CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5725 |
1.5564 |
-0.0161 |
-1.0% |
1.5864 |
| High |
1.5730 |
1.5632 |
-0.0098 |
-0.6% |
1.5984 |
| Low |
1.5605 |
1.5558 |
-0.0047 |
-0.3% |
1.5558 |
| Close |
1.5651 |
1.5562 |
-0.0089 |
-0.6% |
1.5562 |
| Range |
0.0125 |
0.0074 |
-0.0051 |
-40.8% |
0.0426 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
212,088 |
341,366 |
129,278 |
61.0% |
1,302,948 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5806 |
1.5758 |
1.5603 |
|
| R3 |
1.5732 |
1.5684 |
1.5582 |
|
| R2 |
1.5658 |
1.5658 |
1.5576 |
|
| R1 |
1.5610 |
1.5610 |
1.5569 |
1.5597 |
| PP |
1.5584 |
1.5584 |
1.5584 |
1.5578 |
| S1 |
1.5536 |
1.5536 |
1.5555 |
1.5523 |
| S2 |
1.5510 |
1.5510 |
1.5548 |
|
| S3 |
1.5436 |
1.5462 |
1.5542 |
|
| S4 |
1.5362 |
1.5388 |
1.5521 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6979 |
1.6697 |
1.5796 |
|
| R3 |
1.6553 |
1.6271 |
1.5679 |
|
| R2 |
1.6127 |
1.6127 |
1.5640 |
|
| R1 |
1.5845 |
1.5845 |
1.5601 |
1.5773 |
| PP |
1.5701 |
1.5701 |
1.5701 |
1.5666 |
| S1 |
1.5419 |
1.5419 |
1.5523 |
1.5347 |
| S2 |
1.5275 |
1.5275 |
1.5484 |
|
| S3 |
1.4849 |
1.4993 |
1.5445 |
|
| S4 |
1.4423 |
1.4567 |
1.5328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5984 |
1.5558 |
0.0426 |
2.7% |
0.0094 |
0.6% |
1% |
False |
True |
260,589 |
| 10 |
1.5984 |
1.5558 |
0.0426 |
2.7% |
0.0084 |
0.5% |
1% |
False |
True |
225,603 |
| 20 |
1.5984 |
1.5478 |
0.0506 |
3.3% |
0.0093 |
0.6% |
17% |
False |
False |
201,197 |
| 40 |
1.5984 |
1.5100 |
0.0884 |
5.7% |
0.0091 |
0.6% |
52% |
False |
False |
160,520 |
| 60 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0077 |
0.5% |
73% |
False |
False |
107,279 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0066 |
0.4% |
73% |
False |
False |
80,642 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0056 |
0.4% |
74% |
False |
False |
64,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5947 |
|
2.618 |
1.5826 |
|
1.618 |
1.5752 |
|
1.000 |
1.5706 |
|
0.618 |
1.5678 |
|
HIGH |
1.5632 |
|
0.618 |
1.5604 |
|
0.500 |
1.5595 |
|
0.382 |
1.5586 |
|
LOW |
1.5558 |
|
0.618 |
1.5512 |
|
1.000 |
1.5484 |
|
1.618 |
1.5438 |
|
2.618 |
1.5364 |
|
4.250 |
1.5244 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5595 |
1.5738 |
| PP |
1.5584 |
1.5679 |
| S1 |
1.5573 |
1.5621 |
|