CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5699 |
1.5648 |
-0.0051 |
-0.3% |
1.5292 |
| High |
1.5729 |
1.5665 |
-0.0064 |
-0.4% |
1.5620 |
| Low |
1.5636 |
1.5516 |
-0.0120 |
-0.8% |
1.5216 |
| Close |
1.5637 |
1.5544 |
-0.0093 |
-0.6% |
1.5590 |
| Range |
0.0093 |
0.0149 |
0.0056 |
60.2% |
0.0404 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
3.1% |
0.0000 |
| Volume |
250,130 |
251,838 |
1,708 |
0.7% |
462,933 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6022 |
1.5932 |
1.5626 |
|
| R3 |
1.5873 |
1.5783 |
1.5585 |
|
| R2 |
1.5724 |
1.5724 |
1.5571 |
|
| R1 |
1.5634 |
1.5634 |
1.5558 |
1.5605 |
| PP |
1.5575 |
1.5575 |
1.5575 |
1.5560 |
| S1 |
1.5485 |
1.5485 |
1.5530 |
1.5456 |
| S2 |
1.5426 |
1.5426 |
1.5517 |
|
| S3 |
1.5277 |
1.5336 |
1.5503 |
|
| S4 |
1.5128 |
1.5187 |
1.5462 |
|
|
| 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 |
1.5470 |
0.0259 |
1.7% |
0.0109 |
0.7% |
29% |
False |
False |
225,595 |
| 10 |
1.5729 |
1.5216 |
0.0513 |
3.3% |
0.0105 |
0.7% |
64% |
False |
False |
127,714 |
| 20 |
1.5729 |
1.4675 |
0.1054 |
6.8% |
0.0088 |
0.6% |
82% |
False |
False |
64,980 |
| 40 |
1.5729 |
1.4395 |
0.1334 |
8.6% |
0.0061 |
0.4% |
86% |
False |
False |
32,850 |
| 60 |
1.5729 |
1.4357 |
0.1372 |
8.8% |
0.0052 |
0.3% |
87% |
False |
False |
22,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6298 |
|
2.618 |
1.6055 |
|
1.618 |
1.5906 |
|
1.000 |
1.5814 |
|
0.618 |
1.5757 |
|
HIGH |
1.5665 |
|
0.618 |
1.5608 |
|
0.500 |
1.5591 |
|
0.382 |
1.5573 |
|
LOW |
1.5516 |
|
0.618 |
1.5424 |
|
1.000 |
1.5367 |
|
1.618 |
1.5275 |
|
2.618 |
1.5126 |
|
4.250 |
1.4883 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5591 |
1.5623 |
| PP |
1.5575 |
1.5596 |
| S1 |
1.5560 |
1.5570 |
|