CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5811 |
1.5792 |
-0.0019 |
-0.1% |
1.5637 |
| High |
1.5825 |
1.5792 |
-0.0033 |
-0.2% |
1.5834 |
| Low |
1.5755 |
1.5708 |
-0.0047 |
-0.3% |
1.5629 |
| Close |
1.5760 |
1.5744 |
-0.0016 |
-0.1% |
1.5786 |
| Range |
0.0070 |
0.0084 |
0.0014 |
20.0% |
0.0205 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
171,039 |
183,899 |
12,860 |
7.5% |
795,046 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6000 |
1.5956 |
1.5790 |
|
| R3 |
1.5916 |
1.5872 |
1.5767 |
|
| R2 |
1.5832 |
1.5832 |
1.5759 |
|
| R1 |
1.5788 |
1.5788 |
1.5752 |
1.5768 |
| PP |
1.5748 |
1.5748 |
1.5748 |
1.5738 |
| S1 |
1.5704 |
1.5704 |
1.5736 |
1.5684 |
| S2 |
1.5664 |
1.5664 |
1.5729 |
|
| S3 |
1.5580 |
1.5620 |
1.5721 |
|
| S4 |
1.5496 |
1.5536 |
1.5698 |
|
|
| 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 |
1.5678 |
0.0156 |
1.0% |
0.0101 |
0.6% |
42% |
False |
False |
173,319 |
| 10 |
1.5834 |
1.5478 |
0.0356 |
2.3% |
0.0094 |
0.6% |
75% |
False |
False |
178,995 |
| 20 |
1.5842 |
1.5299 |
0.0543 |
3.4% |
0.0093 |
0.6% |
82% |
False |
False |
186,563 |
| 40 |
1.5842 |
1.4580 |
0.1262 |
8.0% |
0.0087 |
0.6% |
92% |
False |
False |
113,281 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0070 |
0.4% |
93% |
False |
False |
75,740 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.6% |
0.0060 |
0.4% |
93% |
False |
False |
56,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6149 |
|
2.618 |
1.6012 |
|
1.618 |
1.5928 |
|
1.000 |
1.5876 |
|
0.618 |
1.5844 |
|
HIGH |
1.5792 |
|
0.618 |
1.5760 |
|
0.500 |
1.5750 |
|
0.382 |
1.5740 |
|
LOW |
1.5708 |
|
0.618 |
1.5656 |
|
1.000 |
1.5624 |
|
1.618 |
1.5572 |
|
2.618 |
1.5488 |
|
4.250 |
1.5351 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5750 |
1.5767 |
| PP |
1.5748 |
1.5759 |
| S1 |
1.5746 |
1.5752 |
|