CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5729 |
1.5757 |
0.0028 |
0.2% |
1.5366 |
| High |
1.5755 |
1.5760 |
0.0005 |
0.0% |
1.5765 |
| Low |
1.5670 |
1.5695 |
0.0025 |
0.2% |
1.5299 |
| Close |
1.5720 |
1.5703 |
-0.0017 |
-0.1% |
1.5703 |
| Range |
0.0085 |
0.0065 |
-0.0020 |
-23.5% |
0.0466 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
207,088 |
182,881 |
-24,207 |
-11.7% |
859,941 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5914 |
1.5874 |
1.5739 |
|
| R3 |
1.5849 |
1.5809 |
1.5721 |
|
| R2 |
1.5784 |
1.5784 |
1.5715 |
|
| R1 |
1.5744 |
1.5744 |
1.5709 |
1.5732 |
| PP |
1.5719 |
1.5719 |
1.5719 |
1.5713 |
| S1 |
1.5679 |
1.5679 |
1.5697 |
1.5667 |
| S2 |
1.5654 |
1.5654 |
1.5691 |
|
| S3 |
1.5589 |
1.5614 |
1.5685 |
|
| S4 |
1.5524 |
1.5549 |
1.5667 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6987 |
1.6811 |
1.5959 |
|
| R3 |
1.6521 |
1.6345 |
1.5831 |
|
| R2 |
1.6055 |
1.6055 |
1.5788 |
|
| R1 |
1.5879 |
1.5879 |
1.5746 |
1.5967 |
| PP |
1.5589 |
1.5589 |
1.5589 |
1.5633 |
| S1 |
1.5413 |
1.5413 |
1.5660 |
1.5501 |
| S2 |
1.5123 |
1.5123 |
1.5618 |
|
| S3 |
1.4657 |
1.4947 |
1.5575 |
|
| S4 |
1.4191 |
1.4481 |
1.5447 |
|
|
| 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% |
0.0081 |
0.5% |
87% |
False |
False |
171,988 |
| 10 |
1.5765 |
1.5299 |
0.0466 |
3.0% |
0.0094 |
0.6% |
87% |
False |
False |
210,935 |
| 20 |
1.5765 |
1.5100 |
0.0665 |
4.2% |
0.0089 |
0.6% |
91% |
False |
False |
119,843 |
| 40 |
1.5765 |
1.4395 |
0.1370 |
8.7% |
0.0070 |
0.4% |
95% |
False |
False |
60,320 |
| 60 |
1.5765 |
1.4395 |
0.1370 |
8.7% |
0.0057 |
0.4% |
95% |
False |
False |
40,457 |
| 80 |
1.5765 |
1.4335 |
0.1430 |
9.1% |
0.0047 |
0.3% |
96% |
False |
False |
30,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6036 |
|
2.618 |
1.5930 |
|
1.618 |
1.5865 |
|
1.000 |
1.5825 |
|
0.618 |
1.5800 |
|
HIGH |
1.5760 |
|
0.618 |
1.5735 |
|
0.500 |
1.5728 |
|
0.382 |
1.5720 |
|
LOW |
1.5695 |
|
0.618 |
1.5655 |
|
1.000 |
1.5630 |
|
1.618 |
1.5590 |
|
2.618 |
1.5525 |
|
4.250 |
1.5419 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5728 |
1.5705 |
| PP |
1.5719 |
1.5704 |
| S1 |
1.5711 |
1.5704 |
|