CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5743 |
1.5625 |
-0.0118 |
-0.7% |
1.5556 |
| High |
1.5743 |
1.5655 |
-0.0088 |
-0.6% |
1.5774 |
| Low |
1.5685 |
1.5595 |
-0.0090 |
-0.6% |
1.5469 |
| Close |
1.5687 |
1.5620 |
-0.0067 |
-0.4% |
1.5773 |
| Range |
0.0058 |
0.0060 |
0.0002 |
3.4% |
0.0305 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
162,580 |
228,545 |
65,965 |
40.6% |
1,087,759 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5772 |
1.5653 |
|
| R3 |
1.5743 |
1.5712 |
1.5637 |
|
| R2 |
1.5683 |
1.5683 |
1.5631 |
|
| R1 |
1.5652 |
1.5652 |
1.5626 |
1.5638 |
| PP |
1.5623 |
1.5623 |
1.5623 |
1.5616 |
| S1 |
1.5592 |
1.5592 |
1.5615 |
1.5578 |
| S2 |
1.5563 |
1.5563 |
1.5609 |
|
| S3 |
1.5503 |
1.5532 |
1.5604 |
|
| S4 |
1.5443 |
1.5472 |
1.5587 |
|
|
| 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 |
1.5595 |
0.0179 |
1.1% |
0.0057 |
0.4% |
14% |
False |
True |
206,073 |
| 10 |
1.5774 |
1.5398 |
0.0376 |
2.4% |
0.0072 |
0.5% |
59% |
False |
False |
213,556 |
| 20 |
1.5774 |
1.5288 |
0.0486 |
3.1% |
0.0082 |
0.5% |
68% |
False |
False |
217,546 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0084 |
0.5% |
48% |
False |
False |
211,144 |
| 60 |
1.5984 |
1.5133 |
0.0851 |
5.4% |
0.0087 |
0.6% |
57% |
False |
False |
186,166 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0079 |
0.5% |
77% |
False |
False |
139,885 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0070 |
0.4% |
77% |
False |
False |
112,039 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0062 |
0.4% |
78% |
False |
False |
93,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5910 |
|
2.618 |
1.5812 |
|
1.618 |
1.5752 |
|
1.000 |
1.5715 |
|
0.618 |
1.5692 |
|
HIGH |
1.5655 |
|
0.618 |
1.5632 |
|
0.500 |
1.5625 |
|
0.382 |
1.5618 |
|
LOW |
1.5595 |
|
0.618 |
1.5558 |
|
1.000 |
1.5535 |
|
1.618 |
1.5498 |
|
2.618 |
1.5438 |
|
4.250 |
1.5340 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5625 |
1.5685 |
| PP |
1.5623 |
1.5663 |
| S1 |
1.5622 |
1.5642 |
|