CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5453 |
1.5476 |
0.0023 |
0.1% |
1.5414 |
| High |
1.5491 |
1.5573 |
0.0082 |
0.5% |
1.5573 |
| Low |
1.5398 |
1.5430 |
0.0032 |
0.2% |
1.5398 |
| Close |
1.5430 |
1.5558 |
0.0128 |
0.8% |
1.5558 |
| Range |
0.0093 |
0.0143 |
0.0050 |
53.8% |
0.0175 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.9% |
0.0000 |
| Volume |
195,111 |
228,130 |
33,019 |
16.9% |
1,044,593 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5949 |
1.5897 |
1.5637 |
|
| R3 |
1.5806 |
1.5754 |
1.5597 |
|
| R2 |
1.5663 |
1.5663 |
1.5584 |
|
| R1 |
1.5611 |
1.5611 |
1.5571 |
1.5637 |
| PP |
1.5520 |
1.5520 |
1.5520 |
1.5534 |
| S1 |
1.5468 |
1.5468 |
1.5545 |
1.5494 |
| S2 |
1.5377 |
1.5377 |
1.5532 |
|
| S3 |
1.5234 |
1.5325 |
1.5519 |
|
| S4 |
1.5091 |
1.5182 |
1.5479 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6035 |
1.5971 |
1.5654 |
|
| R3 |
1.5860 |
1.5796 |
1.5606 |
|
| R2 |
1.5685 |
1.5685 |
1.5590 |
|
| R1 |
1.5621 |
1.5621 |
1.5574 |
1.5653 |
| PP |
1.5510 |
1.5510 |
1.5510 |
1.5526 |
| S1 |
1.5446 |
1.5446 |
1.5542 |
1.5478 |
| S2 |
1.5335 |
1.5335 |
1.5526 |
|
| S3 |
1.5160 |
1.5271 |
1.5510 |
|
| S4 |
1.4985 |
1.5096 |
1.5462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5573 |
1.5398 |
0.0175 |
1.1% |
0.0100 |
0.6% |
91% |
True |
False |
208,918 |
| 10 |
1.5573 |
1.5288 |
0.0285 |
1.8% |
0.0089 |
0.6% |
95% |
True |
False |
216,358 |
| 20 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0089 |
0.6% |
39% |
False |
False |
228,938 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0089 |
0.6% |
39% |
False |
False |
203,993 |
| 60 |
1.5984 |
1.4755 |
0.1229 |
7.9% |
0.0088 |
0.6% |
65% |
False |
False |
161,745 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0075 |
0.5% |
73% |
False |
False |
121,490 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0067 |
0.4% |
73% |
False |
False |
97,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6181 |
|
2.618 |
1.5947 |
|
1.618 |
1.5804 |
|
1.000 |
1.5716 |
|
0.618 |
1.5661 |
|
HIGH |
1.5573 |
|
0.618 |
1.5518 |
|
0.500 |
1.5502 |
|
0.382 |
1.5485 |
|
LOW |
1.5430 |
|
0.618 |
1.5342 |
|
1.000 |
1.5287 |
|
1.618 |
1.5199 |
|
2.618 |
1.5056 |
|
4.250 |
1.4822 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5539 |
1.5534 |
| PP |
1.5520 |
1.5510 |
| S1 |
1.5502 |
1.5486 |
|