CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4665 |
1.4488 |
-0.0177 |
-1.2% |
1.4779 |
| High |
1.4687 |
1.4625 |
-0.0062 |
-0.4% |
1.4916 |
| Low |
1.4597 |
1.4488 |
-0.0109 |
-0.7% |
1.4589 |
| Close |
1.4618 |
1.4595 |
-0.0023 |
-0.2% |
1.4618 |
| Range |
0.0090 |
0.0137 |
0.0047 |
52.2% |
0.0327 |
| ATR |
0.0101 |
0.0103 |
0.0003 |
2.6% |
0.0000 |
| Volume |
194,283 |
156,011 |
-38,272 |
-19.7% |
946,894 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4980 |
1.4925 |
1.4670 |
|
| R3 |
1.4843 |
1.4788 |
1.4633 |
|
| R2 |
1.4706 |
1.4706 |
1.4620 |
|
| R1 |
1.4651 |
1.4651 |
1.4608 |
1.4679 |
| PP |
1.4569 |
1.4569 |
1.4569 |
1.4583 |
| S1 |
1.4514 |
1.4514 |
1.4582 |
1.4542 |
| S2 |
1.4432 |
1.4432 |
1.4570 |
|
| S3 |
1.4295 |
1.4377 |
1.4557 |
|
| S4 |
1.4158 |
1.4240 |
1.4520 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5689 |
1.5480 |
1.4798 |
|
| R3 |
1.5362 |
1.5153 |
1.4708 |
|
| R2 |
1.5035 |
1.5035 |
1.4678 |
|
| R1 |
1.4826 |
1.4826 |
1.4648 |
1.4767 |
| PP |
1.4708 |
1.4708 |
1.4708 |
1.4678 |
| S1 |
1.4499 |
1.4499 |
1.4588 |
1.4440 |
| S2 |
1.4381 |
1.4381 |
1.4558 |
|
| S3 |
1.4054 |
1.4172 |
1.4528 |
|
| S4 |
1.3727 |
1.3845 |
1.4438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0125 |
0.9% |
25% |
False |
True |
194,454 |
| 10 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0104 |
0.7% |
25% |
False |
True |
166,539 |
| 20 |
1.4916 |
1.4360 |
0.0556 |
3.8% |
0.0091 |
0.6% |
42% |
False |
False |
133,149 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0076 |
0.5% |
45% |
False |
False |
97,059 |
| 60 |
1.4917 |
1.4232 |
0.0685 |
4.7% |
0.0059 |
0.4% |
53% |
False |
False |
65,098 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0054 |
0.4% |
62% |
False |
False |
48,934 |
| 100 |
1.4917 |
1.3671 |
0.1246 |
8.5% |
0.0046 |
0.3% |
74% |
False |
False |
39,168 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.0% |
0.0038 |
0.3% |
78% |
False |
False |
32,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5207 |
|
2.618 |
1.4984 |
|
1.618 |
1.4847 |
|
1.000 |
1.4762 |
|
0.618 |
1.4710 |
|
HIGH |
1.4625 |
|
0.618 |
1.4573 |
|
0.500 |
1.4557 |
|
0.382 |
1.4540 |
|
LOW |
1.4488 |
|
0.618 |
1.4403 |
|
1.000 |
1.4351 |
|
1.618 |
1.4266 |
|
2.618 |
1.4129 |
|
4.250 |
1.3906 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4582 |
1.4599 |
| PP |
1.4569 |
1.4598 |
| S1 |
1.4557 |
1.4596 |
|