CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5166 |
1.5183 |
0.0017 |
0.1% |
1.4811 |
| High |
1.5202 |
1.5270 |
0.0068 |
0.4% |
1.5223 |
| Low |
1.5138 |
1.5155 |
0.0017 |
0.1% |
1.4800 |
| Close |
1.5185 |
1.5188 |
0.0003 |
0.0% |
1.5185 |
| Range |
0.0064 |
0.0115 |
0.0051 |
79.7% |
0.0423 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.9% |
0.0000 |
| Volume |
168,931 |
178,908 |
9,977 |
5.9% |
841,318 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5549 |
1.5484 |
1.5251 |
|
| R3 |
1.5434 |
1.5369 |
1.5220 |
|
| R2 |
1.5319 |
1.5319 |
1.5209 |
|
| R1 |
1.5254 |
1.5254 |
1.5199 |
1.5287 |
| PP |
1.5204 |
1.5204 |
1.5204 |
1.5221 |
| S1 |
1.5139 |
1.5139 |
1.5177 |
1.5172 |
| S2 |
1.5089 |
1.5089 |
1.5167 |
|
| S3 |
1.4974 |
1.5024 |
1.5156 |
|
| S4 |
1.4859 |
1.4909 |
1.5125 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6338 |
1.6185 |
1.5418 |
|
| R3 |
1.5915 |
1.5762 |
1.5301 |
|
| R2 |
1.5492 |
1.5492 |
1.5263 |
|
| R1 |
1.5339 |
1.5339 |
1.5224 |
1.5416 |
| PP |
1.5069 |
1.5069 |
1.5069 |
1.5108 |
| S1 |
1.4916 |
1.4916 |
1.5146 |
1.4993 |
| S2 |
1.4646 |
1.4646 |
1.5107 |
|
| S3 |
1.4223 |
1.4493 |
1.5069 |
|
| S4 |
1.3800 |
1.4070 |
1.4952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5270 |
1.4855 |
0.0415 |
2.7% |
0.0107 |
0.7% |
80% |
True |
False |
177,766 |
| 10 |
1.5270 |
1.4606 |
0.0664 |
4.4% |
0.0088 |
0.6% |
88% |
True |
False |
170,954 |
| 20 |
1.5270 |
1.4432 |
0.0838 |
5.5% |
0.0077 |
0.5% |
90% |
True |
False |
165,286 |
| 40 |
1.5270 |
1.4432 |
0.0838 |
5.5% |
0.0088 |
0.6% |
90% |
True |
False |
171,265 |
| 60 |
1.5270 |
1.4327 |
0.0943 |
6.2% |
0.0081 |
0.5% |
91% |
True |
False |
145,017 |
| 80 |
1.5270 |
1.4327 |
0.0943 |
6.2% |
0.0070 |
0.5% |
91% |
True |
False |
109,498 |
| 100 |
1.5270 |
1.4079 |
0.1191 |
7.8% |
0.0063 |
0.4% |
93% |
True |
False |
87,736 |
| 120 |
1.5270 |
1.3841 |
0.1429 |
9.4% |
0.0057 |
0.4% |
94% |
True |
False |
73,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5759 |
|
2.618 |
1.5571 |
|
1.618 |
1.5456 |
|
1.000 |
1.5385 |
|
0.618 |
1.5341 |
|
HIGH |
1.5270 |
|
0.618 |
1.5226 |
|
0.500 |
1.5213 |
|
0.382 |
1.5199 |
|
LOW |
1.5155 |
|
0.618 |
1.5084 |
|
1.000 |
1.5040 |
|
1.618 |
1.4969 |
|
2.618 |
1.4854 |
|
4.250 |
1.4666 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5213 |
1.5189 |
| PP |
1.5204 |
1.5188 |
| S1 |
1.5196 |
1.5188 |
|