CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4853 |
1.4871 |
0.0018 |
0.1% |
1.4729 |
| High |
1.4878 |
1.4930 |
0.0052 |
0.3% |
1.4930 |
| Low |
1.4786 |
1.4769 |
-0.0017 |
-0.1% |
1.4715 |
| Close |
1.4859 |
1.4788 |
-0.0071 |
-0.5% |
1.4788 |
| Range |
0.0092 |
0.0161 |
0.0069 |
75.0% |
0.0215 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
3.8% |
0.0000 |
| Volume |
143,607 |
167,648 |
24,041 |
16.7% |
703,705 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5312 |
1.5211 |
1.4877 |
|
| R3 |
1.5151 |
1.5050 |
1.4832 |
|
| R2 |
1.4990 |
1.4990 |
1.4818 |
|
| R1 |
1.4889 |
1.4889 |
1.4803 |
1.4859 |
| PP |
1.4829 |
1.4829 |
1.4829 |
1.4814 |
| S1 |
1.4728 |
1.4728 |
1.4773 |
1.4698 |
| S2 |
1.4668 |
1.4668 |
1.4758 |
|
| S3 |
1.4507 |
1.4567 |
1.4744 |
|
| S4 |
1.4346 |
1.4406 |
1.4699 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5456 |
1.5337 |
1.4906 |
|
| R3 |
1.5241 |
1.5122 |
1.4847 |
|
| R2 |
1.5026 |
1.5026 |
1.4827 |
|
| R1 |
1.4907 |
1.4907 |
1.4808 |
1.4967 |
| PP |
1.4811 |
1.4811 |
1.4811 |
1.4841 |
| S1 |
1.4692 |
1.4692 |
1.4768 |
1.4752 |
| S2 |
1.4596 |
1.4596 |
1.4749 |
|
| S3 |
1.4381 |
1.4477 |
1.4729 |
|
| S4 |
1.4166 |
1.4262 |
1.4670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4930 |
1.4715 |
0.0215 |
1.5% |
0.0097 |
0.7% |
34% |
True |
False |
140,741 |
| 10 |
1.4930 |
1.4488 |
0.0442 |
3.0% |
0.0099 |
0.7% |
68% |
True |
False |
190,602 |
| 20 |
1.4930 |
1.4488 |
0.0442 |
3.0% |
0.0098 |
0.7% |
68% |
True |
False |
177,244 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0084 |
0.6% |
76% |
True |
False |
134,883 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0068 |
0.5% |
76% |
True |
False |
90,902 |
| 80 |
1.4930 |
1.4079 |
0.0851 |
5.8% |
0.0060 |
0.4% |
83% |
True |
False |
68,349 |
| 100 |
1.4930 |
1.3841 |
0.1089 |
7.4% |
0.0053 |
0.4% |
87% |
True |
False |
54,724 |
| 120 |
1.4930 |
1.3464 |
0.1466 |
9.9% |
0.0045 |
0.3% |
90% |
True |
False |
45,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5614 |
|
2.618 |
1.5351 |
|
1.618 |
1.5190 |
|
1.000 |
1.5091 |
|
0.618 |
1.5029 |
|
HIGH |
1.4930 |
|
0.618 |
1.4868 |
|
0.500 |
1.4850 |
|
0.382 |
1.4831 |
|
LOW |
1.4769 |
|
0.618 |
1.4670 |
|
1.000 |
1.4608 |
|
1.618 |
1.4509 |
|
2.618 |
1.4348 |
|
4.250 |
1.4085 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4850 |
1.4842 |
| PP |
1.4829 |
1.4824 |
| S1 |
1.4809 |
1.4806 |
|