|
0.382 |
1.5284 |
|
LOW |
1.5216 |
|
0.618 |
1.5106 |
|
1.000 |
1.5038 |
|
1.618 |
1.4928 |
|
2.618 |
1.4750 |
|
4.250 |
1.4460 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5305 |
1.5305 |
| PP |
1.5286 |
1.5286 |
| S1 |
1.5268 |
1.5268 |
|