CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5637 |
1.5646 |
0.0009 |
0.1% |
1.5750 |
| High |
1.5677 |
1.5685 |
0.0008 |
0.1% |
1.5842 |
| Low |
1.5634 |
1.5629 |
-0.0005 |
0.0% |
1.5478 |
| Close |
1.5661 |
1.5673 |
0.0012 |
0.1% |
1.5672 |
| Range |
0.0043 |
0.0056 |
0.0013 |
30.2% |
0.0364 |
| ATR |
0.0119 |
0.0115 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
160,552 |
122,834 |
-37,718 |
-23.5% |
972,869 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5830 |
1.5808 |
1.5704 |
|
| R3 |
1.5774 |
1.5752 |
1.5688 |
|
| R2 |
1.5718 |
1.5718 |
1.5683 |
|
| R1 |
1.5696 |
1.5696 |
1.5678 |
1.5707 |
| PP |
1.5662 |
1.5662 |
1.5662 |
1.5668 |
| S1 |
1.5640 |
1.5640 |
1.5668 |
1.5651 |
| S2 |
1.5606 |
1.5606 |
1.5663 |
|
| S3 |
1.5550 |
1.5584 |
1.5658 |
|
| S4 |
1.5494 |
1.5528 |
1.5642 |
|
|
| 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% |
0.0086 |
0.6% |
80% |
False |
False |
184,671 |
| 10 |
1.5842 |
1.5478 |
0.0364 |
2.3% |
0.0093 |
0.6% |
54% |
False |
False |
180,654 |
| 20 |
1.5842 |
1.5216 |
0.0626 |
4.0% |
0.0096 |
0.6% |
73% |
False |
False |
179,979 |
| 40 |
1.5842 |
1.4429 |
0.1413 |
9.0% |
0.0079 |
0.5% |
88% |
False |
False |
91,661 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0067 |
0.4% |
88% |
False |
False |
61,341 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.6% |
0.0055 |
0.4% |
89% |
False |
False |
46,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5923 |
|
2.618 |
1.5832 |
|
1.618 |
1.5776 |
|
1.000 |
1.5741 |
|
0.618 |
1.5720 |
|
HIGH |
1.5685 |
|
0.618 |
1.5664 |
|
0.500 |
1.5657 |
|
0.382 |
1.5650 |
|
LOW |
1.5629 |
|
0.618 |
1.5594 |
|
1.000 |
1.5573 |
|
1.618 |
1.5538 |
|
2.618 |
1.5482 |
|
4.250 |
1.5391 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5668 |
1.5675 |
| PP |
1.5662 |
1.5674 |
| S1 |
1.5657 |
1.5674 |
|