CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5513 |
1.5485 |
-0.0028 |
-0.2% |
1.5864 |
| High |
1.5610 |
1.5490 |
-0.0120 |
-0.8% |
1.5984 |
| Low |
1.5500 |
1.5403 |
-0.0097 |
-0.6% |
1.5558 |
| Close |
1.5609 |
1.5430 |
-0.0179 |
-1.1% |
1.5562 |
| Range |
0.0110 |
0.0087 |
-0.0023 |
-20.9% |
0.0426 |
| ATR |
0.0120 |
0.0126 |
0.0006 |
5.1% |
0.0000 |
| Volume |
209,822 |
282,480 |
72,658 |
34.6% |
1,302,948 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5702 |
1.5653 |
1.5478 |
|
| R3 |
1.5615 |
1.5566 |
1.5454 |
|
| R2 |
1.5528 |
1.5528 |
1.5446 |
|
| R1 |
1.5479 |
1.5479 |
1.5438 |
1.5460 |
| PP |
1.5441 |
1.5441 |
1.5441 |
1.5432 |
| S1 |
1.5392 |
1.5392 |
1.5422 |
1.5373 |
| S2 |
1.5354 |
1.5354 |
1.5414 |
|
| S3 |
1.5267 |
1.5305 |
1.5406 |
|
| S4 |
1.5180 |
1.5218 |
1.5382 |
|
|
| 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 |
1.5632 |
1.5403 |
0.0229 |
1.5% |
0.0078 |
0.5% |
12% |
False |
True |
247,488 |
| 10 |
1.5984 |
1.5403 |
0.0581 |
3.8% |
0.0088 |
0.6% |
5% |
False |
True |
241,955 |
| 20 |
1.5984 |
1.5403 |
0.0581 |
3.8% |
0.0084 |
0.5% |
5% |
False |
True |
208,478 |
| 40 |
1.5984 |
1.5216 |
0.0768 |
5.0% |
0.0092 |
0.6% |
28% |
False |
False |
182,590 |
| 60 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0080 |
0.5% |
65% |
False |
False |
122,196 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0069 |
0.4% |
65% |
False |
False |
91,810 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0059 |
0.4% |
66% |
False |
False |
73,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5860 |
|
2.618 |
1.5718 |
|
1.618 |
1.5631 |
|
1.000 |
1.5577 |
|
0.618 |
1.5544 |
|
HIGH |
1.5490 |
|
0.618 |
1.5457 |
|
0.500 |
1.5447 |
|
0.382 |
1.5436 |
|
LOW |
1.5403 |
|
0.618 |
1.5349 |
|
1.000 |
1.5316 |
|
1.618 |
1.5262 |
|
2.618 |
1.5175 |
|
4.250 |
1.5033 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5447 |
1.5507 |
| PP |
1.5441 |
1.5481 |
| S1 |
1.5436 |
1.5456 |
|