CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5694 |
1.5699 |
0.0005 |
0.0% |
1.5292 |
| High |
1.5716 |
1.5729 |
0.0013 |
0.1% |
1.5620 |
| Low |
1.5620 |
1.5636 |
0.0016 |
0.1% |
1.5216 |
| Close |
1.5655 |
1.5637 |
-0.0018 |
-0.1% |
1.5590 |
| Range |
0.0096 |
0.0093 |
-0.0003 |
-3.1% |
0.0404 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
292,542 |
250,130 |
-42,412 |
-14.5% |
462,933 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5946 |
1.5885 |
1.5688 |
|
| R3 |
1.5853 |
1.5792 |
1.5663 |
|
| R2 |
1.5760 |
1.5760 |
1.5654 |
|
| R1 |
1.5699 |
1.5699 |
1.5646 |
1.5683 |
| PP |
1.5667 |
1.5667 |
1.5667 |
1.5660 |
| S1 |
1.5606 |
1.5606 |
1.5628 |
1.5590 |
| S2 |
1.5574 |
1.5574 |
1.5620 |
|
| S3 |
1.5481 |
1.5513 |
1.5611 |
|
| S4 |
1.5388 |
1.5420 |
1.5586 |
|
|
| 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 |
1.5729 |
1.5378 |
0.0351 |
2.2% |
0.0095 |
0.6% |
74% |
True |
False |
188,261 |
| 10 |
1.5729 |
1.5140 |
0.0589 |
3.8% |
0.0099 |
0.6% |
84% |
True |
False |
102,954 |
| 20 |
1.5729 |
1.4580 |
0.1149 |
7.3% |
0.0084 |
0.5% |
92% |
True |
False |
52,443 |
| 40 |
1.5729 |
1.4395 |
0.1334 |
8.5% |
0.0059 |
0.4% |
93% |
True |
False |
26,566 |
| 60 |
1.5729 |
1.4335 |
0.1394 |
8.9% |
0.0049 |
0.3% |
93% |
True |
False |
17,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6124 |
|
2.618 |
1.5972 |
|
1.618 |
1.5879 |
|
1.000 |
1.5822 |
|
0.618 |
1.5786 |
|
HIGH |
1.5729 |
|
0.618 |
1.5693 |
|
0.500 |
1.5683 |
|
0.382 |
1.5672 |
|
LOW |
1.5636 |
|
0.618 |
1.5579 |
|
1.000 |
1.5543 |
|
1.618 |
1.5486 |
|
2.618 |
1.5393 |
|
4.250 |
1.5241 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5683 |
1.5625 |
| PP |
1.5667 |
1.5612 |
| S1 |
1.5652 |
1.5600 |
|