CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5887 |
1.5844 |
-0.0043 |
-0.3% |
1.5637 |
| High |
1.5936 |
1.5903 |
-0.0033 |
-0.2% |
1.5834 |
| Low |
1.5887 |
1.5835 |
-0.0052 |
-0.3% |
1.5629 |
| Close |
1.5913 |
1.5849 |
-0.0064 |
-0.4% |
1.5786 |
| Range |
0.0049 |
0.0068 |
0.0019 |
38.8% |
0.0205 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
173,721 |
203,898 |
30,177 |
17.4% |
795,046 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6066 |
1.6026 |
1.5886 |
|
| R3 |
1.5998 |
1.5958 |
1.5868 |
|
| R2 |
1.5930 |
1.5930 |
1.5861 |
|
| R1 |
1.5890 |
1.5890 |
1.5855 |
1.5910 |
| PP |
1.5862 |
1.5862 |
1.5862 |
1.5873 |
| S1 |
1.5822 |
1.5822 |
1.5843 |
1.5842 |
| S2 |
1.5794 |
1.5794 |
1.5837 |
|
| S3 |
1.5726 |
1.5754 |
1.5830 |
|
| S4 |
1.5658 |
1.5686 |
1.5812 |
|
|
| 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 |
1.5708 |
0.0228 |
1.4% |
0.0066 |
0.4% |
62% |
False |
False |
190,568 |
| 10 |
1.5936 |
1.5629 |
0.0307 |
1.9% |
0.0080 |
0.5% |
72% |
False |
False |
175,002 |
| 20 |
1.5936 |
1.5299 |
0.0637 |
4.0% |
0.0087 |
0.5% |
86% |
False |
False |
180,346 |
| 40 |
1.5936 |
1.4675 |
0.1261 |
8.0% |
0.0087 |
0.6% |
93% |
False |
False |
122,663 |
| 60 |
1.5936 |
1.4395 |
0.1541 |
9.7% |
0.0069 |
0.4% |
94% |
False |
False |
82,015 |
| 80 |
1.5936 |
1.4357 |
0.1579 |
10.0% |
0.0060 |
0.4% |
94% |
False |
False |
61,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6192 |
|
2.618 |
1.6081 |
|
1.618 |
1.6013 |
|
1.000 |
1.5971 |
|
0.618 |
1.5945 |
|
HIGH |
1.5903 |
|
0.618 |
1.5877 |
|
0.500 |
1.5869 |
|
0.382 |
1.5861 |
|
LOW |
1.5835 |
|
0.618 |
1.5793 |
|
1.000 |
1.5767 |
|
1.618 |
1.5725 |
|
2.618 |
1.5657 |
|
4.250 |
1.5546 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5869 |
1.5840 |
| PP |
1.5862 |
1.5831 |
| S1 |
1.5856 |
1.5822 |
|