CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5564 |
1.5586 |
0.0022 |
0.1% |
1.5864 |
| High |
1.5632 |
1.5620 |
-0.0012 |
-0.1% |
1.5984 |
| Low |
1.5558 |
1.5566 |
0.0008 |
0.1% |
1.5558 |
| Close |
1.5562 |
1.5612 |
0.0050 |
0.3% |
1.5562 |
| Range |
0.0074 |
0.0054 |
-0.0020 |
-27.0% |
0.0426 |
| ATR |
0.0128 |
0.0123 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
341,366 |
233,861 |
-107,505 |
-31.5% |
1,302,948 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5761 |
1.5741 |
1.5642 |
|
| R3 |
1.5707 |
1.5687 |
1.5627 |
|
| R2 |
1.5653 |
1.5653 |
1.5622 |
|
| R1 |
1.5633 |
1.5633 |
1.5617 |
1.5643 |
| PP |
1.5599 |
1.5599 |
1.5599 |
1.5605 |
| S1 |
1.5579 |
1.5579 |
1.5607 |
1.5589 |
| S2 |
1.5545 |
1.5545 |
1.5602 |
|
| S3 |
1.5491 |
1.5525 |
1.5597 |
|
| S4 |
1.5437 |
1.5471 |
1.5582 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6979 |
1.6697 |
1.5796 |
|
| R3 |
1.6553 |
1.6271 |
1.5679 |
|
| R2 |
1.6127 |
1.6127 |
1.5640 |
|
| R1 |
1.5845 |
1.5845 |
1.5601 |
1.5773 |
| PP |
1.5701 |
1.5701 |
1.5701 |
1.5666 |
| S1 |
1.5419 |
1.5419 |
1.5523 |
1.5347 |
| S2 |
1.5275 |
1.5275 |
1.5484 |
|
| S3 |
1.4849 |
1.4993 |
1.5445 |
|
| S4 |
1.4423 |
1.4567 |
1.5328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5984 |
1.5558 |
0.0426 |
2.7% |
0.0092 |
0.6% |
13% |
False |
False |
247,558 |
| 10 |
1.5984 |
1.5558 |
0.0426 |
2.7% |
0.0082 |
0.5% |
13% |
False |
False |
231,885 |
| 20 |
1.5984 |
1.5478 |
0.0506 |
3.2% |
0.0089 |
0.6% |
26% |
False |
False |
205,484 |
| 40 |
1.5984 |
1.5105 |
0.0879 |
5.6% |
0.0091 |
0.6% |
58% |
False |
False |
166,257 |
| 60 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0077 |
0.5% |
77% |
False |
False |
111,171 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0066 |
0.4% |
77% |
False |
False |
83,540 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0057 |
0.4% |
77% |
False |
False |
66,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5850 |
|
2.618 |
1.5761 |
|
1.618 |
1.5707 |
|
1.000 |
1.5674 |
|
0.618 |
1.5653 |
|
HIGH |
1.5620 |
|
0.618 |
1.5599 |
|
0.500 |
1.5593 |
|
0.382 |
1.5587 |
|
LOW |
1.5566 |
|
0.618 |
1.5533 |
|
1.000 |
1.5512 |
|
1.618 |
1.5479 |
|
2.618 |
1.5425 |
|
4.250 |
1.5337 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5606 |
1.5644 |
| PP |
1.5599 |
1.5633 |
| S1 |
1.5593 |
1.5623 |
|