CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5915 |
1.5725 |
-0.0190 |
-1.2% |
1.5811 |
| High |
1.5918 |
1.5730 |
-0.0188 |
-1.2% |
1.5936 |
| Low |
1.5830 |
1.5605 |
-0.0225 |
-1.4% |
1.5680 |
| Close |
1.5859 |
1.5651 |
-0.0208 |
-1.3% |
1.5767 |
| Range |
0.0088 |
0.0125 |
0.0037 |
42.0% |
0.0256 |
| ATR |
0.0122 |
0.0131 |
0.0009 |
7.8% |
0.0000 |
| Volume |
273,206 |
212,088 |
-61,118 |
-22.4% |
953,086 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6037 |
1.5969 |
1.5720 |
|
| R3 |
1.5912 |
1.5844 |
1.5685 |
|
| R2 |
1.5787 |
1.5787 |
1.5674 |
|
| R1 |
1.5719 |
1.5719 |
1.5662 |
1.5691 |
| PP |
1.5662 |
1.5662 |
1.5662 |
1.5648 |
| S1 |
1.5594 |
1.5594 |
1.5640 |
1.5566 |
| S2 |
1.5537 |
1.5537 |
1.5628 |
|
| S3 |
1.5412 |
1.5469 |
1.5617 |
|
| S4 |
1.5287 |
1.5344 |
1.5582 |
|
|
| 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 |
1.5984 |
1.5605 |
0.0379 |
2.4% |
0.0099 |
0.6% |
12% |
False |
True |
236,422 |
| 10 |
1.5984 |
1.5605 |
0.0379 |
2.4% |
0.0082 |
0.5% |
12% |
False |
True |
213,495 |
| 20 |
1.5984 |
1.5478 |
0.0506 |
3.2% |
0.0092 |
0.6% |
34% |
False |
False |
193,273 |
| 40 |
1.5984 |
1.5077 |
0.0907 |
5.8% |
0.0091 |
0.6% |
63% |
False |
False |
152,093 |
| 60 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0076 |
0.5% |
79% |
False |
False |
101,628 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0065 |
0.4% |
79% |
False |
False |
76,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6261 |
|
2.618 |
1.6057 |
|
1.618 |
1.5932 |
|
1.000 |
1.5855 |
|
0.618 |
1.5807 |
|
HIGH |
1.5730 |
|
0.618 |
1.5682 |
|
0.500 |
1.5668 |
|
0.382 |
1.5653 |
|
LOW |
1.5605 |
|
0.618 |
1.5528 |
|
1.000 |
1.5480 |
|
1.618 |
1.5403 |
|
2.618 |
1.5278 |
|
4.250 |
1.5074 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5668 |
1.5795 |
| PP |
1.5662 |
1.5747 |
| S1 |
1.5657 |
1.5699 |
|