CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5585 |
1.5440 |
-0.0145 |
-0.9% |
1.5743 |
| High |
1.5597 |
1.5460 |
-0.0137 |
-0.9% |
1.5743 |
| Low |
1.5400 |
1.5420 |
0.0020 |
0.1% |
1.5476 |
| Close |
1.5457 |
1.5433 |
-0.0024 |
-0.2% |
1.5546 |
| Range |
0.0197 |
0.0040 |
-0.0157 |
-79.7% |
0.0267 |
| ATR |
0.0115 |
0.0110 |
-0.0005 |
-4.7% |
0.0000 |
| Volume |
182,921 |
366,033 |
183,112 |
100.1% |
861,945 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5558 |
1.5535 |
1.5455 |
|
| R3 |
1.5518 |
1.5495 |
1.5444 |
|
| R2 |
1.5478 |
1.5478 |
1.5440 |
|
| R1 |
1.5455 |
1.5455 |
1.5437 |
1.5447 |
| PP |
1.5438 |
1.5438 |
1.5438 |
1.5433 |
| S1 |
1.5415 |
1.5415 |
1.5429 |
1.5407 |
| S2 |
1.5398 |
1.5398 |
1.5426 |
|
| S3 |
1.5358 |
1.5375 |
1.5422 |
|
| S4 |
1.5318 |
1.5335 |
1.5411 |
|
|
| 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 |
1.5597 |
1.5400 |
0.0197 |
1.3% |
0.0100 |
0.7% |
17% |
False |
False |
241,233 |
| 10 |
1.5774 |
1.5400 |
0.0374 |
2.4% |
0.0079 |
0.5% |
9% |
False |
False |
223,653 |
| 20 |
1.5774 |
1.5288 |
0.0486 |
3.1% |
0.0084 |
0.5% |
30% |
False |
False |
222,173 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0086 |
0.6% |
21% |
False |
False |
218,214 |
| 60 |
1.5984 |
1.5216 |
0.0768 |
5.0% |
0.0089 |
0.6% |
28% |
False |
False |
205,469 |
| 80 |
1.5984 |
1.4429 |
0.1555 |
10.1% |
0.0082 |
0.5% |
65% |
False |
False |
154,937 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0075 |
0.5% |
65% |
False |
False |
124,090 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0065 |
0.4% |
67% |
False |
False |
103,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5630 |
|
2.618 |
1.5565 |
|
1.618 |
1.5525 |
|
1.000 |
1.5500 |
|
0.618 |
1.5485 |
|
HIGH |
1.5460 |
|
0.618 |
1.5445 |
|
0.500 |
1.5440 |
|
0.382 |
1.5435 |
|
LOW |
1.5420 |
|
0.618 |
1.5395 |
|
1.000 |
1.5380 |
|
1.618 |
1.5355 |
|
2.618 |
1.5315 |
|
4.250 |
1.5250 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5440 |
1.5499 |
| PP |
1.5438 |
1.5477 |
| S1 |
1.5435 |
1.5455 |
|