CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4546 |
1.4642 |
0.0096 |
0.7% |
1.4779 |
| High |
1.4578 |
1.4761 |
0.0183 |
1.3% |
1.4916 |
| Low |
1.4490 |
1.4627 |
0.0137 |
0.9% |
1.4589 |
| Close |
1.4573 |
1.4741 |
0.0168 |
1.2% |
1.4618 |
| Range |
0.0088 |
0.0134 |
0.0046 |
52.3% |
0.0327 |
| ATR |
0.0104 |
0.0110 |
0.0006 |
5.8% |
0.0000 |
| Volume |
413,877 |
231,322 |
-182,555 |
-44.1% |
946,894 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5112 |
1.5060 |
1.4815 |
|
| R3 |
1.4978 |
1.4926 |
1.4778 |
|
| R2 |
1.4844 |
1.4844 |
1.4766 |
|
| R1 |
1.4792 |
1.4792 |
1.4753 |
1.4818 |
| PP |
1.4710 |
1.4710 |
1.4710 |
1.4723 |
| S1 |
1.4658 |
1.4658 |
1.4729 |
1.4684 |
| S2 |
1.4576 |
1.4576 |
1.4716 |
|
| S3 |
1.4442 |
1.4524 |
1.4704 |
|
| S4 |
1.4308 |
1.4390 |
1.4667 |
|
|
| 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 |
1.4761 |
1.4488 |
0.0273 |
1.9% |
0.0102 |
0.7% |
93% |
True |
False |
259,577 |
| 10 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0118 |
0.8% |
59% |
False |
False |
210,095 |
| 20 |
1.4916 |
1.4470 |
0.0446 |
3.0% |
0.0100 |
0.7% |
61% |
False |
False |
154,837 |
| 40 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0080 |
0.5% |
70% |
False |
False |
113,121 |
| 60 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0061 |
0.4% |
70% |
False |
False |
75,830 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0056 |
0.4% |
79% |
False |
False |
56,996 |
| 100 |
1.4917 |
1.3671 |
0.1246 |
8.5% |
0.0048 |
0.3% |
86% |
False |
False |
45,620 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.9% |
0.0040 |
0.3% |
88% |
False |
False |
38,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5331 |
|
2.618 |
1.5112 |
|
1.618 |
1.4978 |
|
1.000 |
1.4895 |
|
0.618 |
1.4844 |
|
HIGH |
1.4761 |
|
0.618 |
1.4710 |
|
0.500 |
1.4694 |
|
0.382 |
1.4678 |
|
LOW |
1.4627 |
|
0.618 |
1.4544 |
|
1.000 |
1.4493 |
|
1.618 |
1.4410 |
|
2.618 |
1.4276 |
|
4.250 |
1.4058 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4725 |
1.4702 |
| PP |
1.4710 |
1.4663 |
| S1 |
1.4694 |
1.4625 |
|