CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5485 |
1.5440 |
-0.0045 |
-0.3% |
1.5586 |
| High |
1.5490 |
1.5451 |
-0.0039 |
-0.3% |
1.5620 |
| Low |
1.5403 |
1.5337 |
-0.0066 |
-0.4% |
1.5337 |
| Close |
1.5430 |
1.5386 |
-0.0044 |
-0.3% |
1.5386 |
| Range |
0.0087 |
0.0114 |
0.0027 |
31.0% |
0.0283 |
| ATR |
0.0126 |
0.0126 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
282,480 |
216,167 |
-66,313 |
-23.5% |
1,112,244 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5733 |
1.5674 |
1.5449 |
|
| R3 |
1.5619 |
1.5560 |
1.5417 |
|
| R2 |
1.5505 |
1.5505 |
1.5407 |
|
| R1 |
1.5446 |
1.5446 |
1.5396 |
1.5419 |
| PP |
1.5391 |
1.5391 |
1.5391 |
1.5378 |
| S1 |
1.5332 |
1.5332 |
1.5376 |
1.5305 |
| S2 |
1.5277 |
1.5277 |
1.5365 |
|
| S3 |
1.5163 |
1.5218 |
1.5355 |
|
| S4 |
1.5049 |
1.5104 |
1.5323 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6297 |
1.6124 |
1.5542 |
|
| R3 |
1.6014 |
1.5841 |
1.5464 |
|
| R2 |
1.5731 |
1.5731 |
1.5438 |
|
| R1 |
1.5558 |
1.5558 |
1.5412 |
1.5503 |
| PP |
1.5448 |
1.5448 |
1.5448 |
1.5420 |
| S1 |
1.5275 |
1.5275 |
1.5360 |
1.5220 |
| S2 |
1.5165 |
1.5165 |
1.5334 |
|
| S3 |
1.4882 |
1.4992 |
1.5308 |
|
| S4 |
1.4599 |
1.4709 |
1.5230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5620 |
1.5337 |
0.0283 |
1.8% |
0.0086 |
0.6% |
17% |
False |
True |
222,448 |
| 10 |
1.5984 |
1.5337 |
0.0647 |
4.2% |
0.0090 |
0.6% |
8% |
False |
True |
241,519 |
| 20 |
1.5984 |
1.5337 |
0.0647 |
4.2% |
0.0086 |
0.6% |
8% |
False |
True |
208,166 |
| 40 |
1.5984 |
1.5216 |
0.0768 |
5.0% |
0.0093 |
0.6% |
22% |
False |
False |
187,825 |
| 60 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0081 |
0.5% |
62% |
False |
False |
125,790 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0071 |
0.5% |
62% |
False |
False |
94,511 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0060 |
0.4% |
64% |
False |
False |
75,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5936 |
|
2.618 |
1.5749 |
|
1.618 |
1.5635 |
|
1.000 |
1.5565 |
|
0.618 |
1.5521 |
|
HIGH |
1.5451 |
|
0.618 |
1.5407 |
|
0.500 |
1.5394 |
|
0.382 |
1.5381 |
|
LOW |
1.5337 |
|
0.618 |
1.5267 |
|
1.000 |
1.5223 |
|
1.618 |
1.5153 |
|
2.618 |
1.5039 |
|
4.250 |
1.4853 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5394 |
1.5474 |
| PP |
1.5391 |
1.5444 |
| S1 |
1.5389 |
1.5415 |
|