CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5646 |
1.5679 |
0.0033 |
0.2% |
1.5750 |
| High |
1.5685 |
1.5815 |
0.0130 |
0.8% |
1.5842 |
| Low |
1.5629 |
1.5678 |
0.0049 |
0.3% |
1.5478 |
| Close |
1.5673 |
1.5777 |
0.0104 |
0.7% |
1.5672 |
| Range |
0.0056 |
0.0137 |
0.0081 |
144.6% |
0.0364 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.7% |
0.0000 |
| Volume |
122,834 |
128,837 |
6,003 |
4.9% |
972,869 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6168 |
1.6109 |
1.5852 |
|
| R3 |
1.6031 |
1.5972 |
1.5815 |
|
| R2 |
1.5894 |
1.5894 |
1.5802 |
|
| R1 |
1.5835 |
1.5835 |
1.5790 |
1.5865 |
| PP |
1.5757 |
1.5757 |
1.5757 |
1.5771 |
| S1 |
1.5698 |
1.5698 |
1.5764 |
1.5728 |
| S2 |
1.5620 |
1.5620 |
1.5752 |
|
| S3 |
1.5483 |
1.5561 |
1.5739 |
|
| S4 |
1.5346 |
1.5424 |
1.5702 |
|
|
| 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 |
1.5815 |
1.5478 |
0.0337 |
2.1% |
0.0095 |
0.6% |
89% |
True |
False |
166,256 |
| 10 |
1.5842 |
1.5478 |
0.0364 |
2.3% |
0.0095 |
0.6% |
82% |
False |
False |
177,506 |
| 20 |
1.5842 |
1.5299 |
0.0543 |
3.4% |
0.0094 |
0.6% |
88% |
False |
False |
184,234 |
| 40 |
1.5842 |
1.4480 |
0.1362 |
8.6% |
0.0081 |
0.5% |
95% |
False |
False |
94,869 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0069 |
0.4% |
96% |
False |
False |
63,485 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.6% |
0.0057 |
0.4% |
96% |
False |
False |
47,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6397 |
|
2.618 |
1.6174 |
|
1.618 |
1.6037 |
|
1.000 |
1.5952 |
|
0.618 |
1.5900 |
|
HIGH |
1.5815 |
|
0.618 |
1.5763 |
|
0.500 |
1.5747 |
|
0.382 |
1.5730 |
|
LOW |
1.5678 |
|
0.618 |
1.5593 |
|
1.000 |
1.5541 |
|
1.618 |
1.5456 |
|
2.618 |
1.5319 |
|
4.250 |
1.5096 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5767 |
1.5759 |
| PP |
1.5757 |
1.5740 |
| S1 |
1.5747 |
1.5722 |
|