CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5505 |
1.5694 |
0.0189 |
1.2% |
1.5292 |
| High |
1.5620 |
1.5716 |
0.0096 |
0.6% |
1.5620 |
| Low |
1.5470 |
1.5620 |
0.0150 |
1.0% |
1.5216 |
| Close |
1.5590 |
1.5655 |
0.0065 |
0.4% |
1.5590 |
| Range |
0.0150 |
0.0096 |
-0.0054 |
-36.0% |
0.0404 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.6% |
0.0000 |
| Volume |
208,392 |
292,542 |
84,150 |
40.4% |
462,933 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5952 |
1.5899 |
1.5708 |
|
| R3 |
1.5856 |
1.5803 |
1.5681 |
|
| R2 |
1.5760 |
1.5760 |
1.5673 |
|
| R1 |
1.5707 |
1.5707 |
1.5664 |
1.5686 |
| PP |
1.5664 |
1.5664 |
1.5664 |
1.5653 |
| S1 |
1.5611 |
1.5611 |
1.5646 |
1.5590 |
| S2 |
1.5568 |
1.5568 |
1.5637 |
|
| S3 |
1.5472 |
1.5515 |
1.5629 |
|
| S4 |
1.5376 |
1.5419 |
1.5602 |
|
|
| 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 |
1.5716 |
1.5216 |
0.0500 |
3.2% |
0.0112 |
0.7% |
88% |
True |
False |
146,982 |
| 10 |
1.5716 |
1.5133 |
0.0583 |
3.7% |
0.0094 |
0.6% |
90% |
True |
False |
78,293 |
| 20 |
1.5716 |
1.4580 |
0.1136 |
7.3% |
0.0081 |
0.5% |
95% |
True |
False |
39,999 |
| 40 |
1.5716 |
1.4395 |
0.1321 |
8.4% |
0.0058 |
0.4% |
95% |
True |
False |
20,329 |
| 60 |
1.5716 |
1.4335 |
0.1381 |
8.8% |
0.0049 |
0.3% |
96% |
True |
False |
13,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6124 |
|
2.618 |
1.5967 |
|
1.618 |
1.5871 |
|
1.000 |
1.5812 |
|
0.618 |
1.5775 |
|
HIGH |
1.5716 |
|
0.618 |
1.5679 |
|
0.500 |
1.5668 |
|
0.382 |
1.5657 |
|
LOW |
1.5620 |
|
0.618 |
1.5561 |
|
1.000 |
1.5524 |
|
1.618 |
1.5465 |
|
2.618 |
1.5369 |
|
4.250 |
1.5212 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5668 |
1.5634 |
| PP |
1.5664 |
1.5614 |
| S1 |
1.5659 |
1.5593 |
|