CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5476 |
1.5556 |
0.0080 |
0.5% |
1.5414 |
| High |
1.5573 |
1.5566 |
-0.0007 |
0.0% |
1.5573 |
| Low |
1.5430 |
1.5469 |
0.0039 |
0.3% |
1.5398 |
| Close |
1.5558 |
1.5489 |
-0.0069 |
-0.4% |
1.5558 |
| Range |
0.0143 |
0.0097 |
-0.0046 |
-32.2% |
0.0175 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
228,130 |
257,162 |
29,032 |
12.7% |
1,044,593 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5799 |
1.5741 |
1.5542 |
|
| R3 |
1.5702 |
1.5644 |
1.5516 |
|
| R2 |
1.5605 |
1.5605 |
1.5507 |
|
| R1 |
1.5547 |
1.5547 |
1.5498 |
1.5528 |
| PP |
1.5508 |
1.5508 |
1.5508 |
1.5498 |
| S1 |
1.5450 |
1.5450 |
1.5480 |
1.5431 |
| S2 |
1.5411 |
1.5411 |
1.5471 |
|
| S3 |
1.5314 |
1.5353 |
1.5462 |
|
| S4 |
1.5217 |
1.5256 |
1.5436 |
|
|
| 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% |
0.0093 |
0.6% |
52% |
False |
False |
224,398 |
| 10 |
1.5573 |
1.5288 |
0.0285 |
1.8% |
0.0090 |
0.6% |
71% |
False |
False |
215,273 |
| 20 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0091 |
0.6% |
29% |
False |
False |
226,846 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0090 |
0.6% |
29% |
False |
False |
205,102 |
| 60 |
1.5984 |
1.4755 |
0.1229 |
7.9% |
0.0089 |
0.6% |
60% |
False |
False |
166,018 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0077 |
0.5% |
69% |
False |
False |
124,679 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0068 |
0.4% |
69% |
False |
False |
99,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5978 |
|
2.618 |
1.5820 |
|
1.618 |
1.5723 |
|
1.000 |
1.5663 |
|
0.618 |
1.5626 |
|
HIGH |
1.5566 |
|
0.618 |
1.5529 |
|
0.500 |
1.5518 |
|
0.382 |
1.5506 |
|
LOW |
1.5469 |
|
0.618 |
1.5409 |
|
1.000 |
1.5372 |
|
1.618 |
1.5312 |
|
2.618 |
1.5215 |
|
4.250 |
1.5057 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5518 |
1.5488 |
| PP |
1.5508 |
1.5487 |
| S1 |
1.5499 |
1.5486 |
|