CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4822 |
1.4990 |
0.0168 |
1.1% |
1.4667 |
| High |
1.4914 |
1.5075 |
0.0161 |
1.1% |
1.4795 |
| Low |
1.4822 |
1.4965 |
0.0143 |
1.0% |
1.4580 |
| Close |
1.4911 |
1.5061 |
0.0150 |
1.0% |
1.4766 |
| Range |
0.0092 |
0.0110 |
0.0018 |
19.6% |
0.0215 |
| ATR |
0.0080 |
0.0086 |
0.0006 |
7.5% |
0.0000 |
| Volume |
492 |
1,280 |
788 |
160.2% |
4,261 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5364 |
1.5322 |
1.5122 |
|
| R3 |
1.5254 |
1.5212 |
1.5091 |
|
| R2 |
1.5144 |
1.5144 |
1.5081 |
|
| R1 |
1.5102 |
1.5102 |
1.5071 |
1.5123 |
| PP |
1.5034 |
1.5034 |
1.5034 |
1.5044 |
| S1 |
1.4992 |
1.4992 |
1.5051 |
1.5013 |
| S2 |
1.4924 |
1.4924 |
1.5041 |
|
| S3 |
1.4814 |
1.4882 |
1.5031 |
|
| S4 |
1.4704 |
1.4772 |
1.5001 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5359 |
1.5277 |
1.4884 |
|
| R3 |
1.5144 |
1.5062 |
1.4825 |
|
| R2 |
1.4929 |
1.4929 |
1.4805 |
|
| R1 |
1.4847 |
1.4847 |
1.4786 |
1.4888 |
| PP |
1.4714 |
1.4714 |
1.4714 |
1.4734 |
| S1 |
1.4632 |
1.4632 |
1.4746 |
1.4673 |
| S2 |
1.4499 |
1.4499 |
1.4727 |
|
| S3 |
1.4284 |
1.4417 |
1.4707 |
|
| S4 |
1.4069 |
1.4202 |
1.4648 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5543 |
|
2.618 |
1.5363 |
|
1.618 |
1.5253 |
|
1.000 |
1.5185 |
|
0.618 |
1.5143 |
|
HIGH |
1.5075 |
|
0.618 |
1.5033 |
|
0.500 |
1.5020 |
|
0.382 |
1.5007 |
|
LOW |
1.4965 |
|
0.618 |
1.4897 |
|
1.000 |
1.4855 |
|
1.618 |
1.4787 |
|
2.618 |
1.4677 |
|
4.250 |
1.4498 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5047 |
1.5012 |
| PP |
1.5034 |
1.4964 |
| S1 |
1.5020 |
1.4915 |
|