CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5520 |
1.5400 |
-0.0120 |
-0.8% |
1.5507 |
| High |
1.5575 |
1.5445 |
-0.0130 |
-0.8% |
1.5766 |
| Low |
1.5498 |
1.5390 |
-0.0108 |
-0.7% |
1.5361 |
| Close |
1.5565 |
1.5419 |
-0.0146 |
-0.9% |
1.5759 |
| Range |
0.0077 |
0.0055 |
-0.0022 |
-28.6% |
0.0405 |
| ATR |
0.0131 |
0.0134 |
0.0003 |
2.4% |
0.0000 |
| Volume |
317,538 |
237,240 |
-80,298 |
-25.3% |
1,293,301 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5583 |
1.5556 |
1.5449 |
|
| R3 |
1.5528 |
1.5501 |
1.5434 |
|
| R2 |
1.5473 |
1.5473 |
1.5429 |
|
| R1 |
1.5446 |
1.5446 |
1.5424 |
1.5460 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5425 |
| S1 |
1.5391 |
1.5391 |
1.5414 |
1.5405 |
| S2 |
1.5363 |
1.5363 |
1.5409 |
|
| S3 |
1.5308 |
1.5336 |
1.5404 |
|
| S4 |
1.5253 |
1.5281 |
1.5389 |
|
|
| 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 |
1.5776 |
1.5390 |
0.0386 |
2.5% |
0.0111 |
0.7% |
8% |
False |
True |
293,634 |
| 10 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0119 |
0.8% |
14% |
False |
False |
265,678 |
| 20 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0098 |
0.6% |
14% |
False |
False |
239,267 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0092 |
0.6% |
19% |
False |
False |
234,132 |
| 60 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0092 |
0.6% |
19% |
False |
False |
217,003 |
| 80 |
1.5984 |
1.4580 |
0.1404 |
9.1% |
0.0090 |
0.6% |
60% |
False |
False |
175,863 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0079 |
0.5% |
64% |
False |
False |
140,828 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0071 |
0.5% |
66% |
False |
False |
117,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5679 |
|
2.618 |
1.5589 |
|
1.618 |
1.5534 |
|
1.000 |
1.5500 |
|
0.618 |
1.5479 |
|
HIGH |
1.5445 |
|
0.618 |
1.5424 |
|
0.500 |
1.5418 |
|
0.382 |
1.5411 |
|
LOW |
1.5390 |
|
0.618 |
1.5356 |
|
1.000 |
1.5335 |
|
1.618 |
1.5301 |
|
2.618 |
1.5246 |
|
4.250 |
1.5156 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5419 |
1.5483 |
| PP |
1.5418 |
1.5461 |
| S1 |
1.5418 |
1.5440 |
|