CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5440 |
1.5392 |
-0.0048 |
-0.3% |
1.5743 |
| High |
1.5460 |
1.5592 |
0.0132 |
0.9% |
1.5743 |
| Low |
1.5420 |
1.5361 |
-0.0059 |
-0.4% |
1.5476 |
| Close |
1.5433 |
1.5583 |
0.0150 |
1.0% |
1.5546 |
| Range |
0.0040 |
0.0231 |
0.0191 |
477.5% |
0.0267 |
| ATR |
0.0110 |
0.0119 |
0.0009 |
7.9% |
0.0000 |
| Volume |
366,033 |
208,893 |
-157,140 |
-42.9% |
861,945 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6205 |
1.6125 |
1.5710 |
|
| R3 |
1.5974 |
1.5894 |
1.5647 |
|
| R2 |
1.5743 |
1.5743 |
1.5625 |
|
| R1 |
1.5663 |
1.5663 |
1.5604 |
1.5703 |
| PP |
1.5512 |
1.5512 |
1.5512 |
1.5532 |
| S1 |
1.5432 |
1.5432 |
1.5562 |
1.5472 |
| S2 |
1.5281 |
1.5281 |
1.5541 |
|
| S3 |
1.5050 |
1.5201 |
1.5519 |
|
| S4 |
1.4819 |
1.4970 |
1.5456 |
|
|
| 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 |
1.5361 |
0.0236 |
1.5% |
0.0127 |
0.8% |
94% |
False |
True |
237,722 |
| 10 |
1.5774 |
1.5361 |
0.0413 |
2.7% |
0.0096 |
0.6% |
54% |
False |
True |
220,703 |
| 20 |
1.5774 |
1.5288 |
0.0486 |
3.1% |
0.0093 |
0.6% |
61% |
False |
False |
222,774 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0089 |
0.6% |
42% |
False |
False |
220,215 |
| 60 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0090 |
0.6% |
42% |
False |
False |
208,221 |
| 80 |
1.5984 |
1.4480 |
0.1504 |
9.7% |
0.0085 |
0.5% |
73% |
False |
False |
157,542 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0077 |
0.5% |
75% |
False |
False |
126,177 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0067 |
0.4% |
76% |
False |
False |
105,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6574 |
|
2.618 |
1.6197 |
|
1.618 |
1.5966 |
|
1.000 |
1.5823 |
|
0.618 |
1.5735 |
|
HIGH |
1.5592 |
|
0.618 |
1.5504 |
|
0.500 |
1.5477 |
|
0.382 |
1.5449 |
|
LOW |
1.5361 |
|
0.618 |
1.5218 |
|
1.000 |
1.5130 |
|
1.618 |
1.4987 |
|
2.618 |
1.4756 |
|
4.250 |
1.4379 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5548 |
1.5548 |
| PP |
1.5512 |
1.5514 |
| S1 |
1.5477 |
1.5479 |
|