CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5790 |
1.5811 |
0.0021 |
0.1% |
1.5637 |
| High |
1.5797 |
1.5825 |
0.0028 |
0.2% |
1.5834 |
| Low |
1.5738 |
1.5755 |
0.0017 |
0.1% |
1.5629 |
| Close |
1.5786 |
1.5760 |
-0.0026 |
-0.2% |
1.5786 |
| Range |
0.0059 |
0.0070 |
0.0011 |
18.6% |
0.0205 |
| ATR |
0.0118 |
0.0114 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
220,286 |
171,039 |
-49,247 |
-22.4% |
795,046 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5990 |
1.5945 |
1.5799 |
|
| R3 |
1.5920 |
1.5875 |
1.5779 |
|
| R2 |
1.5850 |
1.5850 |
1.5773 |
|
| R1 |
1.5805 |
1.5805 |
1.5766 |
1.5793 |
| PP |
1.5780 |
1.5780 |
1.5780 |
1.5774 |
| S1 |
1.5735 |
1.5735 |
1.5754 |
1.5723 |
| S2 |
1.5710 |
1.5710 |
1.5747 |
|
| S3 |
1.5640 |
1.5665 |
1.5741 |
|
| S4 |
1.5570 |
1.5595 |
1.5722 |
|
|
| 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% |
0.0095 |
0.6% |
64% |
False |
False |
161,106 |
| 10 |
1.5834 |
1.5478 |
0.0356 |
2.3% |
0.0096 |
0.6% |
79% |
False |
False |
179,083 |
| 20 |
1.5842 |
1.5299 |
0.0543 |
3.4% |
0.0094 |
0.6% |
85% |
False |
False |
191,995 |
| 40 |
1.5842 |
1.4580 |
0.1262 |
8.0% |
0.0086 |
0.5% |
94% |
False |
False |
108,696 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0069 |
0.4% |
94% |
False |
False |
72,692 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.6% |
0.0059 |
0.4% |
95% |
False |
False |
54,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6123 |
|
2.618 |
1.6008 |
|
1.618 |
1.5938 |
|
1.000 |
1.5895 |
|
0.618 |
1.5868 |
|
HIGH |
1.5825 |
|
0.618 |
1.5798 |
|
0.500 |
1.5790 |
|
0.382 |
1.5782 |
|
LOW |
1.5755 |
|
0.618 |
1.5712 |
|
1.000 |
1.5685 |
|
1.618 |
1.5642 |
|
2.618 |
1.5572 |
|
4.250 |
1.5458 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5790 |
1.5759 |
| PP |
1.5780 |
1.5758 |
| S1 |
1.5770 |
1.5757 |
|