CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5315 |
1.5439 |
0.0124 |
0.8% |
1.5430 |
| High |
1.5410 |
1.5452 |
0.0042 |
0.3% |
1.5560 |
| Low |
1.5288 |
1.5395 |
0.0107 |
0.7% |
1.5288 |
| Close |
1.5375 |
1.5452 |
0.0077 |
0.5% |
1.5452 |
| Range |
0.0122 |
0.0057 |
-0.0065 |
-53.3% |
0.0272 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
226,968 |
289,995 |
63,027 |
27.8% |
1,118,993 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5604 |
1.5585 |
1.5483 |
|
| R3 |
1.5547 |
1.5528 |
1.5468 |
|
| R2 |
1.5490 |
1.5490 |
1.5462 |
|
| R1 |
1.5471 |
1.5471 |
1.5457 |
1.5481 |
| PP |
1.5433 |
1.5433 |
1.5433 |
1.5438 |
| S1 |
1.5414 |
1.5414 |
1.5447 |
1.5424 |
| S2 |
1.5376 |
1.5376 |
1.5442 |
|
| S3 |
1.5319 |
1.5357 |
1.5436 |
|
| S4 |
1.5262 |
1.5300 |
1.5421 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6249 |
1.6123 |
1.5602 |
|
| R3 |
1.5977 |
1.5851 |
1.5527 |
|
| R2 |
1.5705 |
1.5705 |
1.5502 |
|
| R1 |
1.5579 |
1.5579 |
1.5477 |
1.5642 |
| PP |
1.5433 |
1.5433 |
1.5433 |
1.5465 |
| S1 |
1.5307 |
1.5307 |
1.5427 |
1.5370 |
| S2 |
1.5161 |
1.5161 |
1.5402 |
|
| S3 |
1.4889 |
1.5035 |
1.5377 |
|
| S4 |
1.4617 |
1.4763 |
1.5302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5560 |
1.5288 |
0.0272 |
1.8% |
0.0077 |
0.5% |
60% |
False |
False |
223,798 |
| 10 |
1.5620 |
1.5288 |
0.0332 |
2.1% |
0.0082 |
0.5% |
49% |
False |
False |
223,123 |
| 20 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0083 |
0.5% |
24% |
False |
False |
224,363 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0090 |
0.6% |
24% |
False |
False |
209,113 |
| 60 |
1.5984 |
1.4520 |
0.1464 |
9.5% |
0.0084 |
0.5% |
64% |
False |
False |
144,405 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0074 |
0.5% |
67% |
False |
False |
108,484 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0063 |
0.4% |
68% |
False |
False |
86,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5694 |
|
2.618 |
1.5601 |
|
1.618 |
1.5544 |
|
1.000 |
1.5509 |
|
0.618 |
1.5487 |
|
HIGH |
1.5452 |
|
0.618 |
1.5430 |
|
0.500 |
1.5424 |
|
0.382 |
1.5417 |
|
LOW |
1.5395 |
|
0.618 |
1.5360 |
|
1.000 |
1.5338 |
|
1.618 |
1.5303 |
|
2.618 |
1.5246 |
|
4.250 |
1.5153 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5443 |
1.5425 |
| PP |
1.5433 |
1.5397 |
| S1 |
1.5424 |
1.5370 |
|