CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5625 |
1.5547 |
-0.0078 |
-0.5% |
1.5556 |
| High |
1.5655 |
1.5575 |
-0.0080 |
-0.5% |
1.5774 |
| Low |
1.5595 |
1.5476 |
-0.0119 |
-0.8% |
1.5469 |
| Close |
1.5620 |
1.5497 |
-0.0123 |
-0.8% |
1.5773 |
| Range |
0.0060 |
0.0099 |
0.0039 |
65.0% |
0.0305 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
2.1% |
0.0000 |
| Volume |
228,545 |
226,447 |
-2,098 |
-0.9% |
1,087,759 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5813 |
1.5754 |
1.5551 |
|
| R3 |
1.5714 |
1.5655 |
1.5524 |
|
| R2 |
1.5615 |
1.5615 |
1.5515 |
|
| R1 |
1.5556 |
1.5556 |
1.5506 |
1.5536 |
| PP |
1.5516 |
1.5516 |
1.5516 |
1.5506 |
| S1 |
1.5457 |
1.5457 |
1.5488 |
1.5437 |
| S2 |
1.5417 |
1.5417 |
1.5479 |
|
| S3 |
1.5318 |
1.5358 |
1.5470 |
|
| S4 |
1.5219 |
1.5259 |
1.5443 |
|
|
| 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 |
1.5476 |
0.0298 |
1.9% |
0.0066 |
0.4% |
7% |
False |
True |
203,685 |
| 10 |
1.5774 |
1.5398 |
0.0376 |
2.4% |
0.0078 |
0.5% |
26% |
False |
False |
212,857 |
| 20 |
1.5774 |
1.5288 |
0.0486 |
3.1% |
0.0081 |
0.5% |
43% |
False |
False |
218,378 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0085 |
0.5% |
30% |
False |
False |
211,282 |
| 60 |
1.5984 |
1.5140 |
0.0844 |
5.4% |
0.0088 |
0.6% |
42% |
False |
False |
189,882 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0080 |
0.5% |
69% |
False |
False |
142,713 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0071 |
0.5% |
69% |
False |
False |
114,302 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0062 |
0.4% |
70% |
False |
False |
95,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5996 |
|
2.618 |
1.5834 |
|
1.618 |
1.5735 |
|
1.000 |
1.5674 |
|
0.618 |
1.5636 |
|
HIGH |
1.5575 |
|
0.618 |
1.5537 |
|
0.500 |
1.5526 |
|
0.382 |
1.5514 |
|
LOW |
1.5476 |
|
0.618 |
1.5415 |
|
1.000 |
1.5377 |
|
1.618 |
1.5316 |
|
2.618 |
1.5217 |
|
4.250 |
1.5055 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5526 |
1.5610 |
| PP |
1.5516 |
1.5572 |
| S1 |
1.5507 |
1.5535 |
|