CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5611 |
1.5550 |
-0.0061 |
-0.4% |
1.5366 |
| High |
1.5616 |
1.5625 |
0.0009 |
0.1% |
1.5765 |
| Low |
1.5512 |
1.5530 |
0.0018 |
0.1% |
1.5299 |
| Close |
1.5548 |
1.5610 |
0.0062 |
0.4% |
1.5703 |
| Range |
0.0104 |
0.0095 |
-0.0009 |
-8.7% |
0.0466 |
| ATR |
0.0128 |
0.0125 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
184,774 |
220,910 |
36,136 |
19.6% |
859,941 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5873 |
1.5837 |
1.5662 |
|
| R3 |
1.5778 |
1.5742 |
1.5636 |
|
| R2 |
1.5683 |
1.5683 |
1.5627 |
|
| R1 |
1.5647 |
1.5647 |
1.5619 |
1.5665 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5598 |
| S1 |
1.5552 |
1.5552 |
1.5601 |
1.5570 |
| S2 |
1.5493 |
1.5493 |
1.5593 |
|
| S3 |
1.5398 |
1.5457 |
1.5584 |
|
| S4 |
1.5303 |
1.5362 |
1.5558 |
|
|
| 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 |
1.5842 |
1.5512 |
0.0330 |
2.1% |
0.0095 |
0.6% |
30% |
False |
False |
188,755 |
| 10 |
1.5842 |
1.5299 |
0.0543 |
3.5% |
0.0093 |
0.6% |
57% |
False |
False |
191,209 |
| 20 |
1.5842 |
1.5140 |
0.0702 |
4.5% |
0.0096 |
0.6% |
67% |
False |
False |
147,082 |
| 40 |
1.5842 |
1.4395 |
0.1447 |
9.3% |
0.0075 |
0.5% |
84% |
False |
False |
74,144 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.3% |
0.0062 |
0.4% |
84% |
False |
False |
49,649 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.7% |
0.0051 |
0.3% |
85% |
False |
False |
37,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6029 |
|
2.618 |
1.5874 |
|
1.618 |
1.5779 |
|
1.000 |
1.5720 |
|
0.618 |
1.5684 |
|
HIGH |
1.5625 |
|
0.618 |
1.5589 |
|
0.500 |
1.5578 |
|
0.382 |
1.5566 |
|
LOW |
1.5530 |
|
0.618 |
1.5471 |
|
1.000 |
1.5435 |
|
1.618 |
1.5376 |
|
2.618 |
1.5281 |
|
4.250 |
1.5126 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5599 |
1.5677 |
| PP |
1.5588 |
1.5655 |
| S1 |
1.5578 |
1.5632 |
|