CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4650 |
1.4735 |
0.0085 |
0.6% |
1.4519 |
| High |
1.4714 |
1.4828 |
0.0114 |
0.8% |
1.4695 |
| Low |
1.4606 |
1.4721 |
0.0115 |
0.8% |
1.4467 |
| Close |
1.4707 |
1.4809 |
0.0102 |
0.7% |
1.4657 |
| Range |
0.0108 |
0.0107 |
-0.0001 |
-0.9% |
0.0228 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
1.7% |
0.0000 |
| Volume |
200,508 |
184,230 |
-16,278 |
-8.1% |
681,851 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5107 |
1.5065 |
1.4868 |
|
| R3 |
1.5000 |
1.4958 |
1.4838 |
|
| R2 |
1.4893 |
1.4893 |
1.4829 |
|
| R1 |
1.4851 |
1.4851 |
1.4819 |
1.4872 |
| PP |
1.4786 |
1.4786 |
1.4786 |
1.4797 |
| S1 |
1.4744 |
1.4744 |
1.4799 |
1.4765 |
| S2 |
1.4679 |
1.4679 |
1.4789 |
|
| S3 |
1.4572 |
1.4637 |
1.4780 |
|
| S4 |
1.4465 |
1.4530 |
1.4750 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5290 |
1.5202 |
1.4782 |
|
| R3 |
1.5062 |
1.4974 |
1.4720 |
|
| R2 |
1.4834 |
1.4834 |
1.4699 |
|
| R1 |
1.4746 |
1.4746 |
1.4678 |
1.4790 |
| PP |
1.4606 |
1.4606 |
1.4606 |
1.4629 |
| S1 |
1.4518 |
1.4518 |
1.4636 |
1.4562 |
| S2 |
1.4378 |
1.4378 |
1.4615 |
|
| S3 |
1.4150 |
1.4290 |
1.4594 |
|
| S4 |
1.3922 |
1.4062 |
1.4532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4828 |
1.4566 |
0.0262 |
1.8% |
0.0070 |
0.5% |
93% |
True |
False |
157,302 |
| 10 |
1.4828 |
1.4432 |
0.0396 |
2.7% |
0.0073 |
0.5% |
95% |
True |
False |
157,244 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0079 |
0.5% |
76% |
False |
False |
162,226 |
| 40 |
1.4930 |
1.4410 |
0.0520 |
3.5% |
0.0086 |
0.6% |
77% |
False |
False |
155,137 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0078 |
0.5% |
80% |
False |
False |
125,666 |
| 80 |
1.4930 |
1.4313 |
0.0617 |
4.2% |
0.0065 |
0.4% |
80% |
False |
False |
94,548 |
| 100 |
1.4930 |
1.4079 |
0.0851 |
5.7% |
0.0059 |
0.4% |
86% |
False |
False |
75,729 |
| 120 |
1.4930 |
1.3671 |
0.1259 |
8.5% |
0.0052 |
0.4% |
90% |
False |
False |
63,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5283 |
|
2.618 |
1.5108 |
|
1.618 |
1.5001 |
|
1.000 |
1.4935 |
|
0.618 |
1.4894 |
|
HIGH |
1.4828 |
|
0.618 |
1.4787 |
|
0.500 |
1.4775 |
|
0.382 |
1.4762 |
|
LOW |
1.4721 |
|
0.618 |
1.4655 |
|
1.000 |
1.4614 |
|
1.618 |
1.4548 |
|
2.618 |
1.4441 |
|
4.250 |
1.4266 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4798 |
1.4778 |
| PP |
1.4786 |
1.4748 |
| S1 |
1.4775 |
1.4717 |
|