CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4835 |
1.4811 |
-0.0024 |
-0.2% |
1.4731 |
| High |
1.4853 |
1.4835 |
-0.0018 |
-0.1% |
1.4853 |
| Low |
1.4787 |
1.4800 |
0.0013 |
0.1% |
1.4606 |
| Close |
1.4817 |
1.4815 |
-0.0002 |
0.0% |
1.4817 |
| Range |
0.0066 |
0.0035 |
-0.0031 |
-47.0% |
0.0247 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
182,821 |
131,394 |
-51,427 |
-28.1% |
689,321 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4922 |
1.4903 |
1.4834 |
|
| R3 |
1.4887 |
1.4868 |
1.4825 |
|
| R2 |
1.4852 |
1.4852 |
1.4821 |
|
| R1 |
1.4833 |
1.4833 |
1.4818 |
1.4843 |
| PP |
1.4817 |
1.4817 |
1.4817 |
1.4821 |
| S1 |
1.4798 |
1.4798 |
1.4812 |
1.4808 |
| S2 |
1.4782 |
1.4782 |
1.4809 |
|
| S3 |
1.4747 |
1.4763 |
1.4805 |
|
| S4 |
1.4712 |
1.4728 |
1.4796 |
|
|
| 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% |
0.0069 |
0.5% |
85% |
False |
False |
164,143 |
| 10 |
1.4853 |
1.4467 |
0.0386 |
2.6% |
0.0064 |
0.4% |
90% |
False |
False |
150,256 |
| 20 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0074 |
0.5% |
77% |
False |
False |
156,029 |
| 40 |
1.4930 |
1.4432 |
0.0498 |
3.4% |
0.0087 |
0.6% |
77% |
False |
False |
160,128 |
| 60 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0078 |
0.5% |
81% |
False |
False |
130,774 |
| 80 |
1.4930 |
1.4327 |
0.0603 |
4.1% |
0.0065 |
0.4% |
81% |
False |
False |
98,443 |
| 100 |
1.4930 |
1.4079 |
0.0851 |
5.7% |
0.0059 |
0.4% |
86% |
False |
False |
78,866 |
| 120 |
1.4930 |
1.3673 |
0.1257 |
8.5% |
0.0053 |
0.4% |
91% |
False |
False |
65,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4984 |
|
2.618 |
1.4927 |
|
1.618 |
1.4892 |
|
1.000 |
1.4870 |
|
0.618 |
1.4857 |
|
HIGH |
1.4835 |
|
0.618 |
1.4822 |
|
0.500 |
1.4818 |
|
0.382 |
1.4813 |
|
LOW |
1.4800 |
|
0.618 |
1.4778 |
|
1.000 |
1.4765 |
|
1.618 |
1.4743 |
|
2.618 |
1.4708 |
|
4.250 |
1.4651 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4818 |
1.4806 |
| PP |
1.4817 |
1.4796 |
| S1 |
1.4816 |
1.4787 |
|