CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5864 |
1.5880 |
0.0016 |
0.1% |
1.5811 |
| High |
1.5910 |
1.5984 |
0.0074 |
0.5% |
1.5936 |
| Low |
1.5846 |
1.5863 |
0.0017 |
0.1% |
1.5680 |
| Close |
1.5882 |
1.5964 |
0.0082 |
0.5% |
1.5767 |
| Range |
0.0064 |
0.0121 |
0.0057 |
89.1% |
0.0256 |
| ATR |
0.0121 |
0.0121 |
0.0000 |
0.0% |
0.0000 |
| Volume |
299,015 |
177,273 |
-121,742 |
-40.7% |
953,086 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6300 |
1.6253 |
1.6031 |
|
| R3 |
1.6179 |
1.6132 |
1.5997 |
|
| R2 |
1.6058 |
1.6058 |
1.5986 |
|
| R1 |
1.6011 |
1.6011 |
1.5975 |
1.6035 |
| PP |
1.5937 |
1.5937 |
1.5937 |
1.5949 |
| S1 |
1.5890 |
1.5890 |
1.5953 |
1.5914 |
| S2 |
1.5816 |
1.5816 |
1.5942 |
|
| S3 |
1.5695 |
1.5769 |
1.5931 |
|
| S4 |
1.5574 |
1.5648 |
1.5897 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6562 |
1.6421 |
1.5908 |
|
| R3 |
1.6306 |
1.6165 |
1.5837 |
|
| R2 |
1.6050 |
1.6050 |
1.5814 |
|
| R1 |
1.5909 |
1.5909 |
1.5790 |
1.5852 |
| PP |
1.5794 |
1.5794 |
1.5794 |
1.5766 |
| S1 |
1.5653 |
1.5653 |
1.5744 |
1.5596 |
| S2 |
1.5538 |
1.5538 |
1.5720 |
|
| S3 |
1.5282 |
1.5397 |
1.5697 |
|
| S4 |
1.5026 |
1.5141 |
1.5626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5984 |
1.5680 |
0.0304 |
1.9% |
0.0079 |
0.5% |
93% |
True |
False |
214,887 |
| 10 |
1.5984 |
1.5678 |
0.0306 |
1.9% |
0.0090 |
0.6% |
93% |
True |
False |
194,103 |
| 20 |
1.5984 |
1.5478 |
0.0506 |
3.2% |
0.0092 |
0.6% |
96% |
True |
False |
187,379 |
| 40 |
1.5984 |
1.4822 |
0.1162 |
7.3% |
0.0091 |
0.6% |
98% |
True |
False |
140,005 |
| 60 |
1.5984 |
1.4395 |
0.1589 |
10.0% |
0.0073 |
0.5% |
99% |
True |
False |
93,566 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.0% |
0.0063 |
0.4% |
99% |
True |
False |
70,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6498 |
|
2.618 |
1.6301 |
|
1.618 |
1.6180 |
|
1.000 |
1.6105 |
|
0.618 |
1.6059 |
|
HIGH |
1.5984 |
|
0.618 |
1.5938 |
|
0.500 |
1.5924 |
|
0.382 |
1.5909 |
|
LOW |
1.5863 |
|
0.618 |
1.5788 |
|
1.000 |
1.5742 |
|
1.618 |
1.5667 |
|
2.618 |
1.5546 |
|
4.250 |
1.5349 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5951 |
1.5920 |
| PP |
1.5937 |
1.5876 |
| S1 |
1.5924 |
1.5832 |
|