CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5446 |
1.5414 |
-0.0032 |
-0.2% |
1.5430 |
| High |
1.5497 |
1.5458 |
-0.0039 |
-0.3% |
1.5560 |
| Low |
1.5407 |
1.5414 |
0.0007 |
0.0% |
1.5288 |
| Close |
1.5454 |
1.5434 |
-0.0020 |
-0.1% |
1.5452 |
| Range |
0.0090 |
0.0044 |
-0.0046 |
-51.1% |
0.0272 |
| ATR |
0.0120 |
0.0115 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
208,153 |
233,436 |
25,283 |
12.1% |
1,118,993 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5567 |
1.5545 |
1.5458 |
|
| R3 |
1.5523 |
1.5501 |
1.5446 |
|
| R2 |
1.5479 |
1.5479 |
1.5442 |
|
| R1 |
1.5457 |
1.5457 |
1.5438 |
1.5468 |
| PP |
1.5435 |
1.5435 |
1.5435 |
1.5441 |
| S1 |
1.5413 |
1.5413 |
1.5430 |
1.5424 |
| S2 |
1.5391 |
1.5391 |
1.5426 |
|
| S3 |
1.5347 |
1.5369 |
1.5422 |
|
| S4 |
1.5303 |
1.5325 |
1.5410 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6249 |
1.6123 |
1.5602 |
|
| R3 |
1.5977 |
1.5851 |
1.5527 |
|
| R2 |
1.5705 |
1.5705 |
1.5502 |
|
| R1 |
1.5579 |
1.5579 |
1.5477 |
1.5642 |
| PP |
1.5433 |
1.5433 |
1.5433 |
1.5465 |
| S1 |
1.5307 |
1.5307 |
1.5427 |
1.5370 |
| S2 |
1.5161 |
1.5161 |
1.5402 |
|
| S3 |
1.4889 |
1.5035 |
1.5377 |
|
| S4 |
1.4617 |
1.4763 |
1.5302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5544 |
1.5288 |
0.0256 |
1.7% |
0.0089 |
0.6% |
57% |
False |
False |
227,663 |
| 10 |
1.5560 |
1.5288 |
0.0272 |
1.8% |
0.0085 |
0.6% |
54% |
False |
False |
223,899 |
| 20 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0086 |
0.6% |
21% |
False |
False |
228,998 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0088 |
0.6% |
21% |
False |
False |
205,870 |
| 60 |
1.5984 |
1.4580 |
0.1404 |
9.1% |
0.0087 |
0.6% |
61% |
False |
False |
154,728 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0074 |
0.5% |
65% |
False |
False |
116,218 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0065 |
0.4% |
67% |
False |
False |
93,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5645 |
|
2.618 |
1.5573 |
|
1.618 |
1.5529 |
|
1.000 |
1.5502 |
|
0.618 |
1.5485 |
|
HIGH |
1.5458 |
|
0.618 |
1.5441 |
|
0.500 |
1.5436 |
|
0.382 |
1.5431 |
|
LOW |
1.5414 |
|
0.618 |
1.5387 |
|
1.000 |
1.5370 |
|
1.618 |
1.5343 |
|
2.618 |
1.5299 |
|
4.250 |
1.5227 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5436 |
1.5476 |
| PP |
1.5435 |
1.5462 |
| S1 |
1.5435 |
1.5448 |
|