CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5519 |
1.5505 |
-0.0014 |
-0.1% |
1.5292 |
| High |
1.5543 |
1.5620 |
0.0077 |
0.5% |
1.5620 |
| Low |
1.5485 |
1.5470 |
-0.0015 |
-0.1% |
1.5216 |
| Close |
1.5516 |
1.5590 |
0.0074 |
0.5% |
1.5590 |
| Range |
0.0058 |
0.0150 |
0.0092 |
158.6% |
0.0404 |
| ATR |
0.0099 |
0.0103 |
0.0004 |
3.6% |
0.0000 |
| Volume |
125,074 |
208,392 |
83,318 |
66.6% |
462,933 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6010 |
1.5950 |
1.5673 |
|
| R3 |
1.5860 |
1.5800 |
1.5631 |
|
| R2 |
1.5710 |
1.5710 |
1.5618 |
|
| R1 |
1.5650 |
1.5650 |
1.5604 |
1.5680 |
| PP |
1.5560 |
1.5560 |
1.5560 |
1.5575 |
| S1 |
1.5500 |
1.5500 |
1.5576 |
1.5530 |
| S2 |
1.5410 |
1.5410 |
1.5563 |
|
| S3 |
1.5260 |
1.5350 |
1.5549 |
|
| S4 |
1.5110 |
1.5200 |
1.5508 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6687 |
1.6543 |
1.5812 |
|
| R3 |
1.6283 |
1.6139 |
1.5701 |
|
| R2 |
1.5879 |
1.5879 |
1.5664 |
|
| R1 |
1.5735 |
1.5735 |
1.5627 |
1.5807 |
| PP |
1.5475 |
1.5475 |
1.5475 |
1.5512 |
| S1 |
1.5331 |
1.5331 |
1.5553 |
1.5403 |
| S2 |
1.5071 |
1.5071 |
1.5516 |
|
| S3 |
1.4667 |
1.4927 |
1.5479 |
|
| S4 |
1.4263 |
1.4523 |
1.5368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5620 |
1.5216 |
0.0404 |
2.6% |
0.0104 |
0.7% |
93% |
True |
False |
92,586 |
| 10 |
1.5620 |
1.5105 |
0.0515 |
3.3% |
0.0094 |
0.6% |
94% |
True |
False |
49,153 |
| 20 |
1.5620 |
1.4580 |
0.1040 |
6.7% |
0.0077 |
0.5% |
97% |
True |
False |
25,396 |
| 40 |
1.5620 |
1.4395 |
0.1225 |
7.9% |
0.0057 |
0.4% |
98% |
True |
False |
13,041 |
| 60 |
1.5620 |
1.4335 |
0.1285 |
8.2% |
0.0047 |
0.3% |
98% |
True |
False |
8,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6258 |
|
2.618 |
1.6013 |
|
1.618 |
1.5863 |
|
1.000 |
1.5770 |
|
0.618 |
1.5713 |
|
HIGH |
1.5620 |
|
0.618 |
1.5563 |
|
0.500 |
1.5545 |
|
0.382 |
1.5527 |
|
LOW |
1.5470 |
|
0.618 |
1.5377 |
|
1.000 |
1.5320 |
|
1.618 |
1.5227 |
|
2.618 |
1.5077 |
|
4.250 |
1.4833 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5575 |
1.5560 |
| PP |
1.5560 |
1.5529 |
| S1 |
1.5545 |
1.5499 |
|