CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4692 |
1.4729 |
0.0037 |
0.3% |
1.4488 |
| High |
1.4706 |
1.4780 |
0.0074 |
0.5% |
1.4761 |
| Low |
1.4647 |
1.4715 |
0.0068 |
0.5% |
1.4488 |
| Close |
1.4657 |
1.4760 |
0.0103 |
0.7% |
1.4657 |
| Range |
0.0059 |
0.0065 |
0.0006 |
10.2% |
0.0273 |
| ATR |
0.0108 |
0.0110 |
0.0001 |
1.0% |
0.0000 |
| Volume |
206,831 |
164,776 |
-42,055 |
-20.3% |
1,008,041 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4947 |
1.4918 |
1.4796 |
|
| R3 |
1.4882 |
1.4853 |
1.4778 |
|
| R2 |
1.4817 |
1.4817 |
1.4772 |
|
| R1 |
1.4788 |
1.4788 |
1.4766 |
1.4803 |
| PP |
1.4752 |
1.4752 |
1.4752 |
1.4759 |
| S1 |
1.4723 |
1.4723 |
1.4754 |
1.4738 |
| S2 |
1.4687 |
1.4687 |
1.4748 |
|
| S3 |
1.4622 |
1.4658 |
1.4742 |
|
| S4 |
1.4557 |
1.4593 |
1.4724 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5454 |
1.5329 |
1.4807 |
|
| R3 |
1.5181 |
1.5056 |
1.4732 |
|
| R2 |
1.4908 |
1.4908 |
1.4707 |
|
| R1 |
1.4783 |
1.4783 |
1.4682 |
1.4846 |
| PP |
1.4635 |
1.4635 |
1.4635 |
1.4667 |
| S1 |
1.4510 |
1.4510 |
1.4632 |
1.4573 |
| S2 |
1.4362 |
1.4362 |
1.4607 |
|
| S3 |
1.4089 |
1.4237 |
1.4582 |
|
| S4 |
1.3816 |
1.3964 |
1.4507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4780 |
1.4488 |
0.0292 |
2.0% |
0.0097 |
0.7% |
93% |
True |
False |
234,563 |
| 10 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0111 |
0.7% |
64% |
False |
False |
211,971 |
| 20 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0097 |
0.7% |
64% |
False |
False |
170,088 |
| 40 |
1.4916 |
1.4327 |
0.0589 |
4.0% |
0.0078 |
0.5% |
74% |
False |
False |
122,172 |
| 60 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0062 |
0.4% |
73% |
False |
False |
81,981 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0056 |
0.4% |
81% |
False |
False |
61,628 |
| 100 |
1.4917 |
1.3673 |
0.1244 |
8.4% |
0.0049 |
0.3% |
87% |
False |
False |
49,336 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0041 |
0.3% |
89% |
False |
False |
41,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5056 |
|
2.618 |
1.4950 |
|
1.618 |
1.4885 |
|
1.000 |
1.4845 |
|
0.618 |
1.4820 |
|
HIGH |
1.4780 |
|
0.618 |
1.4755 |
|
0.500 |
1.4748 |
|
0.382 |
1.4740 |
|
LOW |
1.4715 |
|
0.618 |
1.4675 |
|
1.000 |
1.4650 |
|
1.618 |
1.4610 |
|
2.618 |
1.4545 |
|
4.250 |
1.4439 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4756 |
1.4741 |
| PP |
1.4752 |
1.4722 |
| S1 |
1.4748 |
1.4704 |
|