CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5494 |
1.5387 |
-0.0107 |
-0.7% |
1.5356 |
| High |
1.5494 |
1.5385 |
-0.0109 |
-0.7% |
1.5494 |
| Low |
1.5465 |
1.5345 |
-0.0120 |
-0.8% |
1.5340 |
| Close |
1.5488 |
1.5387 |
-0.0101 |
-0.7% |
1.5488 |
| Range |
0.0029 |
0.0040 |
0.0011 |
37.9% |
0.0154 |
| ATR |
0.0087 |
0.0091 |
0.0004 |
4.6% |
0.0000 |
| Volume |
136 |
185 |
49 |
36.0% |
595 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5492 |
1.5480 |
1.5409 |
|
| R3 |
1.5452 |
1.5440 |
1.5398 |
|
| R2 |
1.5412 |
1.5412 |
1.5394 |
|
| R1 |
1.5400 |
1.5400 |
1.5391 |
1.5407 |
| PP |
1.5372 |
1.5372 |
1.5372 |
1.5376 |
| S1 |
1.5360 |
1.5360 |
1.5383 |
1.5367 |
| S2 |
1.5332 |
1.5332 |
1.5380 |
|
| S3 |
1.5292 |
1.5320 |
1.5376 |
|
| S4 |
1.5252 |
1.5280 |
1.5365 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5903 |
1.5849 |
1.5573 |
|
| R3 |
1.5749 |
1.5695 |
1.5530 |
|
| R2 |
1.5595 |
1.5595 |
1.5516 |
|
| R1 |
1.5541 |
1.5541 |
1.5502 |
1.5568 |
| PP |
1.5441 |
1.5441 |
1.5441 |
1.5454 |
| S1 |
1.5387 |
1.5387 |
1.5474 |
1.5414 |
| S2 |
1.5287 |
1.5287 |
1.5460 |
|
| S3 |
1.5133 |
1.5233 |
1.5446 |
|
| S4 |
1.4979 |
1.5079 |
1.5403 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5555 |
|
2.618 |
1.5490 |
|
1.618 |
1.5450 |
|
1.000 |
1.5425 |
|
0.618 |
1.5410 |
|
HIGH |
1.5385 |
|
0.618 |
1.5370 |
|
0.500 |
1.5365 |
|
0.382 |
1.5360 |
|
LOW |
1.5345 |
|
0.618 |
1.5320 |
|
1.000 |
1.5305 |
|
1.618 |
1.5280 |
|
2.618 |
1.5240 |
|
4.250 |
1.5175 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5380 |
1.5420 |
| PP |
1.5372 |
1.5409 |
| S1 |
1.5365 |
1.5398 |
|