CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5620 |
1.5735 |
0.0115 |
0.7% |
1.5414 |
| High |
1.5658 |
1.5767 |
0.0109 |
0.7% |
1.5573 |
| Low |
1.5600 |
1.5712 |
0.0112 |
0.7% |
1.5398 |
| Close |
1.5646 |
1.5759 |
0.0113 |
0.7% |
1.5558 |
| Range |
0.0058 |
0.0055 |
-0.0003 |
-5.2% |
0.0175 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
0.2% |
0.0000 |
| Volume |
191,356 |
238,387 |
47,031 |
24.6% |
1,044,593 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5911 |
1.5890 |
1.5789 |
|
| R3 |
1.5856 |
1.5835 |
1.5774 |
|
| R2 |
1.5801 |
1.5801 |
1.5769 |
|
| R1 |
1.5780 |
1.5780 |
1.5764 |
1.5791 |
| PP |
1.5746 |
1.5746 |
1.5746 |
1.5751 |
| S1 |
1.5725 |
1.5725 |
1.5754 |
1.5736 |
| S2 |
1.5691 |
1.5691 |
1.5749 |
|
| S3 |
1.5636 |
1.5670 |
1.5744 |
|
| S4 |
1.5581 |
1.5615 |
1.5729 |
|
|
| 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 |
1.5767 |
1.5398 |
0.0369 |
2.3% |
0.0089 |
0.6% |
98% |
True |
False |
222,029 |
| 10 |
1.5767 |
1.5288 |
0.0479 |
3.0% |
0.0089 |
0.6% |
98% |
True |
False |
224,846 |
| 20 |
1.5767 |
1.5288 |
0.0479 |
3.0% |
0.0086 |
0.5% |
98% |
True |
False |
225,809 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.4% |
0.0088 |
0.6% |
68% |
False |
False |
209,416 |
| 60 |
1.5984 |
1.4965 |
0.1019 |
6.5% |
0.0089 |
0.6% |
78% |
False |
False |
173,152 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.1% |
0.0077 |
0.5% |
86% |
False |
False |
130,033 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.1% |
0.0068 |
0.4% |
86% |
False |
False |
104,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6001 |
|
2.618 |
1.5911 |
|
1.618 |
1.5856 |
|
1.000 |
1.5822 |
|
0.618 |
1.5801 |
|
HIGH |
1.5767 |
|
0.618 |
1.5746 |
|
0.500 |
1.5740 |
|
0.382 |
1.5733 |
|
LOW |
1.5712 |
|
0.618 |
1.5678 |
|
1.000 |
1.5657 |
|
1.618 |
1.5623 |
|
2.618 |
1.5568 |
|
4.250 |
1.5478 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5753 |
1.5712 |
| PP |
1.5746 |
1.5665 |
| S1 |
1.5740 |
1.5618 |
|