CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4519 |
1.4570 |
0.0051 |
0.4% |
1.4814 |
| High |
1.4600 |
1.4575 |
-0.0025 |
-0.2% |
1.4827 |
| Low |
1.4518 |
1.4525 |
0.0007 |
0.0% |
1.4432 |
| Close |
1.4579 |
1.4564 |
-0.0015 |
-0.1% |
1.4492 |
| Range |
0.0082 |
0.0050 |
-0.0032 |
-39.0% |
0.0395 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
124,316 |
162,640 |
38,324 |
30.8% |
914,324 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4705 |
1.4684 |
1.4592 |
|
| R3 |
1.4655 |
1.4634 |
1.4578 |
|
| R2 |
1.4605 |
1.4605 |
1.4573 |
|
| R1 |
1.4584 |
1.4584 |
1.4569 |
1.4570 |
| PP |
1.4555 |
1.4555 |
1.4555 |
1.4547 |
| S1 |
1.4534 |
1.4534 |
1.4559 |
1.4520 |
| S2 |
1.4505 |
1.4505 |
1.4555 |
|
| S3 |
1.4455 |
1.4484 |
1.4550 |
|
| S4 |
1.4405 |
1.4434 |
1.4537 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5769 |
1.5525 |
1.4709 |
|
| R3 |
1.5374 |
1.5130 |
1.4601 |
|
| R2 |
1.4979 |
1.4979 |
1.4564 |
|
| R1 |
1.4735 |
1.4735 |
1.4528 |
1.4660 |
| PP |
1.4584 |
1.4584 |
1.4584 |
1.4546 |
| S1 |
1.4340 |
1.4340 |
1.4456 |
1.4265 |
| S2 |
1.4189 |
1.4189 |
1.4420 |
|
| S3 |
1.3794 |
1.3945 |
1.4383 |
|
| S4 |
1.3399 |
1.3550 |
1.4275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4600 |
1.4432 |
0.0168 |
1.2% |
0.0075 |
0.5% |
79% |
False |
False |
157,186 |
| 10 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0080 |
0.5% |
27% |
False |
False |
162,741 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0092 |
0.6% |
27% |
False |
False |
185,718 |
| 40 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0084 |
0.6% |
39% |
False |
False |
153,948 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0074 |
0.5% |
39% |
False |
False |
112,652 |
| 80 |
1.4930 |
1.4158 |
0.0772 |
5.3% |
0.0062 |
0.4% |
53% |
False |
False |
84,765 |
| 100 |
1.4930 |
1.4060 |
0.0870 |
6.0% |
0.0057 |
0.4% |
58% |
False |
False |
67,873 |
| 120 |
1.4930 |
1.3584 |
0.1346 |
9.2% |
0.0049 |
0.3% |
73% |
False |
False |
56,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4788 |
|
2.618 |
1.4706 |
|
1.618 |
1.4656 |
|
1.000 |
1.4625 |
|
0.618 |
1.4606 |
|
HIGH |
1.4575 |
|
0.618 |
1.4556 |
|
0.500 |
1.4550 |
|
0.382 |
1.4544 |
|
LOW |
1.4525 |
|
0.618 |
1.4494 |
|
1.000 |
1.4475 |
|
1.618 |
1.4444 |
|
2.618 |
1.4394 |
|
4.250 |
1.4313 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4559 |
1.4554 |
| PP |
1.4555 |
1.4544 |
| S1 |
1.4550 |
1.4534 |
|