CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5392 |
1.5593 |
0.0201 |
1.3% |
1.5507 |
| High |
1.5592 |
1.5766 |
0.0174 |
1.1% |
1.5766 |
| Low |
1.5361 |
1.5588 |
0.0227 |
1.5% |
1.5361 |
| Close |
1.5583 |
1.5759 |
0.0176 |
1.1% |
1.5759 |
| Range |
0.0231 |
0.0178 |
-0.0053 |
-22.9% |
0.0405 |
| ATR |
0.0119 |
0.0123 |
0.0005 |
3.9% |
0.0000 |
| Volume |
208,893 |
349,062 |
140,169 |
67.1% |
1,293,301 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6238 |
1.6177 |
1.5857 |
|
| R3 |
1.6060 |
1.5999 |
1.5808 |
|
| R2 |
1.5882 |
1.5882 |
1.5792 |
|
| R1 |
1.5821 |
1.5821 |
1.5775 |
1.5852 |
| PP |
1.5704 |
1.5704 |
1.5704 |
1.5720 |
| S1 |
1.5643 |
1.5643 |
1.5743 |
1.5674 |
| S2 |
1.5526 |
1.5526 |
1.5726 |
|
| S3 |
1.5348 |
1.5465 |
1.5710 |
|
| S4 |
1.5170 |
1.5287 |
1.5661 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6844 |
1.6706 |
1.5982 |
|
| R3 |
1.6439 |
1.6301 |
1.5870 |
|
| R2 |
1.6034 |
1.6034 |
1.5833 |
|
| R1 |
1.5896 |
1.5896 |
1.5796 |
1.5965 |
| PP |
1.5629 |
1.5629 |
1.5629 |
1.5663 |
| S1 |
1.5491 |
1.5491 |
1.5722 |
1.5560 |
| S2 |
1.5224 |
1.5224 |
1.5685 |
|
| S3 |
1.4819 |
1.5086 |
1.5648 |
|
| S4 |
1.4414 |
1.4681 |
1.5536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5766 |
1.5361 |
0.0405 |
2.6% |
0.0148 |
0.9% |
98% |
True |
False |
258,660 |
| 10 |
1.5774 |
1.5361 |
0.0413 |
2.6% |
0.0108 |
0.7% |
96% |
False |
False |
233,897 |
| 20 |
1.5774 |
1.5361 |
0.0413 |
2.6% |
0.0095 |
0.6% |
96% |
False |
False |
228,879 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.4% |
0.0089 |
0.6% |
68% |
False |
False |
224,878 |
| 60 |
1.5984 |
1.5288 |
0.0696 |
4.4% |
0.0092 |
0.6% |
68% |
False |
False |
212,953 |
| 80 |
1.5984 |
1.4480 |
0.1504 |
9.5% |
0.0087 |
0.6% |
85% |
False |
False |
161,903 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.1% |
0.0079 |
0.5% |
86% |
False |
False |
129,666 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.5% |
0.0068 |
0.4% |
86% |
False |
False |
108,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6523 |
|
2.618 |
1.6232 |
|
1.618 |
1.6054 |
|
1.000 |
1.5944 |
|
0.618 |
1.5876 |
|
HIGH |
1.5766 |
|
0.618 |
1.5698 |
|
0.500 |
1.5677 |
|
0.382 |
1.5656 |
|
LOW |
1.5588 |
|
0.618 |
1.5478 |
|
1.000 |
1.5410 |
|
1.618 |
1.5300 |
|
2.618 |
1.5122 |
|
4.250 |
1.4832 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5732 |
1.5694 |
| PP |
1.5704 |
1.5629 |
| S1 |
1.5677 |
1.5564 |
|