CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5538 |
1.5513 |
-0.0025 |
-0.2% |
1.5864 |
| High |
1.5585 |
1.5610 |
0.0025 |
0.2% |
1.5984 |
| Low |
1.5520 |
1.5500 |
-0.0020 |
-0.1% |
1.5558 |
| Close |
1.5531 |
1.5609 |
0.0078 |
0.5% |
1.5562 |
| Range |
0.0065 |
0.0110 |
0.0045 |
69.2% |
0.0426 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
169,914 |
209,822 |
39,908 |
23.5% |
1,302,948 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5903 |
1.5866 |
1.5670 |
|
| R3 |
1.5793 |
1.5756 |
1.5639 |
|
| R2 |
1.5683 |
1.5683 |
1.5629 |
|
| R1 |
1.5646 |
1.5646 |
1.5619 |
1.5665 |
| PP |
1.5573 |
1.5573 |
1.5573 |
1.5582 |
| S1 |
1.5536 |
1.5536 |
1.5599 |
1.5555 |
| S2 |
1.5463 |
1.5463 |
1.5589 |
|
| S3 |
1.5353 |
1.5426 |
1.5579 |
|
| S4 |
1.5243 |
1.5316 |
1.5549 |
|
|
| 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 |
1.5730 |
1.5500 |
0.0230 |
1.5% |
0.0086 |
0.5% |
47% |
False |
True |
233,410 |
| 10 |
1.5984 |
1.5500 |
0.0484 |
3.1% |
0.0086 |
0.6% |
23% |
False |
True |
234,097 |
| 20 |
1.5984 |
1.5478 |
0.0506 |
3.2% |
0.0088 |
0.6% |
26% |
False |
False |
204,186 |
| 40 |
1.5984 |
1.5140 |
0.0844 |
5.4% |
0.0092 |
0.6% |
56% |
False |
False |
175,634 |
| 60 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0079 |
0.5% |
76% |
False |
False |
117,491 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0068 |
0.4% |
76% |
False |
False |
88,283 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0059 |
0.4% |
77% |
False |
False |
70,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6078 |
|
2.618 |
1.5898 |
|
1.618 |
1.5788 |
|
1.000 |
1.5720 |
|
0.618 |
1.5678 |
|
HIGH |
1.5610 |
|
0.618 |
1.5568 |
|
0.500 |
1.5555 |
|
0.382 |
1.5542 |
|
LOW |
1.5500 |
|
0.618 |
1.5432 |
|
1.000 |
1.5390 |
|
1.618 |
1.5322 |
|
2.618 |
1.5212 |
|
4.250 |
1.5033 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5591 |
1.5593 |
| PP |
1.5573 |
1.5576 |
| S1 |
1.5555 |
1.5560 |
|