CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5414 |
1.5446 |
0.0032 |
0.2% |
1.5430 |
| High |
1.5544 |
1.5497 |
-0.0047 |
-0.3% |
1.5560 |
| Low |
1.5414 |
1.5407 |
-0.0007 |
0.0% |
1.5288 |
| Close |
1.5512 |
1.5454 |
-0.0058 |
-0.4% |
1.5452 |
| Range |
0.0130 |
0.0090 |
-0.0040 |
-30.8% |
0.0272 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
179,763 |
208,153 |
28,390 |
15.8% |
1,118,993 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5723 |
1.5678 |
1.5504 |
|
| R3 |
1.5633 |
1.5588 |
1.5479 |
|
| R2 |
1.5543 |
1.5543 |
1.5471 |
|
| R1 |
1.5498 |
1.5498 |
1.5462 |
1.5521 |
| PP |
1.5453 |
1.5453 |
1.5453 |
1.5464 |
| S1 |
1.5408 |
1.5408 |
1.5446 |
1.5431 |
| S2 |
1.5363 |
1.5363 |
1.5438 |
|
| S3 |
1.5273 |
1.5318 |
1.5429 |
|
| S4 |
1.5183 |
1.5228 |
1.5405 |
|
|
| 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 |
1.5544 |
1.5288 |
0.0256 |
1.7% |
0.0092 |
0.6% |
65% |
False |
False |
220,349 |
| 10 |
1.5610 |
1.5288 |
0.0322 |
2.1% |
0.0092 |
0.6% |
52% |
False |
False |
221,537 |
| 20 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0086 |
0.6% |
24% |
False |
False |
226,012 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0090 |
0.6% |
24% |
False |
False |
206,287 |
| 60 |
1.5984 |
1.4580 |
0.1404 |
9.1% |
0.0087 |
0.6% |
62% |
False |
False |
150,858 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0074 |
0.5% |
67% |
False |
False |
113,308 |
| 100 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0065 |
0.4% |
68% |
False |
False |
90,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5880 |
|
2.618 |
1.5733 |
|
1.618 |
1.5643 |
|
1.000 |
1.5587 |
|
0.618 |
1.5553 |
|
HIGH |
1.5497 |
|
0.618 |
1.5463 |
|
0.500 |
1.5452 |
|
0.382 |
1.5441 |
|
LOW |
1.5407 |
|
0.618 |
1.5351 |
|
1.000 |
1.5317 |
|
1.618 |
1.5261 |
|
2.618 |
1.5171 |
|
4.250 |
1.5025 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5453 |
1.5470 |
| PP |
1.5453 |
1.5464 |
| S1 |
1.5452 |
1.5459 |
|