CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4683 |
1.4756 |
0.0073 |
0.5% |
1.4413 |
| High |
1.4760 |
1.4769 |
0.0009 |
0.1% |
1.4737 |
| Low |
1.4654 |
1.4703 |
0.0049 |
0.3% |
1.4410 |
| Close |
1.4733 |
1.4749 |
0.0016 |
0.1% |
1.4726 |
| Range |
0.0106 |
0.0066 |
-0.0040 |
-37.7% |
0.0327 |
| ATR |
0.0097 |
0.0094 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
72,563 |
110,704 |
38,141 |
52.6% |
274,957 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4938 |
1.4910 |
1.4785 |
|
| R3 |
1.4872 |
1.4844 |
1.4767 |
|
| R2 |
1.4806 |
1.4806 |
1.4761 |
|
| R1 |
1.4778 |
1.4778 |
1.4755 |
1.4759 |
| PP |
1.4740 |
1.4740 |
1.4740 |
1.4731 |
| S1 |
1.4712 |
1.4712 |
1.4743 |
1.4693 |
| S2 |
1.4674 |
1.4674 |
1.4737 |
|
| S3 |
1.4608 |
1.4646 |
1.4731 |
|
| S4 |
1.4542 |
1.4580 |
1.4713 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5605 |
1.5493 |
1.4906 |
|
| R3 |
1.5278 |
1.5166 |
1.4816 |
|
| R2 |
1.4951 |
1.4951 |
1.4786 |
|
| R1 |
1.4839 |
1.4839 |
1.4756 |
1.4895 |
| PP |
1.4624 |
1.4624 |
1.4624 |
1.4653 |
| S1 |
1.4512 |
1.4512 |
1.4696 |
1.4568 |
| S2 |
1.4297 |
1.4297 |
1.4666 |
|
| S3 |
1.3970 |
1.4185 |
1.4636 |
|
| S4 |
1.3643 |
1.3858 |
1.4546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4769 |
1.4527 |
0.0242 |
1.6% |
0.0104 |
0.7% |
92% |
True |
False |
88,671 |
| 10 |
1.4769 |
1.4327 |
0.0442 |
3.0% |
0.0075 |
0.5% |
95% |
True |
False |
90,512 |
| 20 |
1.4769 |
1.4327 |
0.0442 |
3.0% |
0.0069 |
0.5% |
95% |
True |
False |
92,522 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0053 |
0.4% |
72% |
False |
False |
47,731 |
| 60 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0047 |
0.3% |
80% |
False |
False |
32,051 |
| 80 |
1.4917 |
1.3841 |
0.1076 |
7.3% |
0.0042 |
0.3% |
84% |
False |
False |
24,095 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0034 |
0.2% |
88% |
False |
False |
19,278 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0028 |
0.2% |
88% |
False |
False |
16,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5050 |
|
2.618 |
1.4942 |
|
1.618 |
1.4876 |
|
1.000 |
1.4835 |
|
0.618 |
1.4810 |
|
HIGH |
1.4769 |
|
0.618 |
1.4744 |
|
0.500 |
1.4736 |
|
0.382 |
1.4728 |
|
LOW |
1.4703 |
|
0.618 |
1.4662 |
|
1.000 |
1.4637 |
|
1.618 |
1.4596 |
|
2.618 |
1.4530 |
|
4.250 |
1.4423 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4745 |
1.4725 |
| PP |
1.4740 |
1.4700 |
| S1 |
1.4736 |
1.4676 |
|