CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5386 |
1.5405 |
0.0019 |
0.1% |
1.5127 |
| High |
1.5394 |
1.5458 |
0.0064 |
0.4% |
1.5370 |
| Low |
1.5216 |
1.5378 |
0.0162 |
1.1% |
1.5105 |
| Close |
1.5249 |
1.5455 |
0.0206 |
1.4% |
1.5281 |
| Range |
0.0178 |
0.0080 |
-0.0098 |
-55.1% |
0.0265 |
| ATR |
0.0092 |
0.0100 |
0.0008 |
9.1% |
0.0000 |
| Volume |
43,732 |
65,171 |
21,439 |
49.0% |
28,598 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5670 |
1.5643 |
1.5499 |
|
| R3 |
1.5590 |
1.5563 |
1.5477 |
|
| R2 |
1.5510 |
1.5510 |
1.5470 |
|
| R1 |
1.5483 |
1.5483 |
1.5462 |
1.5497 |
| PP |
1.5430 |
1.5430 |
1.5430 |
1.5437 |
| S1 |
1.5403 |
1.5403 |
1.5448 |
1.5417 |
| S2 |
1.5350 |
1.5350 |
1.5440 |
|
| S3 |
1.5270 |
1.5323 |
1.5433 |
|
| S4 |
1.5190 |
1.5243 |
1.5411 |
|
|
| 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 |
1.5458 |
1.5216 |
0.0242 |
1.6% |
0.0100 |
0.6% |
99% |
True |
False |
29,833 |
| 10 |
1.5458 |
1.5077 |
0.0381 |
2.5% |
0.0086 |
0.6% |
99% |
True |
False |
16,674 |
| 20 |
1.5458 |
1.4480 |
0.0978 |
6.3% |
0.0072 |
0.5% |
100% |
True |
False |
8,752 |
| 40 |
1.5458 |
1.4395 |
0.1063 |
6.9% |
0.0059 |
0.4% |
100% |
True |
False |
4,737 |
| 60 |
1.5458 |
1.4335 |
0.1123 |
7.3% |
0.0045 |
0.3% |
100% |
True |
False |
3,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5798 |
|
2.618 |
1.5667 |
|
1.618 |
1.5587 |
|
1.000 |
1.5538 |
|
0.618 |
1.5507 |
|
HIGH |
1.5458 |
|
0.618 |
1.5427 |
|
0.500 |
1.5418 |
|
0.382 |
1.5409 |
|
LOW |
1.5378 |
|
0.618 |
1.5329 |
|
1.000 |
1.5298 |
|
1.618 |
1.5249 |
|
2.618 |
1.5169 |
|
4.250 |
1.5038 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5443 |
1.5416 |
| PP |
1.5430 |
1.5376 |
| S1 |
1.5418 |
1.5337 |
|