CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5498 |
1.5507 |
0.0009 |
0.1% |
1.5743 |
| High |
1.5555 |
1.5575 |
0.0020 |
0.1% |
1.5743 |
| Low |
1.5484 |
1.5480 |
-0.0004 |
0.0% |
1.5476 |
| Close |
1.5546 |
1.5532 |
-0.0014 |
-0.1% |
1.5546 |
| Range |
0.0071 |
0.0095 |
0.0024 |
33.8% |
0.0267 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
244,373 |
186,392 |
-57,981 |
-23.7% |
861,945 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5814 |
1.5768 |
1.5584 |
|
| R3 |
1.5719 |
1.5673 |
1.5558 |
|
| R2 |
1.5624 |
1.5624 |
1.5549 |
|
| R1 |
1.5578 |
1.5578 |
1.5541 |
1.5601 |
| PP |
1.5529 |
1.5529 |
1.5529 |
1.5541 |
| S1 |
1.5483 |
1.5483 |
1.5523 |
1.5506 |
| S2 |
1.5434 |
1.5434 |
1.5515 |
|
| S3 |
1.5339 |
1.5388 |
1.5506 |
|
| S4 |
1.5244 |
1.5293 |
1.5480 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6389 |
1.6235 |
1.5693 |
|
| R3 |
1.6122 |
1.5968 |
1.5619 |
|
| R2 |
1.5855 |
1.5855 |
1.5595 |
|
| R1 |
1.5701 |
1.5701 |
1.5570 |
1.5645 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5560 |
| S1 |
1.5434 |
1.5434 |
1.5522 |
1.5378 |
| S2 |
1.5321 |
1.5321 |
1.5497 |
|
| S3 |
1.5054 |
1.5167 |
1.5473 |
|
| S4 |
1.4787 |
1.4900 |
1.5399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5743 |
1.5476 |
0.0267 |
1.7% |
0.0077 |
0.5% |
21% |
False |
False |
209,667 |
| 10 |
1.5774 |
1.5469 |
0.0305 |
2.0% |
0.0071 |
0.5% |
21% |
False |
False |
213,609 |
| 20 |
1.5774 |
1.5288 |
0.0486 |
3.1% |
0.0080 |
0.5% |
50% |
False |
False |
214,984 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0083 |
0.5% |
35% |
False |
False |
211,575 |
| 60 |
1.5984 |
1.5216 |
0.0768 |
4.9% |
0.0088 |
0.6% |
41% |
False |
False |
196,878 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0081 |
0.5% |
72% |
False |
False |
148,088 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0072 |
0.5% |
72% |
False |
False |
118,605 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0064 |
0.4% |
73% |
False |
False |
98,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5979 |
|
2.618 |
1.5824 |
|
1.618 |
1.5729 |
|
1.000 |
1.5670 |
|
0.618 |
1.5634 |
|
HIGH |
1.5575 |
|
0.618 |
1.5539 |
|
0.500 |
1.5528 |
|
0.382 |
1.5516 |
|
LOW |
1.5480 |
|
0.618 |
1.5421 |
|
1.000 |
1.5385 |
|
1.618 |
1.5326 |
|
2.618 |
1.5231 |
|
4.250 |
1.5076 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5531 |
1.5530 |
| PP |
1.5529 |
1.5528 |
| S1 |
1.5528 |
1.5526 |
|