CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5400 |
1.5319 |
-0.0081 |
-0.5% |
1.5776 |
| High |
1.5445 |
1.5380 |
-0.0065 |
-0.4% |
1.5776 |
| Low |
1.5390 |
1.5319 |
-0.0071 |
-0.5% |
1.5319 |
| Close |
1.5419 |
1.5350 |
-0.0069 |
-0.4% |
1.5350 |
| Range |
0.0055 |
0.0061 |
0.0006 |
10.9% |
0.0457 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
237,240 |
176,572 |
-60,668 |
-25.6% |
1,295,681 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5533 |
1.5502 |
1.5384 |
|
| R3 |
1.5472 |
1.5441 |
1.5367 |
|
| R2 |
1.5411 |
1.5411 |
1.5361 |
|
| R1 |
1.5380 |
1.5380 |
1.5356 |
1.5396 |
| PP |
1.5350 |
1.5350 |
1.5350 |
1.5357 |
| S1 |
1.5319 |
1.5319 |
1.5344 |
1.5335 |
| S2 |
1.5289 |
1.5289 |
1.5339 |
|
| S3 |
1.5228 |
1.5258 |
1.5333 |
|
| S4 |
1.5167 |
1.5197 |
1.5316 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6853 |
1.6558 |
1.5601 |
|
| R3 |
1.6396 |
1.6101 |
1.5476 |
|
| R2 |
1.5939 |
1.5939 |
1.5434 |
|
| R1 |
1.5644 |
1.5644 |
1.5392 |
1.5563 |
| PP |
1.5482 |
1.5482 |
1.5482 |
1.5441 |
| S1 |
1.5187 |
1.5187 |
1.5308 |
1.5106 |
| S2 |
1.5025 |
1.5025 |
1.5266 |
|
| S3 |
1.4568 |
1.4730 |
1.5224 |
|
| S4 |
1.4111 |
1.4273 |
1.5099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5776 |
1.5319 |
0.0457 |
3.0% |
0.0088 |
0.6% |
7% |
False |
True |
259,136 |
| 10 |
1.5776 |
1.5319 |
0.0457 |
3.0% |
0.0118 |
0.8% |
7% |
False |
True |
258,898 |
| 20 |
1.5776 |
1.5319 |
0.0457 |
3.0% |
0.0097 |
0.6% |
7% |
False |
True |
238,340 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0092 |
0.6% |
9% |
False |
False |
233,449 |
| 60 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0090 |
0.6% |
9% |
False |
False |
215,748 |
| 80 |
1.5984 |
1.4675 |
0.1309 |
8.5% |
0.0090 |
0.6% |
52% |
False |
False |
178,056 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.4% |
0.0078 |
0.5% |
60% |
False |
False |
142,589 |
| 120 |
1.5984 |
1.4357 |
0.1627 |
10.6% |
0.0071 |
0.5% |
61% |
False |
False |
118,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5639 |
|
2.618 |
1.5540 |
|
1.618 |
1.5479 |
|
1.000 |
1.5441 |
|
0.618 |
1.5418 |
|
HIGH |
1.5380 |
|
0.618 |
1.5357 |
|
0.500 |
1.5350 |
|
0.382 |
1.5342 |
|
LOW |
1.5319 |
|
0.618 |
1.5281 |
|
1.000 |
1.5258 |
|
1.618 |
1.5220 |
|
2.618 |
1.5159 |
|
4.250 |
1.5060 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5350 |
1.5447 |
| PP |
1.5350 |
1.5415 |
| S1 |
1.5350 |
1.5382 |
|