CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5672 |
1.5729 |
0.0057 |
0.4% |
1.5694 |
| High |
1.5765 |
1.5755 |
-0.0010 |
-0.1% |
1.5729 |
| Low |
1.5644 |
1.5670 |
0.0026 |
0.2% |
1.5339 |
| Close |
1.5754 |
1.5720 |
-0.0034 |
-0.2% |
1.5361 |
| Range |
0.0121 |
0.0085 |
-0.0036 |
-29.8% |
0.0390 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
160,322 |
207,088 |
46,766 |
29.2% |
1,041,018 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5970 |
1.5930 |
1.5767 |
|
| R3 |
1.5885 |
1.5845 |
1.5743 |
|
| R2 |
1.5800 |
1.5800 |
1.5736 |
|
| R1 |
1.5760 |
1.5760 |
1.5728 |
1.5738 |
| PP |
1.5715 |
1.5715 |
1.5715 |
1.5704 |
| S1 |
1.5675 |
1.5675 |
1.5712 |
1.5653 |
| S2 |
1.5630 |
1.5630 |
1.5704 |
|
| S3 |
1.5545 |
1.5590 |
1.5697 |
|
| S4 |
1.5460 |
1.5505 |
1.5673 |
|
|
| 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% |
0.0078 |
0.5% |
90% |
False |
False |
184,713 |
| 10 |
1.5765 |
1.5299 |
0.0466 |
3.0% |
0.0094 |
0.6% |
90% |
False |
False |
205,154 |
| 20 |
1.5765 |
1.5077 |
0.0688 |
4.4% |
0.0090 |
0.6% |
93% |
False |
False |
110,914 |
| 40 |
1.5765 |
1.4395 |
0.1370 |
8.7% |
0.0068 |
0.4% |
97% |
False |
False |
55,805 |
| 60 |
1.5765 |
1.4395 |
0.1370 |
8.7% |
0.0056 |
0.4% |
97% |
False |
False |
37,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6116 |
|
2.618 |
1.5978 |
|
1.618 |
1.5893 |
|
1.000 |
1.5840 |
|
0.618 |
1.5808 |
|
HIGH |
1.5755 |
|
0.618 |
1.5723 |
|
0.500 |
1.5713 |
|
0.382 |
1.5702 |
|
LOW |
1.5670 |
|
0.618 |
1.5617 |
|
1.000 |
1.5585 |
|
1.618 |
1.5532 |
|
2.618 |
1.5447 |
|
4.250 |
1.5309 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5718 |
1.5691 |
| PP |
1.5715 |
1.5662 |
| S1 |
1.5713 |
1.5633 |
|