CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5319 |
1.5467 |
0.0148 |
1.0% |
1.5776 |
| High |
1.5380 |
1.5510 |
0.0130 |
0.8% |
1.5776 |
| Low |
1.5319 |
1.5467 |
0.0148 |
1.0% |
1.5319 |
| Close |
1.5350 |
1.5467 |
0.0117 |
0.8% |
1.5350 |
| Range |
0.0061 |
0.0043 |
-0.0018 |
-29.5% |
0.0457 |
| ATR |
0.0132 |
0.0134 |
0.0002 |
1.5% |
0.0000 |
| Volume |
176,572 |
70,151 |
-106,421 |
-60.3% |
1,295,681 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5610 |
1.5582 |
1.5491 |
|
| R3 |
1.5567 |
1.5539 |
1.5479 |
|
| R2 |
1.5524 |
1.5524 |
1.5475 |
|
| R1 |
1.5496 |
1.5496 |
1.5471 |
1.5489 |
| PP |
1.5481 |
1.5481 |
1.5481 |
1.5478 |
| S1 |
1.5453 |
1.5453 |
1.5463 |
1.5446 |
| S2 |
1.5438 |
1.5438 |
1.5459 |
|
| S3 |
1.5395 |
1.5410 |
1.5455 |
|
| S4 |
1.5352 |
1.5367 |
1.5443 |
|
|
| 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 |
1.5575 |
1.5319 |
0.0256 |
1.7% |
0.0065 |
0.4% |
58% |
False |
False |
223,274 |
| 10 |
1.5776 |
1.5319 |
0.0457 |
3.0% |
0.0113 |
0.7% |
32% |
False |
False |
247,274 |
| 20 |
1.5776 |
1.5319 |
0.0457 |
3.0% |
0.0092 |
0.6% |
32% |
False |
False |
230,441 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0091 |
0.6% |
26% |
False |
False |
229,690 |
| 60 |
1.5984 |
1.5288 |
0.0696 |
4.5% |
0.0090 |
0.6% |
26% |
False |
False |
212,809 |
| 80 |
1.5984 |
1.4755 |
0.1229 |
7.9% |
0.0089 |
0.6% |
58% |
False |
False |
178,919 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0079 |
0.5% |
67% |
False |
False |
143,280 |
| 120 |
1.5984 |
1.4395 |
0.1589 |
10.3% |
0.0071 |
0.5% |
67% |
False |
False |
119,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5693 |
|
2.618 |
1.5623 |
|
1.618 |
1.5580 |
|
1.000 |
1.5553 |
|
0.618 |
1.5537 |
|
HIGH |
1.5510 |
|
0.618 |
1.5494 |
|
0.500 |
1.5489 |
|
0.382 |
1.5483 |
|
LOW |
1.5467 |
|
0.618 |
1.5440 |
|
1.000 |
1.5424 |
|
1.618 |
1.5397 |
|
2.618 |
1.5354 |
|
4.250 |
1.5284 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5489 |
1.5450 |
| PP |
1.5481 |
1.5432 |
| S1 |
1.5474 |
1.5415 |
|