CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5507 |
1.5585 |
0.0078 |
0.5% |
1.5743 |
| High |
1.5575 |
1.5597 |
0.0022 |
0.1% |
1.5743 |
| Low |
1.5480 |
1.5400 |
-0.0080 |
-0.5% |
1.5476 |
| Close |
1.5532 |
1.5457 |
-0.0075 |
-0.5% |
1.5546 |
| Range |
0.0095 |
0.0197 |
0.0102 |
107.4% |
0.0267 |
| ATR |
0.0109 |
0.0115 |
0.0006 |
5.8% |
0.0000 |
| Volume |
186,392 |
182,921 |
-3,471 |
-1.9% |
861,945 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6076 |
1.5963 |
1.5565 |
|
| R3 |
1.5879 |
1.5766 |
1.5511 |
|
| R2 |
1.5682 |
1.5682 |
1.5493 |
|
| R1 |
1.5569 |
1.5569 |
1.5475 |
1.5527 |
| PP |
1.5485 |
1.5485 |
1.5485 |
1.5464 |
| S1 |
1.5372 |
1.5372 |
1.5439 |
1.5330 |
| S2 |
1.5288 |
1.5288 |
1.5421 |
|
| S3 |
1.5091 |
1.5175 |
1.5403 |
|
| S4 |
1.4894 |
1.4978 |
1.5349 |
|
|
| 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 |
1.5655 |
1.5400 |
0.0255 |
1.6% |
0.0104 |
0.7% |
22% |
False |
True |
213,735 |
| 10 |
1.5774 |
1.5400 |
0.0374 |
2.4% |
0.0081 |
0.5% |
15% |
False |
True |
206,185 |
| 20 |
1.5774 |
1.5288 |
0.0486 |
3.1% |
0.0085 |
0.6% |
35% |
False |
False |
210,729 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0087 |
0.6% |
24% |
False |
False |
212,134 |
| 60 |
1.5984 |
1.5216 |
0.0768 |
5.0% |
0.0090 |
0.6% |
31% |
False |
False |
199,711 |
| 80 |
1.5984 |
1.4429 |
0.1555 |
10.1% |
0.0082 |
0.5% |
66% |
False |
False |
150,371 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0074 |
0.5% |
67% |
False |
False |
120,433 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0065 |
0.4% |
68% |
False |
False |
100,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6434 |
|
2.618 |
1.6113 |
|
1.618 |
1.5916 |
|
1.000 |
1.5794 |
|
0.618 |
1.5719 |
|
HIGH |
1.5597 |
|
0.618 |
1.5522 |
|
0.500 |
1.5499 |
|
0.382 |
1.5475 |
|
LOW |
1.5400 |
|
0.618 |
1.5278 |
|
1.000 |
1.5203 |
|
1.618 |
1.5081 |
|
2.618 |
1.4884 |
|
4.250 |
1.4563 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5499 |
1.5499 |
| PP |
1.5485 |
1.5485 |
| S1 |
1.5471 |
1.5471 |
|