CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5414 |
1.5453 |
0.0039 |
0.3% |
1.5430 |
| High |
1.5458 |
1.5491 |
0.0033 |
0.2% |
1.5560 |
| Low |
1.5414 |
1.5398 |
-0.0016 |
-0.1% |
1.5288 |
| Close |
1.5434 |
1.5430 |
-0.0004 |
0.0% |
1.5452 |
| Range |
0.0044 |
0.0093 |
0.0049 |
111.4% |
0.0272 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
233,436 |
195,111 |
-38,325 |
-16.4% |
1,118,993 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5719 |
1.5667 |
1.5481 |
|
| R3 |
1.5626 |
1.5574 |
1.5456 |
|
| R2 |
1.5533 |
1.5533 |
1.5447 |
|
| R1 |
1.5481 |
1.5481 |
1.5439 |
1.5461 |
| PP |
1.5440 |
1.5440 |
1.5440 |
1.5429 |
| S1 |
1.5388 |
1.5388 |
1.5421 |
1.5368 |
| S2 |
1.5347 |
1.5347 |
1.5413 |
|
| S3 |
1.5254 |
1.5295 |
1.5404 |
|
| S4 |
1.5161 |
1.5202 |
1.5379 |
|
|
| 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 |
1.5395 |
0.0149 |
1.0% |
0.0083 |
0.5% |
23% |
False |
False |
221,291 |
| 10 |
1.5560 |
1.5288 |
0.0272 |
1.8% |
0.0086 |
0.6% |
52% |
False |
False |
215,162 |
| 20 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0087 |
0.6% |
20% |
False |
False |
228,558 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0087 |
0.6% |
20% |
False |
False |
204,452 |
| 60 |
1.5984 |
1.4675 |
0.1309 |
8.5% |
0.0087 |
0.6% |
58% |
False |
False |
157,961 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0074 |
0.5% |
65% |
False |
False |
118,651 |
| 100 |
1.5984 |
1.4357 |
0.1627 |
10.5% |
0.0066 |
0.4% |
66% |
False |
False |
94,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5886 |
|
2.618 |
1.5734 |
|
1.618 |
1.5641 |
|
1.000 |
1.5584 |
|
0.618 |
1.5548 |
|
HIGH |
1.5491 |
|
0.618 |
1.5455 |
|
0.500 |
1.5445 |
|
0.382 |
1.5434 |
|
LOW |
1.5398 |
|
0.618 |
1.5341 |
|
1.000 |
1.5305 |
|
1.618 |
1.5248 |
|
2.618 |
1.5155 |
|
4.250 |
1.5003 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5445 |
1.5448 |
| PP |
1.5440 |
1.5442 |
| S1 |
1.5435 |
1.5436 |
|