CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5831 |
1.5790 |
-0.0041 |
-0.3% |
1.5637 |
| High |
1.5834 |
1.5797 |
-0.0037 |
-0.2% |
1.5834 |
| Low |
1.5680 |
1.5738 |
0.0058 |
0.4% |
1.5629 |
| Close |
1.5697 |
1.5786 |
0.0089 |
0.6% |
1.5786 |
| Range |
0.0154 |
0.0059 |
-0.0095 |
-61.7% |
0.0205 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
162,537 |
220,286 |
57,749 |
35.5% |
795,046 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5951 |
1.5927 |
1.5818 |
|
| R3 |
1.5892 |
1.5868 |
1.5802 |
|
| R2 |
1.5833 |
1.5833 |
1.5797 |
|
| R1 |
1.5809 |
1.5809 |
1.5791 |
1.5792 |
| PP |
1.5774 |
1.5774 |
1.5774 |
1.5765 |
| S1 |
1.5750 |
1.5750 |
1.5781 |
1.5733 |
| S2 |
1.5715 |
1.5715 |
1.5775 |
|
| S3 |
1.5656 |
1.5691 |
1.5770 |
|
| S4 |
1.5597 |
1.5632 |
1.5754 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6365 |
1.6280 |
1.5899 |
|
| R3 |
1.6160 |
1.6075 |
1.5842 |
|
| R2 |
1.5955 |
1.5955 |
1.5824 |
|
| R1 |
1.5870 |
1.5870 |
1.5805 |
1.5913 |
| PP |
1.5750 |
1.5750 |
1.5750 |
1.5771 |
| S1 |
1.5665 |
1.5665 |
1.5767 |
1.5708 |
| S2 |
1.5545 |
1.5545 |
1.5748 |
|
| S3 |
1.5340 |
1.5460 |
1.5730 |
|
| S4 |
1.5135 |
1.5255 |
1.5673 |
|
|
| 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% |
0.0090 |
0.6% |
77% |
False |
False |
159,009 |
| 10 |
1.5842 |
1.5478 |
0.0364 |
2.3% |
0.0101 |
0.6% |
85% |
False |
False |
176,791 |
| 20 |
1.5842 |
1.5299 |
0.0543 |
3.4% |
0.0098 |
0.6% |
90% |
False |
False |
193,863 |
| 40 |
1.5842 |
1.4520 |
0.1322 |
8.4% |
0.0085 |
0.5% |
96% |
False |
False |
104,426 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0072 |
0.5% |
96% |
False |
False |
69,857 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.5% |
0.0059 |
0.4% |
96% |
False |
False |
52,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6048 |
|
2.618 |
1.5951 |
|
1.618 |
1.5892 |
|
1.000 |
1.5856 |
|
0.618 |
1.5833 |
|
HIGH |
1.5797 |
|
0.618 |
1.5774 |
|
0.500 |
1.5768 |
|
0.382 |
1.5761 |
|
LOW |
1.5738 |
|
0.618 |
1.5702 |
|
1.000 |
1.5679 |
|
1.618 |
1.5643 |
|
2.618 |
1.5584 |
|
4.250 |
1.5487 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5780 |
1.5776 |
| PP |
1.5774 |
1.5766 |
| S1 |
1.5768 |
1.5756 |
|