CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4779 |
1.4881 |
0.0102 |
0.7% |
1.4730 |
| High |
1.4908 |
1.4916 |
0.0008 |
0.1% |
1.4815 |
| Low |
1.4774 |
1.4814 |
0.0040 |
0.3% |
1.4638 |
| Close |
1.4868 |
1.4828 |
-0.0040 |
-0.3% |
1.4780 |
| Range |
0.0134 |
0.0102 |
-0.0032 |
-23.9% |
0.0177 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
0.6% |
0.0000 |
| Volume |
130,631 |
129,806 |
-825 |
-0.6% |
750,321 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5159 |
1.5095 |
1.4884 |
|
| R3 |
1.5057 |
1.4993 |
1.4856 |
|
| R2 |
1.4955 |
1.4955 |
1.4847 |
|
| R1 |
1.4891 |
1.4891 |
1.4837 |
1.4872 |
| PP |
1.4853 |
1.4853 |
1.4853 |
1.4843 |
| S1 |
1.4789 |
1.4789 |
1.4819 |
1.4770 |
| S2 |
1.4751 |
1.4751 |
1.4809 |
|
| S3 |
1.4649 |
1.4687 |
1.4800 |
|
| S4 |
1.4547 |
1.4585 |
1.4772 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5275 |
1.5205 |
1.4877 |
|
| R3 |
1.5098 |
1.5028 |
1.4829 |
|
| R2 |
1.4921 |
1.4921 |
1.4812 |
|
| R1 |
1.4851 |
1.4851 |
1.4796 |
1.4886 |
| PP |
1.4744 |
1.4744 |
1.4744 |
1.4762 |
| S1 |
1.4674 |
1.4674 |
1.4764 |
1.4709 |
| S2 |
1.4567 |
1.4567 |
1.4748 |
|
| S3 |
1.4390 |
1.4497 |
1.4731 |
|
| S4 |
1.4213 |
1.4320 |
1.4683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4916 |
1.4638 |
0.0278 |
1.9% |
0.0097 |
0.7% |
68% |
True |
False |
143,011 |
| 10 |
1.4916 |
1.4638 |
0.0278 |
1.9% |
0.0085 |
0.6% |
68% |
True |
False |
132,994 |
| 20 |
1.4916 |
1.4327 |
0.0589 |
4.0% |
0.0076 |
0.5% |
85% |
True |
False |
122,178 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0065 |
0.4% |
85% |
False |
False |
76,119 |
| 60 |
1.4917 |
1.4158 |
0.0759 |
5.1% |
0.0053 |
0.4% |
88% |
False |
False |
51,114 |
| 80 |
1.4917 |
1.4060 |
0.0857 |
5.8% |
0.0049 |
0.3% |
90% |
False |
False |
38,412 |
| 100 |
1.4917 |
1.3584 |
0.1333 |
9.0% |
0.0041 |
0.3% |
93% |
False |
False |
30,744 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0034 |
0.2% |
94% |
False |
False |
25,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5350 |
|
2.618 |
1.5183 |
|
1.618 |
1.5081 |
|
1.000 |
1.5018 |
|
0.618 |
1.4979 |
|
HIGH |
1.4916 |
|
0.618 |
1.4877 |
|
0.500 |
1.4865 |
|
0.382 |
1.4853 |
|
LOW |
1.4814 |
|
0.618 |
1.4751 |
|
1.000 |
1.4712 |
|
1.618 |
1.4649 |
|
2.618 |
1.4547 |
|
4.250 |
1.4381 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4865 |
1.4845 |
| PP |
1.4853 |
1.4839 |
| S1 |
1.4840 |
1.4834 |
|