CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5415 |
1.5363 |
-0.0052 |
-0.3% |
1.5183 |
| High |
1.5460 |
1.5370 |
-0.0090 |
-0.6% |
1.5460 |
| Low |
1.5313 |
1.5320 |
0.0007 |
0.0% |
1.5155 |
| Close |
1.5346 |
1.5347 |
0.0001 |
0.0% |
1.5346 |
| Range |
0.0147 |
0.0050 |
-0.0097 |
-66.0% |
0.0305 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
221,492 |
237,965 |
16,473 |
7.4% |
989,220 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5496 |
1.5471 |
1.5375 |
|
| R3 |
1.5446 |
1.5421 |
1.5361 |
|
| R2 |
1.5396 |
1.5396 |
1.5356 |
|
| R1 |
1.5371 |
1.5371 |
1.5352 |
1.5359 |
| PP |
1.5346 |
1.5346 |
1.5346 |
1.5339 |
| S1 |
1.5321 |
1.5321 |
1.5342 |
1.5309 |
| S2 |
1.5296 |
1.5296 |
1.5338 |
|
| S3 |
1.5246 |
1.5271 |
1.5333 |
|
| S4 |
1.5196 |
1.5221 |
1.5320 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6235 |
1.6096 |
1.5514 |
|
| R3 |
1.5930 |
1.5791 |
1.5430 |
|
| R2 |
1.5625 |
1.5625 |
1.5402 |
|
| R1 |
1.5486 |
1.5486 |
1.5374 |
1.5556 |
| PP |
1.5320 |
1.5320 |
1.5320 |
1.5355 |
| S1 |
1.5181 |
1.5181 |
1.5318 |
1.5251 |
| S2 |
1.5015 |
1.5015 |
1.5290 |
|
| S3 |
1.4710 |
1.4876 |
1.5262 |
|
| S4 |
1.4405 |
1.4571 |
1.5178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5460 |
1.5185 |
0.0275 |
1.8% |
0.0086 |
0.6% |
59% |
False |
False |
209,655 |
| 10 |
1.5460 |
1.4855 |
0.0605 |
3.9% |
0.0097 |
0.6% |
81% |
False |
False |
193,710 |
| 20 |
1.5460 |
1.4467 |
0.0993 |
6.5% |
0.0080 |
0.5% |
89% |
False |
False |
171,983 |
| 40 |
1.5460 |
1.4432 |
0.1028 |
6.7% |
0.0088 |
0.6% |
89% |
False |
False |
180,861 |
| 60 |
1.5460 |
1.4327 |
0.1133 |
7.4% |
0.0084 |
0.6% |
90% |
False |
False |
160,370 |
| 80 |
1.5460 |
1.4327 |
0.1133 |
7.4% |
0.0074 |
0.5% |
90% |
False |
False |
122,502 |
| 100 |
1.5460 |
1.4158 |
0.1302 |
8.5% |
0.0065 |
0.4% |
91% |
False |
False |
98,199 |
| 120 |
1.5460 |
1.3905 |
0.1555 |
10.1% |
0.0061 |
0.4% |
93% |
False |
False |
81,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5583 |
|
2.618 |
1.5501 |
|
1.618 |
1.5451 |
|
1.000 |
1.5420 |
|
0.618 |
1.5401 |
|
HIGH |
1.5370 |
|
0.618 |
1.5351 |
|
0.500 |
1.5345 |
|
0.382 |
1.5339 |
|
LOW |
1.5320 |
|
0.618 |
1.5289 |
|
1.000 |
1.5270 |
|
1.618 |
1.5239 |
|
2.618 |
1.5189 |
|
4.250 |
1.5108 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5346 |
1.5375 |
| PP |
1.5346 |
1.5366 |
| S1 |
1.5345 |
1.5356 |
|