CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4729 |
1.4754 |
0.0025 |
0.2% |
1.4488 |
| High |
1.4780 |
1.4760 |
-0.0020 |
-0.1% |
1.4761 |
| Low |
1.4715 |
1.4720 |
0.0005 |
0.0% |
1.4488 |
| Close |
1.4760 |
1.4760 |
0.0000 |
0.0% |
1.4657 |
| Range |
0.0065 |
0.0040 |
-0.0025 |
-38.5% |
0.0273 |
| ATR |
0.0110 |
0.0105 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
164,776 |
120,652 |
-44,124 |
-26.8% |
1,008,041 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4867 |
1.4853 |
1.4782 |
|
| R3 |
1.4827 |
1.4813 |
1.4771 |
|
| R2 |
1.4787 |
1.4787 |
1.4767 |
|
| R1 |
1.4773 |
1.4773 |
1.4764 |
1.4780 |
| PP |
1.4747 |
1.4747 |
1.4747 |
1.4750 |
| S1 |
1.4733 |
1.4733 |
1.4756 |
1.4740 |
| S2 |
1.4707 |
1.4707 |
1.4753 |
|
| S3 |
1.4667 |
1.4693 |
1.4749 |
|
| S4 |
1.4627 |
1.4653 |
1.4738 |
|
|
| 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 |
1.4490 |
0.0290 |
2.0% |
0.0077 |
0.5% |
93% |
False |
False |
227,491 |
| 10 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0101 |
0.7% |
64% |
False |
False |
210,973 |
| 20 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0096 |
0.7% |
64% |
False |
False |
170,480 |
| 40 |
1.4916 |
1.4327 |
0.0589 |
4.0% |
0.0078 |
0.5% |
74% |
False |
False |
125,093 |
| 60 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0063 |
0.4% |
73% |
False |
False |
83,982 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.7% |
0.0057 |
0.4% |
81% |
False |
False |
63,130 |
| 100 |
1.4917 |
1.3720 |
0.1197 |
8.1% |
0.0050 |
0.3% |
87% |
False |
False |
50,542 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0042 |
0.3% |
89% |
False |
False |
42,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4930 |
|
2.618 |
1.4865 |
|
1.618 |
1.4825 |
|
1.000 |
1.4800 |
|
0.618 |
1.4785 |
|
HIGH |
1.4760 |
|
0.618 |
1.4745 |
|
0.500 |
1.4740 |
|
0.382 |
1.4735 |
|
LOW |
1.4720 |
|
0.618 |
1.4695 |
|
1.000 |
1.4680 |
|
1.618 |
1.4655 |
|
2.618 |
1.4615 |
|
4.250 |
1.4550 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4753 |
1.4745 |
| PP |
1.4747 |
1.4729 |
| S1 |
1.4740 |
1.4714 |
|