CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5369 |
1.5366 |
-0.0003 |
0.0% |
1.5694 |
| High |
1.5390 |
1.5380 |
-0.0010 |
-0.1% |
1.5729 |
| Low |
1.5339 |
1.5299 |
-0.0040 |
-0.3% |
1.5339 |
| Close |
1.5361 |
1.5351 |
-0.0010 |
-0.1% |
1.5361 |
| Range |
0.0051 |
0.0081 |
0.0030 |
58.8% |
0.0390 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
246,508 |
212,770 |
-33,738 |
-13.7% |
1,041,018 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5586 |
1.5550 |
1.5396 |
|
| R3 |
1.5505 |
1.5469 |
1.5373 |
|
| R2 |
1.5424 |
1.5424 |
1.5366 |
|
| R1 |
1.5388 |
1.5388 |
1.5358 |
1.5366 |
| PP |
1.5343 |
1.5343 |
1.5343 |
1.5332 |
| S1 |
1.5307 |
1.5307 |
1.5344 |
1.5285 |
| S2 |
1.5262 |
1.5262 |
1.5336 |
|
| S3 |
1.5181 |
1.5226 |
1.5329 |
|
| S4 |
1.5100 |
1.5145 |
1.5306 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6646 |
1.6394 |
1.5576 |
|
| R3 |
1.6256 |
1.6004 |
1.5468 |
|
| R2 |
1.5866 |
1.5866 |
1.5433 |
|
| R1 |
1.5614 |
1.5614 |
1.5397 |
1.5545 |
| PP |
1.5476 |
1.5476 |
1.5476 |
1.5442 |
| S1 |
1.5224 |
1.5224 |
1.5325 |
1.5155 |
| S2 |
1.5086 |
1.5086 |
1.5290 |
|
| S3 |
1.4696 |
1.4834 |
1.5254 |
|
| S4 |
1.4306 |
1.4444 |
1.5147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5729 |
1.5299 |
0.0430 |
2.8% |
0.0094 |
0.6% |
12% |
False |
True |
250,757 |
| 10 |
1.5729 |
1.5216 |
0.0513 |
3.3% |
0.0099 |
0.6% |
26% |
False |
False |
171,672 |
| 20 |
1.5729 |
1.4755 |
0.0974 |
6.3% |
0.0088 |
0.6% |
61% |
False |
False |
87,848 |
| 40 |
1.5729 |
1.4395 |
0.1334 |
8.7% |
0.0063 |
0.4% |
72% |
False |
False |
44,255 |
| 60 |
1.5729 |
1.4395 |
0.1334 |
8.7% |
0.0053 |
0.3% |
72% |
False |
False |
29,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5724 |
|
2.618 |
1.5592 |
|
1.618 |
1.5511 |
|
1.000 |
1.5461 |
|
0.618 |
1.5430 |
|
HIGH |
1.5380 |
|
0.618 |
1.5349 |
|
0.500 |
1.5340 |
|
0.382 |
1.5330 |
|
LOW |
1.5299 |
|
0.618 |
1.5249 |
|
1.000 |
1.5218 |
|
1.618 |
1.5168 |
|
2.618 |
1.5087 |
|
4.250 |
1.4955 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5347 |
1.5482 |
| PP |
1.5343 |
1.5438 |
| S1 |
1.5340 |
1.5395 |
|