CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5792 |
1.5887 |
0.0095 |
0.6% |
1.5637 |
| High |
1.5792 |
1.5936 |
0.0144 |
0.9% |
1.5834 |
| Low |
1.5708 |
1.5887 |
0.0179 |
1.1% |
1.5629 |
| Close |
1.5744 |
1.5913 |
0.0169 |
1.1% |
1.5786 |
| Range |
0.0084 |
0.0049 |
-0.0035 |
-41.7% |
0.0205 |
| ATR |
0.0112 |
0.0118 |
0.0006 |
5.1% |
0.0000 |
| Volume |
183,899 |
173,721 |
-10,178 |
-5.5% |
795,046 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6059 |
1.6035 |
1.5940 |
|
| R3 |
1.6010 |
1.5986 |
1.5926 |
|
| R2 |
1.5961 |
1.5961 |
1.5922 |
|
| R1 |
1.5937 |
1.5937 |
1.5917 |
1.5949 |
| PP |
1.5912 |
1.5912 |
1.5912 |
1.5918 |
| S1 |
1.5888 |
1.5888 |
1.5909 |
1.5900 |
| S2 |
1.5863 |
1.5863 |
1.5904 |
|
| S3 |
1.5814 |
1.5839 |
1.5900 |
|
| S4 |
1.5765 |
1.5790 |
1.5886 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6365 |
1.6280 |
1.5899 |
|
| R3 |
1.6160 |
1.6075 |
1.5842 |
|
| R2 |
1.5955 |
1.5955 |
1.5824 |
|
| R1 |
1.5870 |
1.5870 |
1.5805 |
1.5913 |
| PP |
1.5750 |
1.5750 |
1.5750 |
1.5771 |
| S1 |
1.5665 |
1.5665 |
1.5767 |
1.5708 |
| S2 |
1.5545 |
1.5545 |
1.5748 |
|
| S3 |
1.5340 |
1.5460 |
1.5730 |
|
| S4 |
1.5135 |
1.5255 |
1.5673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5936 |
1.5680 |
0.0256 |
1.6% |
0.0083 |
0.5% |
91% |
True |
False |
182,296 |
| 10 |
1.5936 |
1.5478 |
0.0458 |
2.9% |
0.0089 |
0.6% |
95% |
True |
False |
174,276 |
| 20 |
1.5936 |
1.5299 |
0.0637 |
4.0% |
0.0091 |
0.6% |
96% |
True |
False |
182,743 |
| 40 |
1.5936 |
1.4580 |
0.1356 |
8.5% |
0.0088 |
0.6% |
98% |
True |
False |
117,593 |
| 60 |
1.5936 |
1.4395 |
0.1541 |
9.7% |
0.0070 |
0.4% |
99% |
True |
False |
78,625 |
| 80 |
1.5936 |
1.4335 |
0.1601 |
10.1% |
0.0060 |
0.4% |
99% |
True |
False |
59,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6144 |
|
2.618 |
1.6064 |
|
1.618 |
1.6015 |
|
1.000 |
1.5985 |
|
0.618 |
1.5966 |
|
HIGH |
1.5936 |
|
0.618 |
1.5917 |
|
0.500 |
1.5912 |
|
0.382 |
1.5906 |
|
LOW |
1.5887 |
|
0.618 |
1.5857 |
|
1.000 |
1.5838 |
|
1.618 |
1.5808 |
|
2.618 |
1.5759 |
|
4.250 |
1.5679 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5913 |
1.5883 |
| PP |
1.5912 |
1.5852 |
| S1 |
1.5912 |
1.5822 |
|