CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5735 |
1.5738 |
0.0003 |
0.0% |
1.5414 |
| High |
1.5767 |
1.5742 |
-0.0025 |
-0.2% |
1.5573 |
| Low |
1.5712 |
1.5676 |
-0.0036 |
-0.2% |
1.5398 |
| Close |
1.5759 |
1.5681 |
-0.0078 |
-0.5% |
1.5558 |
| Range |
0.0055 |
0.0066 |
0.0011 |
20.0% |
0.0175 |
| ATR |
0.0118 |
0.0116 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
238,387 |
217,125 |
-21,262 |
-8.9% |
1,044,593 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5898 |
1.5855 |
1.5717 |
|
| R3 |
1.5832 |
1.5789 |
1.5699 |
|
| R2 |
1.5766 |
1.5766 |
1.5693 |
|
| R1 |
1.5723 |
1.5723 |
1.5687 |
1.5712 |
| PP |
1.5700 |
1.5700 |
1.5700 |
1.5694 |
| S1 |
1.5657 |
1.5657 |
1.5675 |
1.5646 |
| S2 |
1.5634 |
1.5634 |
1.5669 |
|
| S3 |
1.5568 |
1.5591 |
1.5663 |
|
| S4 |
1.5502 |
1.5525 |
1.5645 |
|
|
| 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 |
1.5430 |
0.0337 |
2.1% |
0.0084 |
0.5% |
74% |
False |
False |
226,432 |
| 10 |
1.5767 |
1.5395 |
0.0372 |
2.4% |
0.0083 |
0.5% |
77% |
False |
False |
223,861 |
| 20 |
1.5767 |
1.5288 |
0.0479 |
3.1% |
0.0083 |
0.5% |
82% |
False |
False |
226,061 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.4% |
0.0088 |
0.6% |
56% |
False |
False |
209,667 |
| 60 |
1.5984 |
1.5077 |
0.0907 |
5.8% |
0.0088 |
0.6% |
67% |
False |
False |
176,749 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.1% |
0.0078 |
0.5% |
81% |
False |
False |
132,736 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.1% |
0.0069 |
0.4% |
81% |
False |
False |
106,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6023 |
|
2.618 |
1.5915 |
|
1.618 |
1.5849 |
|
1.000 |
1.5808 |
|
0.618 |
1.5783 |
|
HIGH |
1.5742 |
|
0.618 |
1.5717 |
|
0.500 |
1.5709 |
|
0.382 |
1.5701 |
|
LOW |
1.5676 |
|
0.618 |
1.5635 |
|
1.000 |
1.5610 |
|
1.618 |
1.5569 |
|
2.618 |
1.5503 |
|
4.250 |
1.5396 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5709 |
1.5684 |
| PP |
1.5700 |
1.5683 |
| S1 |
1.5690 |
1.5682 |
|