CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5674 |
1.5637 |
-0.0037 |
-0.2% |
1.5750 |
| High |
1.5721 |
1.5677 |
-0.0044 |
-0.3% |
1.5842 |
| Low |
1.5639 |
1.5634 |
-0.0005 |
0.0% |
1.5478 |
| Close |
1.5672 |
1.5661 |
-0.0011 |
-0.1% |
1.5672 |
| Range |
0.0082 |
0.0043 |
-0.0039 |
-47.6% |
0.0364 |
| ATR |
0.0125 |
0.0119 |
-0.0006 |
-4.7% |
0.0000 |
| Volume |
222,417 |
160,552 |
-61,865 |
-27.8% |
972,869 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5786 |
1.5767 |
1.5685 |
|
| R3 |
1.5743 |
1.5724 |
1.5673 |
|
| R2 |
1.5700 |
1.5700 |
1.5669 |
|
| R1 |
1.5681 |
1.5681 |
1.5665 |
1.5691 |
| PP |
1.5657 |
1.5657 |
1.5657 |
1.5662 |
| S1 |
1.5638 |
1.5638 |
1.5657 |
1.5648 |
| S2 |
1.5614 |
1.5614 |
1.5653 |
|
| S3 |
1.5571 |
1.5595 |
1.5649 |
|
| S4 |
1.5528 |
1.5552 |
1.5637 |
|
|
| 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 |
1.5721 |
1.5478 |
0.0243 |
1.6% |
0.0096 |
0.6% |
75% |
False |
False |
197,059 |
| 10 |
1.5842 |
1.5478 |
0.0364 |
2.3% |
0.0093 |
0.6% |
50% |
False |
False |
178,059 |
| 20 |
1.5842 |
1.5216 |
0.0626 |
4.0% |
0.0096 |
0.6% |
71% |
False |
False |
174,865 |
| 40 |
1.5842 |
1.4429 |
0.1413 |
9.0% |
0.0078 |
0.5% |
87% |
False |
False |
88,608 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0066 |
0.4% |
87% |
False |
False |
59,298 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.6% |
0.0054 |
0.3% |
88% |
False |
False |
44,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5860 |
|
2.618 |
1.5790 |
|
1.618 |
1.5747 |
|
1.000 |
1.5720 |
|
0.618 |
1.5704 |
|
HIGH |
1.5677 |
|
0.618 |
1.5661 |
|
0.500 |
1.5656 |
|
0.382 |
1.5650 |
|
LOW |
1.5634 |
|
0.618 |
1.5607 |
|
1.000 |
1.5591 |
|
1.618 |
1.5564 |
|
2.618 |
1.5521 |
|
4.250 |
1.5451 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5659 |
1.5641 |
| PP |
1.5657 |
1.5620 |
| S1 |
1.5656 |
1.5600 |
|