CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5556 |
1.5620 |
0.0064 |
0.4% |
1.5414 |
| High |
1.5566 |
1.5658 |
0.0092 |
0.6% |
1.5573 |
| Low |
1.5469 |
1.5600 |
0.0131 |
0.8% |
1.5398 |
| Close |
1.5489 |
1.5646 |
0.0157 |
1.0% |
1.5558 |
| Range |
0.0097 |
0.0058 |
-0.0039 |
-40.2% |
0.0175 |
| ATR |
0.0114 |
0.0118 |
0.0004 |
3.5% |
0.0000 |
| Volume |
257,162 |
191,356 |
-65,806 |
-25.6% |
1,044,593 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5809 |
1.5785 |
1.5678 |
|
| R3 |
1.5751 |
1.5727 |
1.5662 |
|
| R2 |
1.5693 |
1.5693 |
1.5657 |
|
| R1 |
1.5669 |
1.5669 |
1.5651 |
1.5681 |
| PP |
1.5635 |
1.5635 |
1.5635 |
1.5641 |
| S1 |
1.5611 |
1.5611 |
1.5641 |
1.5623 |
| S2 |
1.5577 |
1.5577 |
1.5635 |
|
| S3 |
1.5519 |
1.5553 |
1.5630 |
|
| S4 |
1.5461 |
1.5495 |
1.5614 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6035 |
1.5971 |
1.5654 |
|
| R3 |
1.5860 |
1.5796 |
1.5606 |
|
| R2 |
1.5685 |
1.5685 |
1.5590 |
|
| R1 |
1.5621 |
1.5621 |
1.5574 |
1.5653 |
| PP |
1.5510 |
1.5510 |
1.5510 |
1.5526 |
| S1 |
1.5446 |
1.5446 |
1.5542 |
1.5478 |
| S2 |
1.5335 |
1.5335 |
1.5526 |
|
| S3 |
1.5160 |
1.5271 |
1.5510 |
|
| S4 |
1.4985 |
1.5096 |
1.5462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5658 |
1.5398 |
0.0260 |
1.7% |
0.0087 |
0.6% |
95% |
True |
False |
221,039 |
| 10 |
1.5658 |
1.5288 |
0.0370 |
2.4% |
0.0089 |
0.6% |
97% |
True |
False |
220,694 |
| 20 |
1.5918 |
1.5288 |
0.0630 |
4.0% |
0.0088 |
0.6% |
57% |
False |
False |
227,550 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.4% |
0.0090 |
0.6% |
51% |
False |
False |
207,464 |
| 60 |
1.5984 |
1.4822 |
0.1162 |
7.4% |
0.0090 |
0.6% |
71% |
False |
False |
169,187 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0077 |
0.5% |
79% |
False |
False |
127,062 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0068 |
0.4% |
79% |
False |
False |
101,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5905 |
|
2.618 |
1.5810 |
|
1.618 |
1.5752 |
|
1.000 |
1.5716 |
|
0.618 |
1.5694 |
|
HIGH |
1.5658 |
|
0.618 |
1.5636 |
|
0.500 |
1.5629 |
|
0.382 |
1.5622 |
|
LOW |
1.5600 |
|
0.618 |
1.5564 |
|
1.000 |
1.5542 |
|
1.618 |
1.5506 |
|
2.618 |
1.5448 |
|
4.250 |
1.5354 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5640 |
1.5612 |
| PP |
1.5635 |
1.5578 |
| S1 |
1.5629 |
1.5544 |
|