CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5430 |
1.5497 |
0.0067 |
0.4% |
1.5586 |
| High |
1.5490 |
1.5560 |
0.0070 |
0.5% |
1.5620 |
| Low |
1.5410 |
1.5494 |
0.0084 |
0.5% |
1.5337 |
| Close |
1.5468 |
1.5500 |
0.0032 |
0.2% |
1.5386 |
| Range |
0.0080 |
0.0066 |
-0.0014 |
-17.5% |
0.0283 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
268,016 |
137,146 |
-130,870 |
-48.8% |
1,112,244 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5716 |
1.5674 |
1.5536 |
|
| R3 |
1.5650 |
1.5608 |
1.5518 |
|
| R2 |
1.5584 |
1.5584 |
1.5512 |
|
| R1 |
1.5542 |
1.5542 |
1.5506 |
1.5563 |
| PP |
1.5518 |
1.5518 |
1.5518 |
1.5529 |
| S1 |
1.5476 |
1.5476 |
1.5494 |
1.5497 |
| S2 |
1.5452 |
1.5452 |
1.5488 |
|
| S3 |
1.5386 |
1.5410 |
1.5482 |
|
| S4 |
1.5320 |
1.5344 |
1.5464 |
|
|
| 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% |
60% |
False |
False |
222,726 |
| 10 |
1.5918 |
1.5337 |
0.0581 |
3.7% |
0.0086 |
0.6% |
28% |
False |
False |
234,406 |
| 20 |
1.5984 |
1.5337 |
0.0647 |
4.2% |
0.0088 |
0.6% |
25% |
False |
False |
214,255 |
| 40 |
1.5984 |
1.5216 |
0.0768 |
5.0% |
0.0092 |
0.6% |
37% |
False |
False |
197,117 |
| 60 |
1.5984 |
1.4429 |
0.1555 |
10.0% |
0.0082 |
0.5% |
69% |
False |
False |
132,525 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0072 |
0.5% |
70% |
False |
False |
99,570 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0062 |
0.4% |
71% |
False |
False |
79,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5841 |
|
2.618 |
1.5733 |
|
1.618 |
1.5667 |
|
1.000 |
1.5626 |
|
0.618 |
1.5601 |
|
HIGH |
1.5560 |
|
0.618 |
1.5535 |
|
0.500 |
1.5527 |
|
0.382 |
1.5519 |
|
LOW |
1.5494 |
|
0.618 |
1.5453 |
|
1.000 |
1.5428 |
|
1.618 |
1.5387 |
|
2.618 |
1.5321 |
|
4.250 |
1.5214 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5527 |
1.5483 |
| PP |
1.5518 |
1.5466 |
| S1 |
1.5509 |
1.5449 |
|