CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5547 |
1.5498 |
-0.0049 |
-0.3% |
1.5743 |
| High |
1.5575 |
1.5555 |
-0.0020 |
-0.1% |
1.5743 |
| Low |
1.5476 |
1.5484 |
0.0008 |
0.1% |
1.5476 |
| Close |
1.5497 |
1.5546 |
0.0049 |
0.3% |
1.5546 |
| Range |
0.0099 |
0.0071 |
-0.0028 |
-28.3% |
0.0267 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
226,447 |
244,373 |
17,926 |
7.9% |
861,945 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5741 |
1.5715 |
1.5585 |
|
| R3 |
1.5670 |
1.5644 |
1.5566 |
|
| R2 |
1.5599 |
1.5599 |
1.5559 |
|
| R1 |
1.5573 |
1.5573 |
1.5553 |
1.5586 |
| PP |
1.5528 |
1.5528 |
1.5528 |
1.5535 |
| S1 |
1.5502 |
1.5502 |
1.5539 |
1.5515 |
| S2 |
1.5457 |
1.5457 |
1.5533 |
|
| S3 |
1.5386 |
1.5431 |
1.5526 |
|
| S4 |
1.5315 |
1.5360 |
1.5507 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6389 |
1.6235 |
1.5693 |
|
| R3 |
1.6122 |
1.5968 |
1.5619 |
|
| R2 |
1.5855 |
1.5855 |
1.5595 |
|
| R1 |
1.5701 |
1.5701 |
1.5570 |
1.5645 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5560 |
| S1 |
1.5434 |
1.5434 |
1.5522 |
1.5378 |
| S2 |
1.5321 |
1.5321 |
1.5497 |
|
| S3 |
1.5054 |
1.5167 |
1.5473 |
|
| S4 |
1.4787 |
1.4900 |
1.5399 |
|
|
| 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% |
0.0067 |
0.4% |
23% |
False |
False |
209,134 |
| 10 |
1.5774 |
1.5430 |
0.0344 |
2.2% |
0.0075 |
0.5% |
34% |
False |
False |
217,783 |
| 20 |
1.5774 |
1.5288 |
0.0486 |
3.1% |
0.0081 |
0.5% |
53% |
False |
False |
216,472 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0082 |
0.5% |
37% |
False |
False |
212,475 |
| 60 |
1.5984 |
1.5216 |
0.0768 |
4.9% |
0.0088 |
0.6% |
43% |
False |
False |
193,884 |
| 80 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0080 |
0.5% |
72% |
False |
False |
145,765 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0071 |
0.5% |
72% |
False |
False |
116,742 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0063 |
0.4% |
73% |
False |
False |
97,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5857 |
|
2.618 |
1.5741 |
|
1.618 |
1.5670 |
|
1.000 |
1.5626 |
|
0.618 |
1.5599 |
|
HIGH |
1.5555 |
|
0.618 |
1.5528 |
|
0.500 |
1.5520 |
|
0.382 |
1.5511 |
|
LOW |
1.5484 |
|
0.618 |
1.5440 |
|
1.000 |
1.5413 |
|
1.618 |
1.5369 |
|
2.618 |
1.5298 |
|
4.250 |
1.5182 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5537 |
1.5566 |
| PP |
1.5528 |
1.5559 |
| S1 |
1.5520 |
1.5553 |
|