CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1.5382 |
1.5391 |
0.0009 |
0.1% |
1.5515 |
High |
1.5385 |
1.5355 |
-0.0030 |
-0.2% |
1.5515 |
Low |
1.5340 |
1.5355 |
0.0015 |
0.1% |
1.5200 |
Close |
1.5382 |
1.5391 |
0.0009 |
0.1% |
1.5220 |
Range |
0.0045 |
0.0000 |
-0.0045 |
-100.0% |
0.0315 |
ATR |
0.0091 |
0.0087 |
-0.0005 |
-5.0% |
0.0000 |
Volume |
80 |
259 |
179 |
223.8% |
979 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5367 |
1.5379 |
1.5391 |
|
R3 |
1.5367 |
1.5379 |
1.5391 |
|
R2 |
1.5367 |
1.5367 |
1.5391 |
|
R1 |
1.5379 |
1.5379 |
1.5391 |
1.5391 |
PP |
1.5367 |
1.5367 |
1.5367 |
1.5373 |
S1 |
1.5379 |
1.5379 |
1.5391 |
1.5391 |
S2 |
1.5367 |
1.5367 |
1.5391 |
|
S3 |
1.5367 |
1.5379 |
1.5391 |
|
S4 |
1.5367 |
1.5379 |
1.5391 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6257 |
1.6053 |
1.5393 |
|
R3 |
1.5942 |
1.5738 |
1.5307 |
|
R2 |
1.5627 |
1.5627 |
1.5278 |
|
R1 |
1.5423 |
1.5423 |
1.5249 |
1.5368 |
PP |
1.5312 |
1.5312 |
1.5312 |
1.5284 |
S1 |
1.5108 |
1.5108 |
1.5191 |
1.5053 |
S2 |
1.4997 |
1.4997 |
1.5162 |
|
S3 |
1.4682 |
1.4793 |
1.5133 |
|
S4 |
1.4367 |
1.4478 |
1.5047 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5355 |
2.618 |
1.5355 |
1.618 |
1.5355 |
1.000 |
1.5355 |
0.618 |
1.5355 |
HIGH |
1.5355 |
0.618 |
1.5355 |
0.500 |
1.5355 |
0.382 |
1.5355 |
LOW |
1.5355 |
0.618 |
1.5355 |
1.000 |
1.5355 |
1.618 |
1.5355 |
2.618 |
1.5355 |
4.250 |
1.5355 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5379 |
1.5382 |
PP |
1.5367 |
1.5372 |
S1 |
1.5355 |
1.5363 |
|