CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5453 |
1.5472 |
0.0019 |
0.1% |
1.5183 |
| High |
1.5453 |
1.5521 |
0.0068 |
0.4% |
1.5460 |
| Low |
1.5284 |
1.5450 |
0.0166 |
1.1% |
1.5155 |
| Close |
1.5314 |
1.5521 |
0.0207 |
1.4% |
1.5346 |
| Range |
0.0169 |
0.0071 |
-0.0098 |
-58.0% |
0.0305 |
| ATR |
0.0105 |
0.0112 |
0.0007 |
7.0% |
0.0000 |
| Volume |
170,115 |
294,169 |
124,054 |
72.9% |
989,220 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5710 |
1.5687 |
1.5560 |
|
| R3 |
1.5639 |
1.5616 |
1.5541 |
|
| R2 |
1.5568 |
1.5568 |
1.5534 |
|
| R1 |
1.5545 |
1.5545 |
1.5528 |
1.5557 |
| PP |
1.5497 |
1.5497 |
1.5497 |
1.5503 |
| S1 |
1.5474 |
1.5474 |
1.5514 |
1.5486 |
| S2 |
1.5426 |
1.5426 |
1.5508 |
|
| S3 |
1.5355 |
1.5403 |
1.5501 |
|
| S4 |
1.5284 |
1.5332 |
1.5482 |
|
|
| 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 |
1.5521 |
1.5284 |
0.0237 |
1.5% |
0.0104 |
0.7% |
100% |
True |
False |
228,871 |
| 10 |
1.5521 |
1.5107 |
0.0414 |
2.7% |
0.0097 |
0.6% |
100% |
True |
False |
209,848 |
| 20 |
1.5521 |
1.4525 |
0.0996 |
6.4% |
0.0086 |
0.6% |
100% |
True |
False |
183,237 |
| 40 |
1.5521 |
1.4432 |
0.1089 |
7.0% |
0.0090 |
0.6% |
100% |
True |
False |
183,657 |
| 60 |
1.5521 |
1.4327 |
0.1194 |
7.7% |
0.0085 |
0.6% |
100% |
True |
False |
164,200 |
| 80 |
1.5521 |
1.4327 |
0.1194 |
7.7% |
0.0076 |
0.5% |
100% |
True |
False |
128,283 |
| 100 |
1.5521 |
1.4158 |
0.1363 |
8.8% |
0.0067 |
0.4% |
100% |
True |
False |
102,837 |
| 120 |
1.5521 |
1.3974 |
0.1547 |
10.0% |
0.0062 |
0.4% |
100% |
True |
False |
85,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5823 |
|
2.618 |
1.5707 |
|
1.618 |
1.5636 |
|
1.000 |
1.5592 |
|
0.618 |
1.5565 |
|
HIGH |
1.5521 |
|
0.618 |
1.5494 |
|
0.500 |
1.5486 |
|
0.382 |
1.5477 |
|
LOW |
1.5450 |
|
0.618 |
1.5406 |
|
1.000 |
1.5379 |
|
1.618 |
1.5335 |
|
2.618 |
1.5264 |
|
4.250 |
1.5148 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5509 |
1.5482 |
| PP |
1.5497 |
1.5442 |
| S1 |
1.5486 |
1.5403 |
|