CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5844 |
1.5739 |
-0.0105 |
-0.7% |
1.5811 |
| High |
1.5903 |
1.5775 |
-0.0128 |
-0.8% |
1.5936 |
| Low |
1.5835 |
1.5680 |
-0.0155 |
-1.0% |
1.5680 |
| Close |
1.5849 |
1.5767 |
-0.0082 |
-0.5% |
1.5767 |
| Range |
0.0068 |
0.0095 |
0.0027 |
39.7% |
0.0256 |
| ATR |
0.0115 |
0.0119 |
0.0004 |
3.3% |
0.0000 |
| Volume |
203,898 |
220,529 |
16,631 |
8.2% |
953,086 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6026 |
1.5991 |
1.5819 |
|
| R3 |
1.5931 |
1.5896 |
1.5793 |
|
| R2 |
1.5836 |
1.5836 |
1.5784 |
|
| R1 |
1.5801 |
1.5801 |
1.5776 |
1.5819 |
| PP |
1.5741 |
1.5741 |
1.5741 |
1.5749 |
| S1 |
1.5706 |
1.5706 |
1.5758 |
1.5724 |
| S2 |
1.5646 |
1.5646 |
1.5750 |
|
| S3 |
1.5551 |
1.5611 |
1.5741 |
|
| S4 |
1.5456 |
1.5516 |
1.5715 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6562 |
1.6421 |
1.5908 |
|
| R3 |
1.6306 |
1.6165 |
1.5837 |
|
| R2 |
1.6050 |
1.6050 |
1.5814 |
|
| R1 |
1.5909 |
1.5909 |
1.5790 |
1.5852 |
| PP |
1.5794 |
1.5794 |
1.5794 |
1.5766 |
| S1 |
1.5653 |
1.5653 |
1.5744 |
1.5596 |
| S2 |
1.5538 |
1.5538 |
1.5720 |
|
| S3 |
1.5282 |
1.5397 |
1.5697 |
|
| S4 |
1.5026 |
1.5141 |
1.5626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5936 |
1.5680 |
0.0256 |
1.6% |
0.0073 |
0.5% |
34% |
False |
True |
190,617 |
| 10 |
1.5936 |
1.5629 |
0.0307 |
1.9% |
0.0082 |
0.5% |
45% |
False |
False |
174,813 |
| 20 |
1.5936 |
1.5299 |
0.0637 |
4.0% |
0.0089 |
0.6% |
73% |
False |
False |
179,047 |
| 40 |
1.5936 |
1.4755 |
0.1181 |
7.5% |
0.0088 |
0.6% |
86% |
False |
False |
128,148 |
| 60 |
1.5936 |
1.4395 |
0.1541 |
9.8% |
0.0071 |
0.4% |
89% |
False |
False |
85,674 |
| 80 |
1.5936 |
1.4395 |
0.1541 |
9.8% |
0.0061 |
0.4% |
89% |
False |
False |
64,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6179 |
|
2.618 |
1.6024 |
|
1.618 |
1.5929 |
|
1.000 |
1.5870 |
|
0.618 |
1.5834 |
|
HIGH |
1.5775 |
|
0.618 |
1.5739 |
|
0.500 |
1.5728 |
|
0.382 |
1.5716 |
|
LOW |
1.5680 |
|
0.618 |
1.5621 |
|
1.000 |
1.5585 |
|
1.618 |
1.5526 |
|
2.618 |
1.5431 |
|
4.250 |
1.5276 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5754 |
1.5808 |
| PP |
1.5741 |
1.5794 |
| S1 |
1.5728 |
1.5781 |
|