CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4677 |
1.4660 |
-0.0017 |
-0.1% |
1.4742 |
| High |
1.4690 |
1.4815 |
0.0125 |
0.9% |
1.4830 |
| Low |
1.4638 |
1.4659 |
0.0021 |
0.1% |
1.4582 |
| Close |
1.4662 |
1.4791 |
0.0129 |
0.9% |
1.4777 |
| Range |
0.0052 |
0.0156 |
0.0104 |
200.0% |
0.0248 |
| ATR |
0.0090 |
0.0095 |
0.0005 |
5.2% |
0.0000 |
| Volume |
101,773 |
131,038 |
29,265 |
28.8% |
418,917 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5223 |
1.5163 |
1.4877 |
|
| R3 |
1.5067 |
1.5007 |
1.4834 |
|
| R2 |
1.4911 |
1.4911 |
1.4820 |
|
| R1 |
1.4851 |
1.4851 |
1.4805 |
1.4881 |
| PP |
1.4755 |
1.4755 |
1.4755 |
1.4770 |
| S1 |
1.4695 |
1.4695 |
1.4777 |
1.4725 |
| S2 |
1.4599 |
1.4599 |
1.4762 |
|
| S3 |
1.4443 |
1.4539 |
1.4748 |
|
| S4 |
1.4287 |
1.4383 |
1.4705 |
|
|
| 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% |
0.0081 |
0.5% |
80% |
False |
False |
132,887 |
| 10 |
1.4830 |
1.4527 |
0.0303 |
2.0% |
0.0093 |
0.6% |
87% |
False |
False |
110,779 |
| 20 |
1.4830 |
1.4327 |
0.0503 |
3.4% |
0.0077 |
0.5% |
92% |
False |
False |
119,389 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0060 |
0.4% |
79% |
False |
False |
64,143 |
| 60 |
1.4917 |
1.4158 |
0.0759 |
5.1% |
0.0050 |
0.3% |
83% |
False |
False |
43,092 |
| 80 |
1.4917 |
1.3905 |
0.1012 |
6.8% |
0.0047 |
0.3% |
88% |
False |
False |
32,391 |
| 100 |
1.4917 |
1.3520 |
0.1397 |
9.4% |
0.0038 |
0.3% |
91% |
False |
False |
25,922 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0032 |
0.2% |
91% |
False |
False |
21,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5478 |
|
2.618 |
1.5223 |
|
1.618 |
1.5067 |
|
1.000 |
1.4971 |
|
0.618 |
1.4911 |
|
HIGH |
1.4815 |
|
0.618 |
1.4755 |
|
0.500 |
1.4737 |
|
0.382 |
1.4719 |
|
LOW |
1.4659 |
|
0.618 |
1.4563 |
|
1.000 |
1.4503 |
|
1.618 |
1.4407 |
|
2.618 |
1.4251 |
|
4.250 |
1.3996 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4773 |
1.4770 |
| PP |
1.4755 |
1.4748 |
| S1 |
1.4737 |
1.4727 |
|