CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5776 |
1.5523 |
-0.0253 |
-1.6% |
1.5507 |
| High |
1.5776 |
1.5530 |
-0.0246 |
-1.6% |
1.5766 |
| Low |
1.5620 |
1.5440 |
-0.0180 |
-1.2% |
1.5361 |
| Close |
1.5646 |
1.5443 |
-0.0203 |
-1.3% |
1.5759 |
| Range |
0.0156 |
0.0090 |
-0.0066 |
-42.3% |
0.0405 |
| ATR |
0.0126 |
0.0131 |
0.0006 |
4.6% |
0.0000 |
| Volume |
249,458 |
314,873 |
65,415 |
26.2% |
1,293,301 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5741 |
1.5682 |
1.5493 |
|
| R3 |
1.5651 |
1.5592 |
1.5468 |
|
| R2 |
1.5561 |
1.5561 |
1.5460 |
|
| R1 |
1.5502 |
1.5502 |
1.5451 |
1.5487 |
| PP |
1.5471 |
1.5471 |
1.5471 |
1.5463 |
| S1 |
1.5412 |
1.5412 |
1.5435 |
1.5397 |
| S2 |
1.5381 |
1.5381 |
1.5427 |
|
| S3 |
1.5291 |
1.5322 |
1.5418 |
|
| S4 |
1.5201 |
1.5232 |
1.5394 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6844 |
1.6706 |
1.5982 |
|
| R3 |
1.6439 |
1.6301 |
1.5870 |
|
| R2 |
1.6034 |
1.6034 |
1.5833 |
|
| R1 |
1.5896 |
1.5896 |
1.5796 |
1.5965 |
| PP |
1.5629 |
1.5629 |
1.5629 |
1.5663 |
| S1 |
1.5491 |
1.5491 |
1.5722 |
1.5560 |
| S2 |
1.5224 |
1.5224 |
1.5685 |
|
| S3 |
1.4819 |
1.5086 |
1.5648 |
|
| S4 |
1.4414 |
1.4681 |
1.5536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0139 |
0.9% |
20% |
False |
False |
297,663 |
| 10 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0122 |
0.8% |
20% |
False |
False |
255,699 |
| 20 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0098 |
0.6% |
20% |
False |
False |
233,608 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0092 |
0.6% |
22% |
False |
False |
229,204 |
| 60 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0093 |
0.6% |
22% |
False |
False |
216,801 |
| 80 |
1.5984 |
1.4580 |
0.1404 |
9.1% |
0.0089 |
0.6% |
61% |
False |
False |
168,950 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0078 |
0.5% |
66% |
False |
False |
135,297 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.7% |
0.0070 |
0.5% |
67% |
False |
False |
112,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5913 |
|
2.618 |
1.5766 |
|
1.618 |
1.5676 |
|
1.000 |
1.5620 |
|
0.618 |
1.5586 |
|
HIGH |
1.5530 |
|
0.618 |
1.5496 |
|
0.500 |
1.5485 |
|
0.382 |
1.5474 |
|
LOW |
1.5440 |
|
0.618 |
1.5384 |
|
1.000 |
1.5350 |
|
1.618 |
1.5294 |
|
2.618 |
1.5204 |
|
4.250 |
1.5058 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5485 |
1.5608 |
| PP |
1.5471 |
1.5553 |
| S1 |
1.5457 |
1.5498 |
|