CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5183 |
1.5207 |
0.0024 |
0.2% |
1.4811 |
| High |
1.5270 |
1.5243 |
-0.0027 |
-0.2% |
1.5223 |
| Low |
1.5155 |
1.5185 |
0.0030 |
0.2% |
1.4800 |
| Close |
1.5188 |
1.5202 |
0.0014 |
0.1% |
1.5185 |
| Range |
0.0115 |
0.0058 |
-0.0057 |
-49.6% |
0.0423 |
| ATR |
0.0103 |
0.0099 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
178,908 |
199,910 |
21,002 |
11.7% |
841,318 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5384 |
1.5351 |
1.5234 |
|
| R3 |
1.5326 |
1.5293 |
1.5218 |
|
| R2 |
1.5268 |
1.5268 |
1.5213 |
|
| R1 |
1.5235 |
1.5235 |
1.5207 |
1.5223 |
| PP |
1.5210 |
1.5210 |
1.5210 |
1.5204 |
| S1 |
1.5177 |
1.5177 |
1.5197 |
1.5165 |
| S2 |
1.5152 |
1.5152 |
1.5191 |
|
| S3 |
1.5094 |
1.5119 |
1.5186 |
|
| S4 |
1.5036 |
1.5061 |
1.5170 |
|
|
| 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 |
1.5015 |
0.0255 |
1.7% |
0.0095 |
0.6% |
73% |
False |
False |
197,329 |
| 10 |
1.5270 |
1.4606 |
0.0664 |
4.4% |
0.0091 |
0.6% |
90% |
False |
False |
178,769 |
| 20 |
1.5270 |
1.4432 |
0.0838 |
5.5% |
0.0078 |
0.5% |
92% |
False |
False |
164,456 |
| 40 |
1.5270 |
1.4432 |
0.0838 |
5.5% |
0.0087 |
0.6% |
92% |
False |
False |
172,864 |
| 60 |
1.5270 |
1.4327 |
0.0943 |
6.2% |
0.0081 |
0.5% |
93% |
False |
False |
148,085 |
| 80 |
1.5270 |
1.4327 |
0.0943 |
6.2% |
0.0071 |
0.5% |
93% |
False |
False |
111,986 |
| 100 |
1.5270 |
1.4079 |
0.1191 |
7.8% |
0.0064 |
0.4% |
94% |
False |
False |
89,732 |
| 120 |
1.5270 |
1.3882 |
0.1388 |
9.1% |
0.0058 |
0.4% |
95% |
False |
False |
74,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5490 |
|
2.618 |
1.5395 |
|
1.618 |
1.5337 |
|
1.000 |
1.5301 |
|
0.618 |
1.5279 |
|
HIGH |
1.5243 |
|
0.618 |
1.5221 |
|
0.500 |
1.5214 |
|
0.382 |
1.5207 |
|
LOW |
1.5185 |
|
0.618 |
1.5149 |
|
1.000 |
1.5127 |
|
1.618 |
1.5091 |
|
2.618 |
1.5033 |
|
4.250 |
1.4939 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5214 |
1.5204 |
| PP |
1.5210 |
1.5203 |
| S1 |
1.5206 |
1.5203 |
|