CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5523 |
1.5520 |
-0.0003 |
0.0% |
1.5507 |
| High |
1.5530 |
1.5575 |
0.0045 |
0.3% |
1.5766 |
| Low |
1.5440 |
1.5498 |
0.0058 |
0.4% |
1.5361 |
| Close |
1.5443 |
1.5565 |
0.0122 |
0.8% |
1.5759 |
| Range |
0.0090 |
0.0077 |
-0.0013 |
-14.4% |
0.0405 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
0.0% |
0.0000 |
| Volume |
314,873 |
317,538 |
2,665 |
0.8% |
1,293,301 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5777 |
1.5748 |
1.5607 |
|
| R3 |
1.5700 |
1.5671 |
1.5586 |
|
| R2 |
1.5623 |
1.5623 |
1.5579 |
|
| R1 |
1.5594 |
1.5594 |
1.5572 |
1.5609 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5553 |
| S1 |
1.5517 |
1.5517 |
1.5558 |
1.5532 |
| S2 |
1.5469 |
1.5469 |
1.5551 |
|
| S3 |
1.5392 |
1.5440 |
1.5544 |
|
| S4 |
1.5315 |
1.5363 |
1.5523 |
|
|
| 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% |
0.0146 |
0.9% |
49% |
False |
False |
287,964 |
| 10 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0123 |
0.8% |
49% |
False |
False |
264,599 |
| 20 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0098 |
0.6% |
49% |
False |
False |
239,077 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0092 |
0.6% |
40% |
False |
False |
232,545 |
| 60 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0092 |
0.6% |
40% |
False |
False |
217,217 |
| 80 |
1.5984 |
1.4580 |
0.1404 |
9.0% |
0.0089 |
0.6% |
70% |
False |
False |
172,913 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0079 |
0.5% |
74% |
False |
False |
138,462 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.6% |
0.0070 |
0.5% |
75% |
False |
False |
115,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5902 |
|
2.618 |
1.5777 |
|
1.618 |
1.5700 |
|
1.000 |
1.5652 |
|
0.618 |
1.5623 |
|
HIGH |
1.5575 |
|
0.618 |
1.5546 |
|
0.500 |
1.5537 |
|
0.382 |
1.5527 |
|
LOW |
1.5498 |
|
0.618 |
1.5450 |
|
1.000 |
1.5421 |
|
1.618 |
1.5373 |
|
2.618 |
1.5296 |
|
4.250 |
1.5171 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5556 |
1.5608 |
| PP |
1.5546 |
1.5594 |
| S1 |
1.5537 |
1.5579 |
|