CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5738 |
1.5727 |
-0.0011 |
-0.1% |
1.5556 |
| High |
1.5742 |
1.5774 |
0.0032 |
0.2% |
1.5774 |
| Low |
1.5676 |
1.5727 |
0.0051 |
0.3% |
1.5469 |
| Close |
1.5681 |
1.5773 |
0.0092 |
0.6% |
1.5773 |
| Range |
0.0066 |
0.0047 |
-0.0019 |
-28.8% |
0.0305 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
217,125 |
183,729 |
-33,396 |
-15.4% |
1,087,759 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5899 |
1.5883 |
1.5799 |
|
| R3 |
1.5852 |
1.5836 |
1.5786 |
|
| R2 |
1.5805 |
1.5805 |
1.5782 |
|
| R1 |
1.5789 |
1.5789 |
1.5777 |
1.5797 |
| PP |
1.5758 |
1.5758 |
1.5758 |
1.5762 |
| S1 |
1.5742 |
1.5742 |
1.5769 |
1.5750 |
| S2 |
1.5711 |
1.5711 |
1.5764 |
|
| S3 |
1.5664 |
1.5695 |
1.5760 |
|
| S4 |
1.5617 |
1.5648 |
1.5747 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6587 |
1.6485 |
1.5941 |
|
| R3 |
1.6282 |
1.6180 |
1.5857 |
|
| R2 |
1.5977 |
1.5977 |
1.5829 |
|
| R1 |
1.5875 |
1.5875 |
1.5801 |
1.5926 |
| PP |
1.5672 |
1.5672 |
1.5672 |
1.5698 |
| S1 |
1.5570 |
1.5570 |
1.5745 |
1.5621 |
| S2 |
1.5367 |
1.5367 |
1.5717 |
|
| S3 |
1.5062 |
1.5265 |
1.5689 |
|
| S4 |
1.4757 |
1.4960 |
1.5605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5774 |
1.5469 |
0.0305 |
1.9% |
0.0065 |
0.4% |
100% |
True |
False |
217,551 |
| 10 |
1.5774 |
1.5398 |
0.0376 |
2.4% |
0.0082 |
0.5% |
100% |
True |
False |
213,235 |
| 20 |
1.5774 |
1.5288 |
0.0486 |
3.1% |
0.0082 |
0.5% |
100% |
True |
False |
218,179 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.4% |
0.0087 |
0.6% |
70% |
False |
False |
209,688 |
| 60 |
1.5984 |
1.5100 |
0.0884 |
5.6% |
0.0088 |
0.6% |
76% |
False |
False |
179,740 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.1% |
0.0078 |
0.5% |
87% |
False |
False |
135,004 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.1% |
0.0069 |
0.4% |
87% |
False |
False |
108,150 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.5% |
0.0061 |
0.4% |
87% |
False |
False |
90,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5974 |
|
2.618 |
1.5897 |
|
1.618 |
1.5850 |
|
1.000 |
1.5821 |
|
0.618 |
1.5803 |
|
HIGH |
1.5774 |
|
0.618 |
1.5756 |
|
0.500 |
1.5751 |
|
0.382 |
1.5745 |
|
LOW |
1.5727 |
|
0.618 |
1.5698 |
|
1.000 |
1.5680 |
|
1.618 |
1.5651 |
|
2.618 |
1.5604 |
|
4.250 |
1.5527 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5766 |
1.5757 |
| PP |
1.5758 |
1.5741 |
| S1 |
1.5751 |
1.5725 |
|