CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5550 |
1.5479 |
-0.0071 |
-0.5% |
1.5366 |
| High |
1.5625 |
1.5634 |
0.0009 |
0.1% |
1.5765 |
| Low |
1.5530 |
1.5478 |
-0.0052 |
-0.3% |
1.5299 |
| Close |
1.5610 |
1.5628 |
0.0018 |
0.1% |
1.5703 |
| Range |
0.0095 |
0.0156 |
0.0061 |
64.2% |
0.0466 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.8% |
0.0000 |
| Volume |
220,910 |
196,644 |
-24,266 |
-11.0% |
859,941 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6048 |
1.5994 |
1.5714 |
|
| R3 |
1.5892 |
1.5838 |
1.5671 |
|
| R2 |
1.5736 |
1.5736 |
1.5657 |
|
| R1 |
1.5682 |
1.5682 |
1.5642 |
1.5709 |
| PP |
1.5580 |
1.5580 |
1.5580 |
1.5594 |
| S1 |
1.5526 |
1.5526 |
1.5614 |
1.5553 |
| S2 |
1.5424 |
1.5424 |
1.5599 |
|
| S3 |
1.5268 |
1.5370 |
1.5585 |
|
| S4 |
1.5112 |
1.5214 |
1.5542 |
|
|
| 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 |
1.5478 |
0.0364 |
2.3% |
0.0109 |
0.7% |
41% |
False |
True |
186,666 |
| 10 |
1.5842 |
1.5299 |
0.0543 |
3.5% |
0.0094 |
0.6% |
61% |
False |
False |
185,690 |
| 20 |
1.5842 |
1.5216 |
0.0626 |
4.0% |
0.0099 |
0.6% |
66% |
False |
False |
156,702 |
| 40 |
1.5842 |
1.4395 |
0.1447 |
9.3% |
0.0078 |
0.5% |
85% |
False |
False |
79,054 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.3% |
0.0064 |
0.4% |
85% |
False |
False |
52,921 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.6% |
0.0053 |
0.3% |
86% |
False |
False |
39,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6297 |
|
2.618 |
1.6042 |
|
1.618 |
1.5886 |
|
1.000 |
1.5790 |
|
0.618 |
1.5730 |
|
HIGH |
1.5634 |
|
0.618 |
1.5574 |
|
0.500 |
1.5556 |
|
0.382 |
1.5538 |
|
LOW |
1.5478 |
|
0.618 |
1.5382 |
|
1.000 |
1.5322 |
|
1.618 |
1.5226 |
|
2.618 |
1.5070 |
|
4.250 |
1.4815 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5604 |
1.5604 |
| PP |
1.5580 |
1.5580 |
| S1 |
1.5556 |
1.5556 |
|