CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4736 |
1.4730 |
-0.0006 |
0.0% |
1.4742 |
| High |
1.4830 |
1.4736 |
-0.0094 |
-0.6% |
1.4830 |
| Low |
1.4735 |
1.4671 |
-0.0064 |
-0.4% |
1.4582 |
| Close |
1.4777 |
1.4696 |
-0.0081 |
-0.5% |
1.4777 |
| Range |
0.0095 |
0.0065 |
-0.0030 |
-31.6% |
0.0248 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
0.9% |
0.0000 |
| Volume |
135,924 |
187,828 |
51,904 |
38.2% |
418,917 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4896 |
1.4861 |
1.4732 |
|
| R3 |
1.4831 |
1.4796 |
1.4714 |
|
| R2 |
1.4766 |
1.4766 |
1.4708 |
|
| R1 |
1.4731 |
1.4731 |
1.4702 |
1.4716 |
| PP |
1.4701 |
1.4701 |
1.4701 |
1.4694 |
| S1 |
1.4666 |
1.4666 |
1.4690 |
1.4651 |
| S2 |
1.4636 |
1.4636 |
1.4684 |
|
| S3 |
1.4571 |
1.4601 |
1.4678 |
|
| S4 |
1.4506 |
1.4536 |
1.4660 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5474 |
1.5373 |
1.4913 |
|
| R3 |
1.5226 |
1.5125 |
1.4845 |
|
| R2 |
1.4978 |
1.4978 |
1.4822 |
|
| R1 |
1.4877 |
1.4877 |
1.4800 |
1.4928 |
| PP |
1.4730 |
1.4730 |
1.4730 |
1.4755 |
| S1 |
1.4629 |
1.4629 |
1.4754 |
1.4680 |
| S2 |
1.4482 |
1.4482 |
1.4732 |
|
| S3 |
1.4234 |
1.4381 |
1.4709 |
|
| S4 |
1.3986 |
1.4133 |
1.4641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4830 |
1.4582 |
0.0248 |
1.7% |
0.0099 |
0.7% |
46% |
False |
False |
121,349 |
| 10 |
1.4830 |
1.4360 |
0.0470 |
3.2% |
0.0078 |
0.5% |
71% |
False |
False |
99,760 |
| 20 |
1.4830 |
1.4327 |
0.0503 |
3.4% |
0.0070 |
0.5% |
73% |
False |
False |
106,849 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0057 |
0.4% |
63% |
False |
False |
55,780 |
| 60 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0048 |
0.3% |
71% |
False |
False |
37,438 |
| 80 |
1.4917 |
1.3905 |
0.1012 |
6.9% |
0.0044 |
0.3% |
78% |
False |
False |
28,141 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0036 |
0.2% |
85% |
False |
False |
22,515 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0030 |
0.2% |
85% |
False |
False |
18,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5012 |
|
2.618 |
1.4906 |
|
1.618 |
1.4841 |
|
1.000 |
1.4801 |
|
0.618 |
1.4776 |
|
HIGH |
1.4736 |
|
0.618 |
1.4711 |
|
0.500 |
1.4704 |
|
0.382 |
1.4696 |
|
LOW |
1.4671 |
|
0.618 |
1.4631 |
|
1.000 |
1.4606 |
|
1.618 |
1.4566 |
|
2.618 |
1.4501 |
|
4.250 |
1.4395 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4704 |
1.4751 |
| PP |
1.4701 |
1.4732 |
| S1 |
1.4699 |
1.4714 |
|