CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5727 |
1.5743 |
0.0016 |
0.1% |
1.5556 |
| High |
1.5774 |
1.5743 |
-0.0031 |
-0.2% |
1.5774 |
| Low |
1.5727 |
1.5685 |
-0.0042 |
-0.3% |
1.5469 |
| Close |
1.5773 |
1.5687 |
-0.0086 |
-0.5% |
1.5773 |
| Range |
0.0047 |
0.0058 |
0.0011 |
23.4% |
0.0305 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
183,729 |
162,580 |
-21,149 |
-11.5% |
1,087,759 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5879 |
1.5841 |
1.5719 |
|
| R3 |
1.5821 |
1.5783 |
1.5703 |
|
| R2 |
1.5763 |
1.5763 |
1.5698 |
|
| R1 |
1.5725 |
1.5725 |
1.5692 |
1.5715 |
| PP |
1.5705 |
1.5705 |
1.5705 |
1.5700 |
| S1 |
1.5667 |
1.5667 |
1.5682 |
1.5657 |
| S2 |
1.5647 |
1.5647 |
1.5676 |
|
| S3 |
1.5589 |
1.5609 |
1.5671 |
|
| S4 |
1.5531 |
1.5551 |
1.5655 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6587 |
1.6485 |
1.5941 |
|
| R3 |
1.6282 |
1.6180 |
1.5857 |
|
| R2 |
1.5977 |
1.5977 |
1.5829 |
|
| R1 |
1.5875 |
1.5875 |
1.5801 |
1.5926 |
| PP |
1.5672 |
1.5672 |
1.5672 |
1.5698 |
| S1 |
1.5570 |
1.5570 |
1.5745 |
1.5621 |
| S2 |
1.5367 |
1.5367 |
1.5717 |
|
| S3 |
1.5062 |
1.5265 |
1.5689 |
|
| S4 |
1.4757 |
1.4960 |
1.5605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5774 |
1.5600 |
0.0174 |
1.1% |
0.0057 |
0.4% |
50% |
False |
False |
198,635 |
| 10 |
1.5774 |
1.5398 |
0.0376 |
2.4% |
0.0075 |
0.5% |
77% |
False |
False |
211,516 |
| 20 |
1.5774 |
1.5288 |
0.0486 |
3.1% |
0.0082 |
0.5% |
82% |
False |
False |
214,615 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.4% |
0.0086 |
0.5% |
57% |
False |
False |
210,049 |
| 60 |
1.5984 |
1.5105 |
0.0879 |
5.6% |
0.0088 |
0.6% |
66% |
False |
False |
182,376 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.1% |
0.0079 |
0.5% |
81% |
False |
False |
137,032 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.1% |
0.0070 |
0.4% |
81% |
False |
False |
109,755 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.5% |
0.0061 |
0.4% |
82% |
False |
False |
91,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5990 |
|
2.618 |
1.5895 |
|
1.618 |
1.5837 |
|
1.000 |
1.5801 |
|
0.618 |
1.5779 |
|
HIGH |
1.5743 |
|
0.618 |
1.5721 |
|
0.500 |
1.5714 |
|
0.382 |
1.5707 |
|
LOW |
1.5685 |
|
0.618 |
1.5649 |
|
1.000 |
1.5627 |
|
1.618 |
1.5591 |
|
2.618 |
1.5533 |
|
4.250 |
1.5439 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5714 |
1.5725 |
| PP |
1.5705 |
1.5712 |
| S1 |
1.5696 |
1.5700 |
|