CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4488 |
1.4546 |
0.0058 |
0.4% |
1.4779 |
| High |
1.4625 |
1.4578 |
-0.0047 |
-0.3% |
1.4916 |
| Low |
1.4488 |
1.4490 |
0.0002 |
0.0% |
1.4589 |
| Close |
1.4595 |
1.4573 |
-0.0022 |
-0.2% |
1.4618 |
| Range |
0.0137 |
0.0088 |
-0.0049 |
-35.8% |
0.0327 |
| ATR |
0.0103 |
0.0104 |
0.0000 |
0.1% |
0.0000 |
| Volume |
156,011 |
413,877 |
257,866 |
165.3% |
946,894 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4811 |
1.4780 |
1.4621 |
|
| R3 |
1.4723 |
1.4692 |
1.4597 |
|
| R2 |
1.4635 |
1.4635 |
1.4589 |
|
| R1 |
1.4604 |
1.4604 |
1.4581 |
1.4620 |
| PP |
1.4547 |
1.4547 |
1.4547 |
1.4555 |
| S1 |
1.4516 |
1.4516 |
1.4565 |
1.4532 |
| S2 |
1.4459 |
1.4459 |
1.4557 |
|
| S3 |
1.4371 |
1.4428 |
1.4549 |
|
| S4 |
1.4283 |
1.4340 |
1.4525 |
|
|
| 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 |
1.4826 |
1.4488 |
0.0338 |
2.3% |
0.0122 |
0.8% |
25% |
False |
False |
251,269 |
| 10 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0110 |
0.8% |
20% |
False |
False |
197,140 |
| 20 |
1.4916 |
1.4410 |
0.0506 |
3.5% |
0.0094 |
0.6% |
32% |
False |
False |
148,048 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0077 |
0.5% |
42% |
False |
False |
107,385 |
| 60 |
1.4917 |
1.4313 |
0.0604 |
4.1% |
0.0060 |
0.4% |
43% |
False |
False |
71,988 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.8% |
0.0055 |
0.4% |
59% |
False |
False |
54,105 |
| 100 |
1.4917 |
1.3671 |
0.1246 |
8.6% |
0.0047 |
0.3% |
72% |
False |
False |
43,307 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
10.0% |
0.0039 |
0.3% |
76% |
False |
False |
36,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4952 |
|
2.618 |
1.4808 |
|
1.618 |
1.4720 |
|
1.000 |
1.4666 |
|
0.618 |
1.4632 |
|
HIGH |
1.4578 |
|
0.618 |
1.4544 |
|
0.500 |
1.4534 |
|
0.382 |
1.4524 |
|
LOW |
1.4490 |
|
0.618 |
1.4436 |
|
1.000 |
1.4402 |
|
1.618 |
1.4348 |
|
2.618 |
1.4260 |
|
4.250 |
1.4116 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4560 |
1.4588 |
| PP |
1.4547 |
1.4583 |
| S1 |
1.4534 |
1.4578 |
|