CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5679 |
1.5831 |
0.0152 |
1.0% |
1.5750 |
| High |
1.5815 |
1.5834 |
0.0019 |
0.1% |
1.5842 |
| Low |
1.5678 |
1.5680 |
0.0002 |
0.0% |
1.5478 |
| Close |
1.5777 |
1.5697 |
-0.0080 |
-0.5% |
1.5672 |
| Range |
0.0137 |
0.0154 |
0.0017 |
12.4% |
0.0364 |
| ATR |
0.0117 |
0.0119 |
0.0003 |
2.3% |
0.0000 |
| Volume |
128,837 |
162,537 |
33,700 |
26.2% |
972,869 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6199 |
1.6102 |
1.5782 |
|
| R3 |
1.6045 |
1.5948 |
1.5739 |
|
| R2 |
1.5891 |
1.5891 |
1.5725 |
|
| R1 |
1.5794 |
1.5794 |
1.5711 |
1.5766 |
| PP |
1.5737 |
1.5737 |
1.5737 |
1.5723 |
| S1 |
1.5640 |
1.5640 |
1.5683 |
1.5612 |
| S2 |
1.5583 |
1.5583 |
1.5669 |
|
| S3 |
1.5429 |
1.5486 |
1.5655 |
|
| S4 |
1.5275 |
1.5332 |
1.5612 |
|
|
| 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 |
1.5834 |
1.5629 |
0.0205 |
1.3% |
0.0094 |
0.6% |
33% |
True |
False |
159,435 |
| 10 |
1.5842 |
1.5478 |
0.0364 |
2.3% |
0.0102 |
0.6% |
60% |
False |
False |
173,051 |
| 20 |
1.5842 |
1.5299 |
0.0543 |
3.5% |
0.0098 |
0.6% |
73% |
False |
False |
189,102 |
| 40 |
1.5842 |
1.4480 |
0.1362 |
8.7% |
0.0085 |
0.5% |
89% |
False |
False |
98,927 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0072 |
0.5% |
90% |
False |
False |
66,192 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.6% |
0.0058 |
0.4% |
90% |
False |
False |
49,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6489 |
|
2.618 |
1.6237 |
|
1.618 |
1.6083 |
|
1.000 |
1.5988 |
|
0.618 |
1.5929 |
|
HIGH |
1.5834 |
|
0.618 |
1.5775 |
|
0.500 |
1.5757 |
|
0.382 |
1.5739 |
|
LOW |
1.5680 |
|
0.618 |
1.5585 |
|
1.000 |
1.5526 |
|
1.618 |
1.5431 |
|
2.618 |
1.5277 |
|
4.250 |
1.5026 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5757 |
1.5732 |
| PP |
1.5737 |
1.5720 |
| S1 |
1.5717 |
1.5709 |
|