CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5648 |
1.5369 |
-0.0279 |
-1.8% |
1.5292 |
| High |
1.5665 |
1.5390 |
-0.0275 |
-1.8% |
1.5620 |
| Low |
1.5516 |
1.5339 |
-0.0177 |
-1.1% |
1.5216 |
| Close |
1.5544 |
1.5361 |
-0.0183 |
-1.2% |
1.5590 |
| Range |
0.0149 |
0.0051 |
-0.0098 |
-65.8% |
0.0404 |
| ATR |
0.0107 |
0.0114 |
0.0007 |
6.5% |
0.0000 |
| Volume |
251,838 |
246,508 |
-5,330 |
-2.1% |
462,933 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5516 |
1.5490 |
1.5389 |
|
| R3 |
1.5465 |
1.5439 |
1.5375 |
|
| R2 |
1.5414 |
1.5414 |
1.5370 |
|
| R1 |
1.5388 |
1.5388 |
1.5366 |
1.5376 |
| PP |
1.5363 |
1.5363 |
1.5363 |
1.5357 |
| S1 |
1.5337 |
1.5337 |
1.5356 |
1.5325 |
| S2 |
1.5312 |
1.5312 |
1.5352 |
|
| S3 |
1.5261 |
1.5286 |
1.5347 |
|
| S4 |
1.5210 |
1.5235 |
1.5333 |
|
|
| 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 |
1.5339 |
0.0390 |
2.5% |
0.0108 |
0.7% |
6% |
False |
True |
249,882 |
| 10 |
1.5729 |
1.5216 |
0.0513 |
3.3% |
0.0103 |
0.7% |
28% |
False |
False |
151,690 |
| 20 |
1.5729 |
1.4755 |
0.0974 |
6.3% |
0.0086 |
0.6% |
62% |
False |
False |
77,249 |
| 40 |
1.5729 |
1.4395 |
0.1334 |
8.7% |
0.0061 |
0.4% |
72% |
False |
False |
38,987 |
| 60 |
1.5729 |
1.4395 |
0.1334 |
8.7% |
0.0052 |
0.3% |
72% |
False |
False |
26,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5607 |
|
2.618 |
1.5524 |
|
1.618 |
1.5473 |
|
1.000 |
1.5441 |
|
0.618 |
1.5422 |
|
HIGH |
1.5390 |
|
0.618 |
1.5371 |
|
0.500 |
1.5365 |
|
0.382 |
1.5358 |
|
LOW |
1.5339 |
|
0.618 |
1.5307 |
|
1.000 |
1.5288 |
|
1.618 |
1.5256 |
|
2.618 |
1.5205 |
|
4.250 |
1.5122 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5365 |
1.5534 |
| PP |
1.5363 |
1.5476 |
| S1 |
1.5362 |
1.5419 |
|