CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4735 |
1.4835 |
0.0100 |
0.7% |
1.4731 |
| High |
1.4828 |
1.4853 |
0.0025 |
0.2% |
1.4853 |
| Low |
1.4721 |
1.4787 |
0.0066 |
0.4% |
1.4606 |
| Close |
1.4809 |
1.4817 |
0.0008 |
0.1% |
1.4817 |
| Range |
0.0107 |
0.0066 |
-0.0041 |
-38.3% |
0.0247 |
| ATR |
0.0100 |
0.0097 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
184,230 |
182,821 |
-1,409 |
-0.8% |
689,321 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5017 |
1.4983 |
1.4853 |
|
| R3 |
1.4951 |
1.4917 |
1.4835 |
|
| R2 |
1.4885 |
1.4885 |
1.4829 |
|
| R1 |
1.4851 |
1.4851 |
1.4823 |
1.4835 |
| PP |
1.4819 |
1.4819 |
1.4819 |
1.4811 |
| S1 |
1.4785 |
1.4785 |
1.4811 |
1.4769 |
| S2 |
1.4753 |
1.4753 |
1.4805 |
|
| S3 |
1.4687 |
1.4719 |
1.4799 |
|
| S4 |
1.4621 |
1.4653 |
1.4781 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5500 |
1.5405 |
1.4953 |
|
| R3 |
1.5253 |
1.5158 |
1.4885 |
|
| R2 |
1.5006 |
1.5006 |
1.4862 |
|
| R1 |
1.4911 |
1.4911 |
1.4840 |
1.4959 |
| PP |
1.4759 |
1.4759 |
1.4759 |
1.4782 |
| S1 |
1.4664 |
1.4664 |
1.4794 |
1.4712 |
| S2 |
1.4512 |
1.4512 |
1.4772 |
|
| S3 |
1.4265 |
1.4417 |
1.4749 |
|
| S4 |
1.4018 |
1.4170 |
1.4681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4853 |
1.4606 |
0.0247 |
1.7% |
0.0070 |
0.5% |
85% |
True |
False |
170,721 |
| 10 |
1.4853 |
1.4462 |
0.0391 |
2.6% |
0.0067 |
0.5% |
91% |
True |
False |
161,308 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0075 |
0.5% |
77% |
False |
False |
159,801 |
| 40 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0087 |
0.6% |
77% |
False |
False |
157,319 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0078 |
0.5% |
81% |
False |
False |
128,681 |
| 80 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0065 |
0.4% |
81% |
False |
False |
96,823 |
| 100 |
1.4930 |
1.4079 |
0.0851 |
5.7% |
0.0060 |
0.4% |
87% |
False |
False |
77,557 |
| 120 |
1.4930 |
1.3671 |
0.1259 |
8.5% |
0.0053 |
0.4% |
91% |
False |
False |
64,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5134 |
|
2.618 |
1.5026 |
|
1.618 |
1.4960 |
|
1.000 |
1.4919 |
|
0.618 |
1.4894 |
|
HIGH |
1.4853 |
|
0.618 |
1.4828 |
|
0.500 |
1.4820 |
|
0.382 |
1.4812 |
|
LOW |
1.4787 |
|
0.618 |
1.4746 |
|
1.000 |
1.4721 |
|
1.618 |
1.4680 |
|
2.618 |
1.4614 |
|
4.250 |
1.4507 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4820 |
1.4788 |
| PP |
1.4819 |
1.4759 |
| S1 |
1.4818 |
1.4730 |
|