CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5366 |
1.5524 |
0.0158 |
1.0% |
1.5694 |
| High |
1.5380 |
1.5553 |
0.0173 |
1.1% |
1.5729 |
| Low |
1.5299 |
1.5500 |
0.0201 |
1.3% |
1.5339 |
| Close |
1.5351 |
1.5530 |
0.0179 |
1.2% |
1.5361 |
| Range |
0.0081 |
0.0053 |
-0.0028 |
-34.6% |
0.0390 |
| ATR |
0.0112 |
0.0118 |
0.0006 |
5.8% |
0.0000 |
| Volume |
212,770 |
96,880 |
-115,890 |
-54.5% |
1,041,018 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5687 |
1.5661 |
1.5559 |
|
| R3 |
1.5634 |
1.5608 |
1.5545 |
|
| R2 |
1.5581 |
1.5581 |
1.5540 |
|
| R1 |
1.5555 |
1.5555 |
1.5535 |
1.5568 |
| PP |
1.5528 |
1.5528 |
1.5528 |
1.5534 |
| S1 |
1.5502 |
1.5502 |
1.5525 |
1.5515 |
| S2 |
1.5475 |
1.5475 |
1.5520 |
|
| S3 |
1.5422 |
1.5449 |
1.5515 |
|
| S4 |
1.5369 |
1.5396 |
1.5501 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6646 |
1.6394 |
1.5576 |
|
| R3 |
1.6256 |
1.6004 |
1.5468 |
|
| R2 |
1.5866 |
1.5866 |
1.5433 |
|
| R1 |
1.5614 |
1.5614 |
1.5397 |
1.5545 |
| PP |
1.5476 |
1.5476 |
1.5476 |
1.5442 |
| S1 |
1.5224 |
1.5224 |
1.5325 |
1.5155 |
| S2 |
1.5086 |
1.5086 |
1.5290 |
|
| S3 |
1.4696 |
1.4834 |
1.5254 |
|
| S4 |
1.4306 |
1.4444 |
1.5147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5729 |
1.5299 |
0.0430 |
2.8% |
0.0085 |
0.5% |
54% |
False |
False |
211,625 |
| 10 |
1.5729 |
1.5216 |
0.0513 |
3.3% |
0.0099 |
0.6% |
61% |
False |
False |
179,303 |
| 20 |
1.5729 |
1.4822 |
0.0907 |
5.8% |
0.0090 |
0.6% |
78% |
False |
False |
92,632 |
| 40 |
1.5729 |
1.4395 |
0.1334 |
8.6% |
0.0063 |
0.4% |
85% |
False |
False |
46,659 |
| 60 |
1.5729 |
1.4395 |
0.1334 |
8.6% |
0.0054 |
0.3% |
85% |
False |
False |
31,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5778 |
|
2.618 |
1.5692 |
|
1.618 |
1.5639 |
|
1.000 |
1.5606 |
|
0.618 |
1.5586 |
|
HIGH |
1.5553 |
|
0.618 |
1.5533 |
|
0.500 |
1.5527 |
|
0.382 |
1.5520 |
|
LOW |
1.5500 |
|
0.618 |
1.5467 |
|
1.000 |
1.5447 |
|
1.618 |
1.5414 |
|
2.618 |
1.5361 |
|
4.250 |
1.5275 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5529 |
1.5495 |
| PP |
1.5528 |
1.5461 |
| S1 |
1.5527 |
1.5426 |
|