CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5440 |
1.5430 |
-0.0010 |
-0.1% |
1.5586 |
| High |
1.5451 |
1.5490 |
0.0039 |
0.3% |
1.5620 |
| Low |
1.5337 |
1.5410 |
0.0073 |
0.5% |
1.5337 |
| Close |
1.5386 |
1.5468 |
0.0082 |
0.5% |
1.5386 |
| Range |
0.0114 |
0.0080 |
-0.0034 |
-29.8% |
0.0283 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
216,167 |
268,016 |
51,849 |
24.0% |
1,112,244 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5696 |
1.5662 |
1.5512 |
|
| R3 |
1.5616 |
1.5582 |
1.5490 |
|
| R2 |
1.5536 |
1.5536 |
1.5483 |
|
| R1 |
1.5502 |
1.5502 |
1.5475 |
1.5519 |
| PP |
1.5456 |
1.5456 |
1.5456 |
1.5465 |
| S1 |
1.5422 |
1.5422 |
1.5461 |
1.5439 |
| S2 |
1.5376 |
1.5376 |
1.5453 |
|
| S3 |
1.5296 |
1.5342 |
1.5446 |
|
| S4 |
1.5216 |
1.5262 |
1.5424 |
|
|
| 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 |
1.5610 |
1.5337 |
0.0273 |
1.8% |
0.0091 |
0.6% |
48% |
False |
False |
229,279 |
| 10 |
1.5984 |
1.5337 |
0.0647 |
4.2% |
0.0092 |
0.6% |
20% |
False |
False |
238,419 |
| 20 |
1.5984 |
1.5337 |
0.0647 |
4.2% |
0.0088 |
0.6% |
20% |
False |
False |
213,539 |
| 40 |
1.5984 |
1.5216 |
0.0768 |
5.0% |
0.0092 |
0.6% |
33% |
False |
False |
194,202 |
| 60 |
1.5984 |
1.4429 |
0.1555 |
10.1% |
0.0081 |
0.5% |
67% |
False |
False |
130,251 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0072 |
0.5% |
68% |
False |
False |
97,858 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0061 |
0.4% |
69% |
False |
False |
78,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5830 |
|
2.618 |
1.5699 |
|
1.618 |
1.5619 |
|
1.000 |
1.5570 |
|
0.618 |
1.5539 |
|
HIGH |
1.5490 |
|
0.618 |
1.5459 |
|
0.500 |
1.5450 |
|
0.382 |
1.5441 |
|
LOW |
1.5410 |
|
0.618 |
1.5361 |
|
1.000 |
1.5330 |
|
1.618 |
1.5281 |
|
2.618 |
1.5201 |
|
4.250 |
1.5070 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5462 |
1.5450 |
| PP |
1.5456 |
1.5432 |
| S1 |
1.5450 |
1.5414 |
|