CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5196 |
1.5312 |
0.0116 |
0.8% |
1.4811 |
| High |
1.5292 |
1.5371 |
0.0079 |
0.5% |
1.5223 |
| Low |
1.5196 |
1.5290 |
0.0094 |
0.6% |
1.4800 |
| Close |
1.5259 |
1.5361 |
0.0102 |
0.7% |
1.5185 |
| Range |
0.0096 |
0.0081 |
-0.0015 |
-15.6% |
0.0423 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
0.9% |
0.0000 |
| Volume |
168,295 |
220,615 |
52,320 |
31.1% |
841,318 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5584 |
1.5553 |
1.5406 |
|
| R3 |
1.5503 |
1.5472 |
1.5383 |
|
| R2 |
1.5422 |
1.5422 |
1.5376 |
|
| R1 |
1.5391 |
1.5391 |
1.5368 |
1.5407 |
| PP |
1.5341 |
1.5341 |
1.5341 |
1.5348 |
| S1 |
1.5310 |
1.5310 |
1.5354 |
1.5326 |
| S2 |
1.5260 |
1.5260 |
1.5346 |
|
| S3 |
1.5179 |
1.5229 |
1.5339 |
|
| S4 |
1.5098 |
1.5148 |
1.5316 |
|
|
| 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 |
1.5371 |
1.5138 |
0.0233 |
1.5% |
0.0083 |
0.5% |
96% |
True |
False |
187,331 |
| 10 |
1.5371 |
1.4787 |
0.0584 |
3.8% |
0.0087 |
0.6% |
98% |
True |
False |
179,186 |
| 20 |
1.5371 |
1.4432 |
0.0939 |
6.1% |
0.0080 |
0.5% |
99% |
True |
False |
168,215 |
| 40 |
1.5371 |
1.4432 |
0.0939 |
6.1% |
0.0088 |
0.6% |
99% |
True |
False |
175,195 |
| 60 |
1.5371 |
1.4327 |
0.1044 |
6.8% |
0.0083 |
0.5% |
99% |
True |
False |
153,834 |
| 80 |
1.5371 |
1.4327 |
0.1044 |
6.8% |
0.0073 |
0.5% |
99% |
True |
False |
116,827 |
| 100 |
1.5371 |
1.4158 |
0.1213 |
7.9% |
0.0064 |
0.4% |
99% |
True |
False |
93,614 |
| 120 |
1.5371 |
1.3905 |
0.1466 |
9.5% |
0.0059 |
0.4% |
99% |
True |
False |
78,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5715 |
|
2.618 |
1.5583 |
|
1.618 |
1.5502 |
|
1.000 |
1.5452 |
|
0.618 |
1.5421 |
|
HIGH |
1.5371 |
|
0.618 |
1.5340 |
|
0.500 |
1.5331 |
|
0.382 |
1.5321 |
|
LOW |
1.5290 |
|
0.618 |
1.5240 |
|
1.000 |
1.5209 |
|
1.618 |
1.5159 |
|
2.618 |
1.5078 |
|
4.250 |
1.4946 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5351 |
1.5333 |
| PP |
1.5341 |
1.5306 |
| S1 |
1.5331 |
1.5278 |
|