CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 26-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5524 |
1.5672 |
0.0148 |
1.0% |
1.5694 |
| High |
1.5553 |
1.5765 |
0.0212 |
1.4% |
1.5729 |
| Low |
1.5500 |
1.5644 |
0.0144 |
0.9% |
1.5339 |
| Close |
1.5530 |
1.5754 |
0.0224 |
1.4% |
1.5361 |
| Range |
0.0053 |
0.0121 |
0.0068 |
128.3% |
0.0390 |
| ATR |
0.0118 |
0.0126 |
0.0008 |
7.1% |
0.0000 |
| Volume |
96,880 |
160,322 |
63,442 |
65.5% |
1,041,018 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6084 |
1.6040 |
1.5821 |
|
| R3 |
1.5963 |
1.5919 |
1.5787 |
|
| R2 |
1.5842 |
1.5842 |
1.5776 |
|
| R1 |
1.5798 |
1.5798 |
1.5765 |
1.5820 |
| PP |
1.5721 |
1.5721 |
1.5721 |
1.5732 |
| S1 |
1.5677 |
1.5677 |
1.5743 |
1.5699 |
| S2 |
1.5600 |
1.5600 |
1.5732 |
|
| S3 |
1.5479 |
1.5556 |
1.5721 |
|
| S4 |
1.5358 |
1.5435 |
1.5687 |
|
|
| 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 |
1.5765 |
1.5299 |
0.0466 |
3.0% |
0.0091 |
0.6% |
98% |
True |
False |
193,663 |
| 10 |
1.5765 |
1.5299 |
0.0466 |
3.0% |
0.0093 |
0.6% |
98% |
True |
False |
190,962 |
| 20 |
1.5765 |
1.4965 |
0.0800 |
5.1% |
0.0091 |
0.6% |
99% |
True |
False |
100,624 |
| 40 |
1.5765 |
1.4395 |
0.1370 |
8.7% |
0.0066 |
0.4% |
99% |
True |
False |
50,650 |
| 60 |
1.5765 |
1.4395 |
0.1370 |
8.7% |
0.0055 |
0.3% |
99% |
True |
False |
33,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6279 |
|
2.618 |
1.6082 |
|
1.618 |
1.5961 |
|
1.000 |
1.5886 |
|
0.618 |
1.5840 |
|
HIGH |
1.5765 |
|
0.618 |
1.5719 |
|
0.500 |
1.5705 |
|
0.382 |
1.5690 |
|
LOW |
1.5644 |
|
0.618 |
1.5569 |
|
1.000 |
1.5523 |
|
1.618 |
1.5448 |
|
2.618 |
1.5327 |
|
4.250 |
1.5130 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5738 |
1.5680 |
| PP |
1.5721 |
1.5606 |
| S1 |
1.5705 |
1.5532 |
|