CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5497 |
1.5405 |
-0.0092 |
-0.6% |
1.5586 |
| High |
1.5560 |
1.5405 |
-0.0155 |
-1.0% |
1.5620 |
| Low |
1.5494 |
1.5345 |
-0.0149 |
-1.0% |
1.5337 |
| Close |
1.5500 |
1.5371 |
-0.0129 |
-0.8% |
1.5386 |
| Range |
0.0066 |
0.0060 |
-0.0006 |
-9.1% |
0.0283 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
2.0% |
0.0000 |
| Volume |
137,146 |
196,868 |
59,722 |
43.5% |
1,112,244 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5554 |
1.5522 |
1.5404 |
|
| R3 |
1.5494 |
1.5462 |
1.5388 |
|
| R2 |
1.5434 |
1.5434 |
1.5382 |
|
| R1 |
1.5402 |
1.5402 |
1.5377 |
1.5388 |
| PP |
1.5374 |
1.5374 |
1.5374 |
1.5367 |
| S1 |
1.5342 |
1.5342 |
1.5366 |
1.5328 |
| S2 |
1.5314 |
1.5314 |
1.5360 |
|
| S3 |
1.5254 |
1.5282 |
1.5355 |
|
| S4 |
1.5194 |
1.5222 |
1.5338 |
|
|
| 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 |
1.5560 |
1.5337 |
0.0223 |
1.5% |
0.0081 |
0.5% |
15% |
False |
False |
220,135 |
| 10 |
1.5730 |
1.5337 |
0.0393 |
2.6% |
0.0084 |
0.5% |
9% |
False |
False |
226,772 |
| 20 |
1.5984 |
1.5337 |
0.0647 |
4.2% |
0.0084 |
0.5% |
5% |
False |
False |
217,656 |
| 40 |
1.5984 |
1.5299 |
0.0685 |
4.5% |
0.0089 |
0.6% |
11% |
False |
False |
200,945 |
| 60 |
1.5984 |
1.4480 |
0.1504 |
9.8% |
0.0082 |
0.5% |
59% |
False |
False |
135,798 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0073 |
0.5% |
61% |
False |
False |
102,028 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0062 |
0.4% |
63% |
False |
False |
81,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5660 |
|
2.618 |
1.5562 |
|
1.618 |
1.5502 |
|
1.000 |
1.5465 |
|
0.618 |
1.5442 |
|
HIGH |
1.5405 |
|
0.618 |
1.5382 |
|
0.500 |
1.5375 |
|
0.382 |
1.5368 |
|
LOW |
1.5345 |
|
0.618 |
1.5308 |
|
1.000 |
1.5285 |
|
1.618 |
1.5248 |
|
2.618 |
1.5188 |
|
4.250 |
1.5090 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5375 |
1.5453 |
| PP |
1.5374 |
1.5425 |
| S1 |
1.5372 |
1.5398 |
|