CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4814 |
1.4665 |
-0.0149 |
-1.0% |
1.4729 |
| High |
1.4827 |
1.4684 |
-0.0143 |
-1.0% |
1.4930 |
| Low |
1.4792 |
1.4605 |
-0.0187 |
-1.3% |
1.4715 |
| Close |
1.4810 |
1.4635 |
-0.0175 |
-1.2% |
1.4788 |
| Range |
0.0035 |
0.0079 |
0.0044 |
125.7% |
0.0215 |
| ATR |
0.0104 |
0.0111 |
0.0007 |
6.9% |
0.0000 |
| Volume |
216,503 |
103,979 |
-112,524 |
-52.0% |
703,705 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4878 |
1.4836 |
1.4678 |
|
| R3 |
1.4799 |
1.4757 |
1.4657 |
|
| R2 |
1.4720 |
1.4720 |
1.4649 |
|
| R1 |
1.4678 |
1.4678 |
1.4642 |
1.4660 |
| PP |
1.4641 |
1.4641 |
1.4641 |
1.4632 |
| S1 |
1.4599 |
1.4599 |
1.4628 |
1.4581 |
| S2 |
1.4562 |
1.4562 |
1.4621 |
|
| S3 |
1.4483 |
1.4520 |
1.4613 |
|
| S4 |
1.4404 |
1.4441 |
1.4592 |
|
|
| 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 |
1.4605 |
0.0325 |
2.2% |
0.0099 |
0.7% |
9% |
False |
True |
147,751 |
| 10 |
1.4930 |
1.4490 |
0.0440 |
3.0% |
0.0088 |
0.6% |
33% |
False |
False |
187,621 |
| 20 |
1.4930 |
1.4488 |
0.0442 |
3.0% |
0.0096 |
0.7% |
33% |
False |
False |
177,080 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0083 |
0.6% |
51% |
False |
False |
141,965 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0070 |
0.5% |
51% |
False |
False |
96,214 |
| 80 |
1.4930 |
1.4158 |
0.0772 |
5.3% |
0.0060 |
0.4% |
62% |
False |
False |
72,349 |
| 100 |
1.4930 |
1.3905 |
0.1025 |
7.0% |
0.0055 |
0.4% |
71% |
False |
False |
57,929 |
| 120 |
1.4930 |
1.3464 |
0.1466 |
10.0% |
0.0046 |
0.3% |
80% |
False |
False |
48,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5020 |
|
2.618 |
1.4891 |
|
1.618 |
1.4812 |
|
1.000 |
1.4763 |
|
0.618 |
1.4733 |
|
HIGH |
1.4684 |
|
0.618 |
1.4654 |
|
0.500 |
1.4645 |
|
0.382 |
1.4635 |
|
LOW |
1.4605 |
|
0.618 |
1.4556 |
|
1.000 |
1.4526 |
|
1.618 |
1.4477 |
|
2.618 |
1.4398 |
|
4.250 |
1.4269 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4645 |
1.4768 |
| PP |
1.4641 |
1.4723 |
| S1 |
1.4638 |
1.4679 |
|