CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5623 |
1.5665 |
0.0042 |
0.3% |
1.5301 |
| High |
1.5665 |
1.5755 |
0.0090 |
0.6% |
1.5670 |
| Low |
1.5620 |
1.5645 |
0.0025 |
0.2% |
1.5225 |
| Close |
1.5623 |
1.5650 |
0.0027 |
0.2% |
1.5623 |
| Range |
0.0045 |
0.0110 |
0.0065 |
144.4% |
0.0445 |
| ATR |
|
|
|
|
|
| Volume |
294 |
365 |
71 |
24.1% |
2,375 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6013 |
1.5942 |
1.5711 |
|
| R3 |
1.5903 |
1.5832 |
1.5680 |
|
| R2 |
1.5793 |
1.5793 |
1.5670 |
|
| R1 |
1.5722 |
1.5722 |
1.5660 |
1.5703 |
| PP |
1.5683 |
1.5683 |
1.5683 |
1.5674 |
| S1 |
1.5612 |
1.5612 |
1.5640 |
1.5593 |
| S2 |
1.5573 |
1.5573 |
1.5630 |
|
| S3 |
1.5463 |
1.5502 |
1.5620 |
|
| S4 |
1.5353 |
1.5392 |
1.5590 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6841 |
1.6677 |
1.5868 |
|
| R3 |
1.6396 |
1.6232 |
1.5745 |
|
| R2 |
1.5951 |
1.5951 |
1.5705 |
|
| R1 |
1.5787 |
1.5787 |
1.5664 |
1.5869 |
| PP |
1.5506 |
1.5506 |
1.5506 |
1.5547 |
| S1 |
1.5342 |
1.5342 |
1.5582 |
1.5424 |
| S2 |
1.5061 |
1.5061 |
1.5541 |
|
| S3 |
1.4616 |
1.4897 |
1.5501 |
|
| S4 |
1.4171 |
1.4452 |
1.5378 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6223 |
|
2.618 |
1.6043 |
|
1.618 |
1.5933 |
|
1.000 |
1.5865 |
|
0.618 |
1.5823 |
|
HIGH |
1.5755 |
|
0.618 |
1.5713 |
|
0.500 |
1.5700 |
|
0.382 |
1.5687 |
|
LOW |
1.5645 |
|
0.618 |
1.5577 |
|
1.000 |
1.5535 |
|
1.618 |
1.5467 |
|
2.618 |
1.5357 |
|
4.250 |
1.5178 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5700 |
1.5678 |
| PP |
1.5683 |
1.5668 |
| S1 |
1.5667 |
1.5659 |
|