CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5880 |
1.5915 |
0.0035 |
0.2% |
1.5811 |
| High |
1.5984 |
1.5918 |
-0.0066 |
-0.4% |
1.5936 |
| Low |
1.5863 |
1.5830 |
-0.0033 |
-0.2% |
1.5680 |
| Close |
1.5964 |
1.5859 |
-0.0105 |
-0.7% |
1.5767 |
| Range |
0.0121 |
0.0088 |
-0.0033 |
-27.3% |
0.0256 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.8% |
0.0000 |
| Volume |
177,273 |
273,206 |
95,933 |
54.1% |
953,086 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6133 |
1.6084 |
1.5907 |
|
| R3 |
1.6045 |
1.5996 |
1.5883 |
|
| R2 |
1.5957 |
1.5957 |
1.5875 |
|
| R1 |
1.5908 |
1.5908 |
1.5867 |
1.5889 |
| PP |
1.5869 |
1.5869 |
1.5869 |
1.5859 |
| S1 |
1.5820 |
1.5820 |
1.5851 |
1.5801 |
| S2 |
1.5781 |
1.5781 |
1.5843 |
|
| S3 |
1.5693 |
1.5732 |
1.5835 |
|
| S4 |
1.5605 |
1.5644 |
1.5811 |
|
|
| 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% |
0.0087 |
0.5% |
59% |
False |
False |
234,784 |
| 10 |
1.5984 |
1.5680 |
0.0304 |
1.9% |
0.0085 |
0.5% |
59% |
False |
False |
208,540 |
| 20 |
1.5984 |
1.5478 |
0.0506 |
3.2% |
0.0090 |
0.6% |
75% |
False |
False |
193,023 |
| 40 |
1.5984 |
1.4965 |
0.1019 |
6.4% |
0.0091 |
0.6% |
88% |
False |
False |
146,823 |
| 60 |
1.5984 |
1.4395 |
0.1589 |
10.0% |
0.0074 |
0.5% |
92% |
False |
False |
98,108 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.0% |
0.0064 |
0.4% |
92% |
False |
False |
73,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6292 |
|
2.618 |
1.6148 |
|
1.618 |
1.6060 |
|
1.000 |
1.6006 |
|
0.618 |
1.5972 |
|
HIGH |
1.5918 |
|
0.618 |
1.5884 |
|
0.500 |
1.5874 |
|
0.382 |
1.5864 |
|
LOW |
1.5830 |
|
0.618 |
1.5776 |
|
1.000 |
1.5742 |
|
1.618 |
1.5688 |
|
2.618 |
1.5600 |
|
4.250 |
1.5456 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5874 |
1.5907 |
| PP |
1.5869 |
1.5891 |
| S1 |
1.5864 |
1.5875 |
|