CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5391 |
1.5359 |
-0.0032 |
-0.2% |
1.5515 |
| High |
1.5355 |
1.5370 |
0.0015 |
0.1% |
1.5515 |
| Low |
1.5355 |
1.5350 |
-0.0005 |
0.0% |
1.5200 |
| Close |
1.5391 |
1.5359 |
-0.0032 |
-0.2% |
1.5220 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0315 |
| ATR |
0.0087 |
0.0083 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
259 |
101 |
-158 |
-61.0% |
979 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5420 |
1.5409 |
1.5370 |
|
| R3 |
1.5400 |
1.5389 |
1.5365 |
|
| R2 |
1.5380 |
1.5380 |
1.5363 |
|
| R1 |
1.5369 |
1.5369 |
1.5361 |
1.5369 |
| PP |
1.5360 |
1.5360 |
1.5360 |
1.5360 |
| S1 |
1.5349 |
1.5349 |
1.5357 |
1.5349 |
| S2 |
1.5340 |
1.5340 |
1.5355 |
|
| S3 |
1.5320 |
1.5329 |
1.5354 |
|
| S4 |
1.5300 |
1.5309 |
1.5348 |
|
|
| 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 |
1.5455 |
|
2.618 |
1.5422 |
|
1.618 |
1.5402 |
|
1.000 |
1.5390 |
|
0.618 |
1.5382 |
|
HIGH |
1.5370 |
|
0.618 |
1.5362 |
|
0.500 |
1.5360 |
|
0.382 |
1.5358 |
|
LOW |
1.5350 |
|
0.618 |
1.5338 |
|
1.000 |
1.5330 |
|
1.618 |
1.5318 |
|
2.618 |
1.5298 |
|
4.250 |
1.5265 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5360 |
1.5363 |
| PP |
1.5360 |
1.5361 |
| S1 |
1.5359 |
1.5360 |
|