CME Euro FX Future June 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 |
1.5405 |
1.5519 |
0.0114 |
0.7% |
1.5127 |
| High |
1.5458 |
1.5543 |
0.0085 |
0.5% |
1.5370 |
| Low |
1.5378 |
1.5485 |
0.0107 |
0.7% |
1.5105 |
| Close |
1.5455 |
1.5516 |
0.0061 |
0.4% |
1.5281 |
| Range |
0.0080 |
0.0058 |
-0.0022 |
-27.5% |
0.0265 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
65,171 |
125,074 |
59,903 |
91.9% |
28,598 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5689 |
1.5660 |
1.5548 |
|
| R3 |
1.5631 |
1.5602 |
1.5532 |
|
| R2 |
1.5573 |
1.5573 |
1.5527 |
|
| R1 |
1.5544 |
1.5544 |
1.5521 |
1.5530 |
| PP |
1.5515 |
1.5515 |
1.5515 |
1.5507 |
| S1 |
1.5486 |
1.5486 |
1.5511 |
1.5472 |
| S2 |
1.5457 |
1.5457 |
1.5505 |
|
| S3 |
1.5399 |
1.5428 |
1.5500 |
|
| S4 |
1.5341 |
1.5370 |
1.5484 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6047 |
1.5929 |
1.5427 |
|
| R3 |
1.5782 |
1.5664 |
1.5354 |
|
| R2 |
1.5517 |
1.5517 |
1.5330 |
|
| R1 |
1.5399 |
1.5399 |
1.5305 |
1.5458 |
| PP |
1.5252 |
1.5252 |
1.5252 |
1.5282 |
| S1 |
1.5134 |
1.5134 |
1.5257 |
1.5193 |
| S2 |
1.4987 |
1.4987 |
1.5232 |
|
| S3 |
1.4722 |
1.4869 |
1.5208 |
|
| S4 |
1.4457 |
1.4604 |
1.5135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5543 |
1.5216 |
0.0327 |
2.1% |
0.0097 |
0.6% |
92% |
True |
False |
53,499 |
| 10 |
1.5543 |
1.5100 |
0.0443 |
2.9% |
0.0083 |
0.5% |
94% |
True |
False |
28,751 |
| 20 |
1.5543 |
1.4520 |
0.1023 |
6.6% |
0.0073 |
0.5% |
97% |
True |
False |
14,989 |
| 40 |
1.5543 |
1.4395 |
0.1148 |
7.4% |
0.0059 |
0.4% |
98% |
True |
False |
7,854 |
| 60 |
1.5543 |
1.4335 |
0.1208 |
7.8% |
0.0045 |
0.3% |
98% |
True |
False |
5,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5790 |
|
2.618 |
1.5695 |
|
1.618 |
1.5637 |
|
1.000 |
1.5601 |
|
0.618 |
1.5579 |
|
HIGH |
1.5543 |
|
0.618 |
1.5521 |
|
0.500 |
1.5514 |
|
0.382 |
1.5507 |
|
LOW |
1.5485 |
|
0.618 |
1.5449 |
|
1.000 |
1.5427 |
|
1.618 |
1.5391 |
|
2.618 |
1.5333 |
|
4.250 |
1.5239 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5515 |
1.5471 |
| PP |
1.5515 |
1.5425 |
| S1 |
1.5514 |
1.5380 |
|