CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5479 |
1.5674 |
0.0195 |
1.3% |
1.5750 |
| High |
1.5634 |
1.5721 |
0.0087 |
0.6% |
1.5842 |
| Low |
1.5478 |
1.5639 |
0.0161 |
1.0% |
1.5478 |
| Close |
1.5628 |
1.5672 |
0.0044 |
0.3% |
1.5672 |
| Range |
0.0156 |
0.0082 |
-0.0074 |
-47.4% |
0.0364 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
196,644 |
222,417 |
25,773 |
13.1% |
972,869 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5923 |
1.5880 |
1.5717 |
|
| R3 |
1.5841 |
1.5798 |
1.5695 |
|
| R2 |
1.5759 |
1.5759 |
1.5687 |
|
| R1 |
1.5716 |
1.5716 |
1.5680 |
1.5697 |
| PP |
1.5677 |
1.5677 |
1.5677 |
1.5668 |
| S1 |
1.5634 |
1.5634 |
1.5664 |
1.5615 |
| S2 |
1.5595 |
1.5595 |
1.5657 |
|
| S3 |
1.5513 |
1.5552 |
1.5649 |
|
| S4 |
1.5431 |
1.5470 |
1.5627 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6756 |
1.6578 |
1.5872 |
|
| R3 |
1.6392 |
1.6214 |
1.5772 |
|
| R2 |
1.6028 |
1.6028 |
1.5739 |
|
| R1 |
1.5850 |
1.5850 |
1.5705 |
1.5757 |
| PP |
1.5664 |
1.5664 |
1.5664 |
1.5618 |
| S1 |
1.5486 |
1.5486 |
1.5639 |
1.5393 |
| S2 |
1.5300 |
1.5300 |
1.5605 |
|
| S3 |
1.4936 |
1.5122 |
1.5572 |
|
| S4 |
1.4572 |
1.4758 |
1.5472 |
|
|
| 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% |
0.0113 |
0.7% |
53% |
False |
False |
194,573 |
| 10 |
1.5842 |
1.5299 |
0.0543 |
3.5% |
0.0097 |
0.6% |
69% |
False |
False |
183,281 |
| 20 |
1.5842 |
1.5216 |
0.0626 |
4.0% |
0.0100 |
0.6% |
73% |
False |
False |
167,485 |
| 40 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0079 |
0.5% |
88% |
False |
False |
84,602 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0066 |
0.4% |
88% |
False |
False |
56,626 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.6% |
0.0054 |
0.3% |
89% |
False |
False |
42,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6070 |
|
2.618 |
1.5936 |
|
1.618 |
1.5854 |
|
1.000 |
1.5803 |
|
0.618 |
1.5772 |
|
HIGH |
1.5721 |
|
0.618 |
1.5690 |
|
0.500 |
1.5680 |
|
0.382 |
1.5670 |
|
LOW |
1.5639 |
|
0.618 |
1.5588 |
|
1.000 |
1.5557 |
|
1.618 |
1.5506 |
|
2.618 |
1.5424 |
|
4.250 |
1.5291 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5680 |
1.5648 |
| PP |
1.5677 |
1.5624 |
| S1 |
1.5675 |
1.5600 |
|