CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5750 |
1.5611 |
-0.0139 |
-0.9% |
1.5366 |
| High |
1.5842 |
1.5616 |
-0.0226 |
-1.4% |
1.5765 |
| Low |
1.5716 |
1.5512 |
-0.0204 |
-1.3% |
1.5299 |
| Close |
1.5729 |
1.5548 |
-0.0181 |
-1.2% |
1.5703 |
| Range |
0.0126 |
0.0104 |
-0.0022 |
-17.5% |
0.0466 |
| ATR |
0.0121 |
0.0128 |
0.0007 |
5.7% |
0.0000 |
| Volume |
148,124 |
184,774 |
36,650 |
24.7% |
859,941 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5871 |
1.5813 |
1.5605 |
|
| R3 |
1.5767 |
1.5709 |
1.5577 |
|
| R2 |
1.5663 |
1.5663 |
1.5567 |
|
| R1 |
1.5605 |
1.5605 |
1.5558 |
1.5582 |
| PP |
1.5559 |
1.5559 |
1.5559 |
1.5547 |
| S1 |
1.5501 |
1.5501 |
1.5538 |
1.5478 |
| S2 |
1.5455 |
1.5455 |
1.5529 |
|
| S3 |
1.5351 |
1.5397 |
1.5519 |
|
| S4 |
1.5247 |
1.5293 |
1.5491 |
|
|
| 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 |
1.5512 |
0.0330 |
2.1% |
0.0100 |
0.6% |
11% |
False |
True |
176,637 |
| 10 |
1.5842 |
1.5299 |
0.0543 |
3.5% |
0.0093 |
0.6% |
46% |
False |
False |
194,131 |
| 20 |
1.5842 |
1.5133 |
0.0709 |
4.6% |
0.0093 |
0.6% |
59% |
False |
False |
136,212 |
| 40 |
1.5842 |
1.4395 |
0.1447 |
9.3% |
0.0073 |
0.5% |
80% |
False |
False |
68,627 |
| 60 |
1.5842 |
1.4395 |
0.1447 |
9.3% |
0.0060 |
0.4% |
80% |
False |
False |
45,970 |
| 80 |
1.5842 |
1.4335 |
0.1507 |
9.7% |
0.0050 |
0.3% |
80% |
False |
False |
34,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6058 |
|
2.618 |
1.5888 |
|
1.618 |
1.5784 |
|
1.000 |
1.5720 |
|
0.618 |
1.5680 |
|
HIGH |
1.5616 |
|
0.618 |
1.5576 |
|
0.500 |
1.5564 |
|
0.382 |
1.5552 |
|
LOW |
1.5512 |
|
0.618 |
1.5448 |
|
1.000 |
1.5408 |
|
1.618 |
1.5344 |
|
2.618 |
1.5240 |
|
4.250 |
1.5070 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5564 |
1.5677 |
| PP |
1.5559 |
1.5634 |
| S1 |
1.5553 |
1.5591 |
|