CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4713 |
1.4677 |
-0.0036 |
-0.2% |
1.4742 |
| High |
1.4740 |
1.4690 |
-0.0050 |
-0.3% |
1.4830 |
| Low |
1.4704 |
1.4638 |
-0.0066 |
-0.4% |
1.4582 |
| Close |
1.4710 |
1.4662 |
-0.0048 |
-0.3% |
1.4777 |
| Range |
0.0036 |
0.0052 |
0.0016 |
44.4% |
0.0248 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
107,872 |
101,773 |
-6,099 |
-5.7% |
418,917 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4819 |
1.4793 |
1.4691 |
|
| R3 |
1.4767 |
1.4741 |
1.4676 |
|
| R2 |
1.4715 |
1.4715 |
1.4672 |
|
| R1 |
1.4689 |
1.4689 |
1.4667 |
1.4676 |
| PP |
1.4663 |
1.4663 |
1.4663 |
1.4657 |
| S1 |
1.4637 |
1.4637 |
1.4657 |
1.4624 |
| S2 |
1.4611 |
1.4611 |
1.4652 |
|
| S3 |
1.4559 |
1.4585 |
1.4648 |
|
| S4 |
1.4507 |
1.4533 |
1.4633 |
|
|
| 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 |
1.4638 |
0.0192 |
1.3% |
0.0063 |
0.4% |
13% |
False |
True |
128,820 |
| 10 |
1.4830 |
1.4470 |
0.0360 |
2.5% |
0.0082 |
0.6% |
53% |
False |
False |
99,579 |
| 20 |
1.4830 |
1.4327 |
0.0503 |
3.4% |
0.0072 |
0.5% |
67% |
False |
False |
114,812 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0057 |
0.4% |
57% |
False |
False |
60,936 |
| 60 |
1.4917 |
1.4158 |
0.0759 |
5.2% |
0.0048 |
0.3% |
66% |
False |
False |
40,917 |
| 80 |
1.4917 |
1.3905 |
0.1012 |
6.9% |
0.0045 |
0.3% |
75% |
False |
False |
30,758 |
| 100 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0037 |
0.2% |
82% |
False |
False |
24,611 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0031 |
0.2% |
82% |
False |
False |
20,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4911 |
|
2.618 |
1.4826 |
|
1.618 |
1.4774 |
|
1.000 |
1.4742 |
|
0.618 |
1.4722 |
|
HIGH |
1.4690 |
|
0.618 |
1.4670 |
|
0.500 |
1.4664 |
|
0.382 |
1.4658 |
|
LOW |
1.4638 |
|
0.618 |
1.4606 |
|
1.000 |
1.4586 |
|
1.618 |
1.4554 |
|
2.618 |
1.4502 |
|
4.250 |
1.4417 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4664 |
1.4689 |
| PP |
1.4663 |
1.4680 |
| S1 |
1.4663 |
1.4671 |
|