CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5439 |
1.5414 |
-0.0025 |
-0.2% |
1.5430 |
| High |
1.5452 |
1.5544 |
0.0092 |
0.6% |
1.5560 |
| Low |
1.5395 |
1.5414 |
0.0019 |
0.1% |
1.5288 |
| Close |
1.5452 |
1.5512 |
0.0060 |
0.4% |
1.5452 |
| Range |
0.0057 |
0.0130 |
0.0073 |
128.1% |
0.0272 |
| ATR |
0.0121 |
0.0121 |
0.0001 |
0.6% |
0.0000 |
| Volume |
289,995 |
179,763 |
-110,232 |
-38.0% |
1,118,993 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5880 |
1.5826 |
1.5584 |
|
| R3 |
1.5750 |
1.5696 |
1.5548 |
|
| R2 |
1.5620 |
1.5620 |
1.5536 |
|
| R1 |
1.5566 |
1.5566 |
1.5524 |
1.5593 |
| PP |
1.5490 |
1.5490 |
1.5490 |
1.5504 |
| S1 |
1.5436 |
1.5436 |
1.5500 |
1.5463 |
| S2 |
1.5360 |
1.5360 |
1.5488 |
|
| S3 |
1.5230 |
1.5306 |
1.5476 |
|
| S4 |
1.5100 |
1.5176 |
1.5441 |
|
|
| 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% |
0.0087 |
0.6% |
82% |
False |
False |
206,148 |
| 10 |
1.5610 |
1.5288 |
0.0322 |
2.1% |
0.0089 |
0.6% |
70% |
False |
False |
217,713 |
| 20 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0086 |
0.6% |
32% |
False |
False |
224,799 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0090 |
0.6% |
32% |
False |
False |
208,397 |
| 60 |
1.5984 |
1.4580 |
0.1404 |
9.1% |
0.0086 |
0.6% |
66% |
False |
False |
147,397 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0073 |
0.5% |
70% |
False |
False |
110,719 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0064 |
0.4% |
71% |
False |
False |
88,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6097 |
|
2.618 |
1.5884 |
|
1.618 |
1.5754 |
|
1.000 |
1.5674 |
|
0.618 |
1.5624 |
|
HIGH |
1.5544 |
|
0.618 |
1.5494 |
|
0.500 |
1.5479 |
|
0.382 |
1.5464 |
|
LOW |
1.5414 |
|
0.618 |
1.5334 |
|
1.000 |
1.5284 |
|
1.618 |
1.5204 |
|
2.618 |
1.5074 |
|
4.250 |
1.4862 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5501 |
1.5480 |
| PP |
1.5490 |
1.5448 |
| S1 |
1.5479 |
1.5416 |
|