CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4754 |
1.4771 |
0.0017 |
0.1% |
1.4488 |
| High |
1.4760 |
1.4880 |
0.0120 |
0.8% |
1.4761 |
| Low |
1.4720 |
1.4753 |
0.0033 |
0.2% |
1.4488 |
| Close |
1.4760 |
1.4879 |
0.0119 |
0.8% |
1.4657 |
| Range |
0.0040 |
0.0127 |
0.0087 |
217.5% |
0.0273 |
| ATR |
0.0105 |
0.0106 |
0.0002 |
1.5% |
0.0000 |
| Volume |
120,652 |
107,022 |
-13,630 |
-11.3% |
1,008,041 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5218 |
1.5176 |
1.4949 |
|
| R3 |
1.5091 |
1.5049 |
1.4914 |
|
| R2 |
1.4964 |
1.4964 |
1.4902 |
|
| R1 |
1.4922 |
1.4922 |
1.4891 |
1.4943 |
| PP |
1.4837 |
1.4837 |
1.4837 |
1.4848 |
| S1 |
1.4795 |
1.4795 |
1.4867 |
1.4816 |
| S2 |
1.4710 |
1.4710 |
1.4856 |
|
| S3 |
1.4583 |
1.4668 |
1.4844 |
|
| S4 |
1.4456 |
1.4541 |
1.4809 |
|
|
| 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 |
1.4880 |
1.4627 |
0.0253 |
1.7% |
0.0085 |
0.6% |
100% |
True |
False |
166,120 |
| 10 |
1.4880 |
1.4488 |
0.0392 |
2.6% |
0.0104 |
0.7% |
100% |
True |
False |
208,694 |
| 20 |
1.4916 |
1.4488 |
0.0428 |
2.9% |
0.0094 |
0.6% |
91% |
False |
False |
170,844 |
| 40 |
1.4916 |
1.4327 |
0.0589 |
4.0% |
0.0078 |
0.5% |
94% |
False |
False |
127,573 |
| 60 |
1.4917 |
1.4327 |
0.0590 |
4.0% |
0.0065 |
0.4% |
94% |
False |
False |
85,750 |
| 80 |
1.4917 |
1.4079 |
0.0838 |
5.6% |
0.0057 |
0.4% |
95% |
False |
False |
64,464 |
| 100 |
1.4917 |
1.3741 |
0.1176 |
7.9% |
0.0051 |
0.3% |
97% |
False |
False |
51,612 |
| 120 |
1.4917 |
1.3464 |
0.1453 |
9.8% |
0.0043 |
0.3% |
97% |
False |
False |
43,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5420 |
|
2.618 |
1.5212 |
|
1.618 |
1.5085 |
|
1.000 |
1.5007 |
|
0.618 |
1.4958 |
|
HIGH |
1.4880 |
|
0.618 |
1.4831 |
|
0.500 |
1.4817 |
|
0.382 |
1.4802 |
|
LOW |
1.4753 |
|
0.618 |
1.4675 |
|
1.000 |
1.4626 |
|
1.618 |
1.4548 |
|
2.618 |
1.4421 |
|
4.250 |
1.4213 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4858 |
1.4852 |
| PP |
1.4837 |
1.4825 |
| S1 |
1.4817 |
1.4798 |
|