CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5472 |
1.5587 |
0.0115 |
0.7% |
1.5183 |
| High |
1.5521 |
1.5610 |
0.0089 |
0.6% |
1.5460 |
| Low |
1.5450 |
1.5566 |
0.0116 |
0.8% |
1.5155 |
| Close |
1.5521 |
1.5585 |
0.0064 |
0.4% |
1.5346 |
| Range |
0.0071 |
0.0044 |
-0.0027 |
-38.0% |
0.0305 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
294,169 |
250,642 |
-43,527 |
-14.8% |
989,220 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5719 |
1.5696 |
1.5609 |
|
| R3 |
1.5675 |
1.5652 |
1.5597 |
|
| R2 |
1.5631 |
1.5631 |
1.5593 |
|
| R1 |
1.5608 |
1.5608 |
1.5589 |
1.5598 |
| PP |
1.5587 |
1.5587 |
1.5587 |
1.5582 |
| S1 |
1.5564 |
1.5564 |
1.5581 |
1.5554 |
| S2 |
1.5543 |
1.5543 |
1.5577 |
|
| S3 |
1.5499 |
1.5520 |
1.5573 |
|
| S4 |
1.5455 |
1.5476 |
1.5561 |
|
|
| 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 |
1.5610 |
1.5284 |
0.0326 |
2.1% |
0.0096 |
0.6% |
92% |
True |
False |
234,876 |
| 10 |
1.5610 |
1.5138 |
0.0472 |
3.0% |
0.0090 |
0.6% |
95% |
True |
False |
211,104 |
| 20 |
1.5610 |
1.4566 |
0.1044 |
6.7% |
0.0085 |
0.5% |
98% |
True |
False |
187,638 |
| 40 |
1.5610 |
1.4432 |
0.1178 |
7.6% |
0.0088 |
0.6% |
98% |
True |
False |
186,678 |
| 60 |
1.5610 |
1.4327 |
0.1283 |
8.2% |
0.0084 |
0.5% |
98% |
True |
False |
165,178 |
| 80 |
1.5610 |
1.4327 |
0.1283 |
8.2% |
0.0077 |
0.5% |
98% |
True |
False |
131,399 |
| 100 |
1.5610 |
1.4158 |
0.1452 |
9.3% |
0.0067 |
0.4% |
98% |
True |
False |
105,339 |
| 120 |
1.5610 |
1.4060 |
0.1550 |
9.9% |
0.0062 |
0.4% |
98% |
True |
False |
87,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5797 |
|
2.618 |
1.5725 |
|
1.618 |
1.5681 |
|
1.000 |
1.5654 |
|
0.618 |
1.5637 |
|
HIGH |
1.5610 |
|
0.618 |
1.5593 |
|
0.500 |
1.5588 |
|
0.382 |
1.5583 |
|
LOW |
1.5566 |
|
0.618 |
1.5539 |
|
1.000 |
1.5522 |
|
1.618 |
1.5495 |
|
2.618 |
1.5451 |
|
4.250 |
1.5379 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5588 |
1.5539 |
| PP |
1.5587 |
1.5493 |
| S1 |
1.5586 |
1.5447 |
|