CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5405 |
1.5315 |
-0.0090 |
-0.6% |
1.5586 |
| High |
1.5405 |
1.5410 |
0.0005 |
0.0% |
1.5620 |
| Low |
1.5345 |
1.5288 |
-0.0057 |
-0.4% |
1.5337 |
| Close |
1.5371 |
1.5375 |
0.0004 |
0.0% |
1.5386 |
| Range |
0.0060 |
0.0122 |
0.0062 |
103.3% |
0.0283 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
196,868 |
226,968 |
30,100 |
15.3% |
1,112,244 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5724 |
1.5671 |
1.5442 |
|
| R3 |
1.5602 |
1.5549 |
1.5409 |
|
| R2 |
1.5480 |
1.5480 |
1.5397 |
|
| R1 |
1.5427 |
1.5427 |
1.5386 |
1.5454 |
| PP |
1.5358 |
1.5358 |
1.5358 |
1.5371 |
| S1 |
1.5305 |
1.5305 |
1.5364 |
1.5332 |
| S2 |
1.5236 |
1.5236 |
1.5353 |
|
| S3 |
1.5114 |
1.5183 |
1.5341 |
|
| S4 |
1.4992 |
1.5061 |
1.5308 |
|
|
| 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 |
1.5288 |
0.0272 |
1.8% |
0.0088 |
0.6% |
32% |
False |
True |
209,033 |
| 10 |
1.5632 |
1.5288 |
0.0344 |
2.2% |
0.0083 |
0.5% |
25% |
False |
True |
228,260 |
| 20 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0083 |
0.5% |
13% |
False |
True |
220,878 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0090 |
0.6% |
13% |
False |
True |
204,990 |
| 60 |
1.5984 |
1.4480 |
0.1504 |
9.8% |
0.0084 |
0.5% |
60% |
False |
False |
139,577 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0075 |
0.5% |
62% |
False |
False |
104,863 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0063 |
0.4% |
63% |
False |
False |
83,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5929 |
|
2.618 |
1.5729 |
|
1.618 |
1.5607 |
|
1.000 |
1.5532 |
|
0.618 |
1.5485 |
|
HIGH |
1.5410 |
|
0.618 |
1.5363 |
|
0.500 |
1.5349 |
|
0.382 |
1.5335 |
|
LOW |
1.5288 |
|
0.618 |
1.5213 |
|
1.000 |
1.5166 |
|
1.618 |
1.5091 |
|
2.618 |
1.4969 |
|
4.250 |
1.4770 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5366 |
1.5424 |
| PP |
1.5358 |
1.5408 |
| S1 |
1.5349 |
1.5391 |
|