CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5739 |
1.5864 |
0.0125 |
0.8% |
1.5811 |
| High |
1.5775 |
1.5910 |
0.0135 |
0.9% |
1.5936 |
| Low |
1.5680 |
1.5846 |
0.0166 |
1.1% |
1.5680 |
| Close |
1.5767 |
1.5882 |
0.0115 |
0.7% |
1.5767 |
| Range |
0.0095 |
0.0064 |
-0.0031 |
-32.6% |
0.0256 |
| ATR |
0.0119 |
0.0121 |
0.0002 |
1.4% |
0.0000 |
| Volume |
220,529 |
299,015 |
78,486 |
35.6% |
953,086 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6071 |
1.6041 |
1.5917 |
|
| R3 |
1.6007 |
1.5977 |
1.5900 |
|
| R2 |
1.5943 |
1.5943 |
1.5894 |
|
| R1 |
1.5913 |
1.5913 |
1.5888 |
1.5928 |
| PP |
1.5879 |
1.5879 |
1.5879 |
1.5887 |
| S1 |
1.5849 |
1.5849 |
1.5876 |
1.5864 |
| S2 |
1.5815 |
1.5815 |
1.5870 |
|
| S3 |
1.5751 |
1.5785 |
1.5864 |
|
| S4 |
1.5687 |
1.5721 |
1.5847 |
|
|
| 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% |
0.0072 |
0.5% |
79% |
False |
False |
216,212 |
| 10 |
1.5936 |
1.5629 |
0.0307 |
1.9% |
0.0084 |
0.5% |
82% |
False |
False |
188,659 |
| 20 |
1.5936 |
1.5478 |
0.0458 |
2.9% |
0.0088 |
0.6% |
88% |
False |
False |
183,359 |
| 40 |
1.5936 |
1.4755 |
0.1181 |
7.4% |
0.0088 |
0.6% |
95% |
False |
False |
135,604 |
| 60 |
1.5936 |
1.4395 |
0.1541 |
9.7% |
0.0072 |
0.5% |
96% |
False |
False |
90,623 |
| 80 |
1.5936 |
1.4395 |
0.1541 |
9.7% |
0.0062 |
0.4% |
96% |
False |
False |
68,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6182 |
|
2.618 |
1.6078 |
|
1.618 |
1.6014 |
|
1.000 |
1.5974 |
|
0.618 |
1.5950 |
|
HIGH |
1.5910 |
|
0.618 |
1.5886 |
|
0.500 |
1.5878 |
|
0.382 |
1.5870 |
|
LOW |
1.5846 |
|
0.618 |
1.5806 |
|
1.000 |
1.5782 |
|
1.618 |
1.5742 |
|
2.618 |
1.5678 |
|
4.250 |
1.5574 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5881 |
1.5853 |
| PP |
1.5879 |
1.5824 |
| S1 |
1.5878 |
1.5795 |
|