CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5586 |
1.5538 |
-0.0048 |
-0.3% |
1.5864 |
| High |
1.5620 |
1.5585 |
-0.0035 |
-0.2% |
1.5984 |
| Low |
1.5566 |
1.5520 |
-0.0046 |
-0.3% |
1.5558 |
| Close |
1.5612 |
1.5531 |
-0.0081 |
-0.5% |
1.5562 |
| Range |
0.0054 |
0.0065 |
0.0011 |
20.4% |
0.0426 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
233,861 |
169,914 |
-63,947 |
-27.3% |
1,302,948 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5740 |
1.5701 |
1.5567 |
|
| R3 |
1.5675 |
1.5636 |
1.5549 |
|
| R2 |
1.5610 |
1.5610 |
1.5543 |
|
| R1 |
1.5571 |
1.5571 |
1.5537 |
1.5558 |
| PP |
1.5545 |
1.5545 |
1.5545 |
1.5539 |
| S1 |
1.5506 |
1.5506 |
1.5525 |
1.5493 |
| S2 |
1.5480 |
1.5480 |
1.5519 |
|
| S3 |
1.5415 |
1.5441 |
1.5513 |
|
| S4 |
1.5350 |
1.5376 |
1.5495 |
|
|
| 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 |
1.5918 |
1.5520 |
0.0398 |
2.6% |
0.0081 |
0.5% |
3% |
False |
True |
246,087 |
| 10 |
1.5984 |
1.5520 |
0.0464 |
3.0% |
0.0080 |
0.5% |
2% |
False |
True |
230,487 |
| 20 |
1.5984 |
1.5478 |
0.0506 |
3.3% |
0.0087 |
0.6% |
10% |
False |
False |
204,741 |
| 40 |
1.5984 |
1.5133 |
0.0851 |
5.5% |
0.0090 |
0.6% |
47% |
False |
False |
170,477 |
| 60 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0078 |
0.5% |
71% |
False |
False |
113,998 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0067 |
0.4% |
71% |
False |
False |
85,663 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0058 |
0.4% |
73% |
False |
False |
68,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5861 |
|
2.618 |
1.5755 |
|
1.618 |
1.5690 |
|
1.000 |
1.5650 |
|
0.618 |
1.5625 |
|
HIGH |
1.5585 |
|
0.618 |
1.5560 |
|
0.500 |
1.5553 |
|
0.382 |
1.5545 |
|
LOW |
1.5520 |
|
0.618 |
1.5480 |
|
1.000 |
1.5455 |
|
1.618 |
1.5415 |
|
2.618 |
1.5350 |
|
4.250 |
1.5244 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5553 |
1.5576 |
| PP |
1.5545 |
1.5561 |
| S1 |
1.5538 |
1.5546 |
|