CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5757 |
1.5750 |
-0.0007 |
0.0% |
1.5366 |
| High |
1.5760 |
1.5842 |
0.0082 |
0.5% |
1.5765 |
| Low |
1.5695 |
1.5716 |
0.0021 |
0.1% |
1.5299 |
| Close |
1.5703 |
1.5729 |
0.0026 |
0.2% |
1.5703 |
| Range |
0.0065 |
0.0126 |
0.0061 |
93.8% |
0.0466 |
| ATR |
0.0119 |
0.0121 |
0.0001 |
1.2% |
0.0000 |
| Volume |
182,881 |
148,124 |
-34,757 |
-19.0% |
859,941 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6140 |
1.6061 |
1.5798 |
|
| R3 |
1.6014 |
1.5935 |
1.5764 |
|
| R2 |
1.5888 |
1.5888 |
1.5752 |
|
| R1 |
1.5809 |
1.5809 |
1.5741 |
1.5786 |
| PP |
1.5762 |
1.5762 |
1.5762 |
1.5751 |
| S1 |
1.5683 |
1.5683 |
1.5717 |
1.5660 |
| S2 |
1.5636 |
1.5636 |
1.5706 |
|
| S3 |
1.5510 |
1.5557 |
1.5694 |
|
| S4 |
1.5384 |
1.5431 |
1.5660 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6987 |
1.6811 |
1.5959 |
|
| R3 |
1.6521 |
1.6345 |
1.5831 |
|
| R2 |
1.6055 |
1.6055 |
1.5788 |
|
| R1 |
1.5879 |
1.5879 |
1.5746 |
1.5967 |
| PP |
1.5589 |
1.5589 |
1.5589 |
1.5633 |
| S1 |
1.5413 |
1.5413 |
1.5660 |
1.5501 |
| S2 |
1.5123 |
1.5123 |
1.5618 |
|
| S3 |
1.4657 |
1.4947 |
1.5575 |
|
| S4 |
1.4191 |
1.4481 |
1.5447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5842 |
1.5500 |
0.0342 |
2.2% |
0.0090 |
0.6% |
67% |
True |
False |
159,059 |
| 10 |
1.5842 |
1.5299 |
0.0543 |
3.5% |
0.0092 |
0.6% |
79% |
True |
False |
204,908 |
| 20 |
1.5842 |
1.5105 |
0.0737 |
4.7% |
0.0093 |
0.6% |
85% |
True |
False |
127,030 |
| 40 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0072 |
0.5% |
92% |
True |
False |
64,014 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.2% |
0.0059 |
0.4% |
92% |
True |
False |
42,892 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.6% |
0.0049 |
0.3% |
93% |
True |
False |
32,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6378 |
|
2.618 |
1.6172 |
|
1.618 |
1.6046 |
|
1.000 |
1.5968 |
|
0.618 |
1.5920 |
|
HIGH |
1.5842 |
|
0.618 |
1.5794 |
|
0.500 |
1.5779 |
|
0.382 |
1.5764 |
|
LOW |
1.5716 |
|
0.618 |
1.5638 |
|
1.000 |
1.5590 |
|
1.618 |
1.5512 |
|
2.618 |
1.5386 |
|
4.250 |
1.5181 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5779 |
1.5756 |
| PP |
1.5762 |
1.5747 |
| S1 |
1.5746 |
1.5738 |
|