CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5442 |
1.5534 |
0.0092 |
0.6% |
1.5356 |
| High |
1.5475 |
1.5535 |
0.0060 |
0.4% |
1.5494 |
| Low |
1.5444 |
1.5440 |
-0.0004 |
0.0% |
1.5340 |
| Close |
1.5442 |
1.5533 |
0.0091 |
0.6% |
1.5488 |
| Range |
0.0031 |
0.0095 |
0.0064 |
206.5% |
0.0154 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.3% |
0.0000 |
| Volume |
224 |
127 |
-97 |
-43.3% |
595 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5788 |
1.5755 |
1.5585 |
|
| R3 |
1.5693 |
1.5660 |
1.5559 |
|
| R2 |
1.5598 |
1.5598 |
1.5550 |
|
| R1 |
1.5565 |
1.5565 |
1.5542 |
1.5534 |
| PP |
1.5503 |
1.5503 |
1.5503 |
1.5487 |
| S1 |
1.5470 |
1.5470 |
1.5524 |
1.5439 |
| S2 |
1.5408 |
1.5408 |
1.5516 |
|
| S3 |
1.5313 |
1.5375 |
1.5507 |
|
| S4 |
1.5218 |
1.5280 |
1.5481 |
|
|
| 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 |
1.5939 |
|
2.618 |
1.5784 |
|
1.618 |
1.5689 |
|
1.000 |
1.5630 |
|
0.618 |
1.5594 |
|
HIGH |
1.5535 |
|
0.618 |
1.5499 |
|
0.500 |
1.5488 |
|
0.382 |
1.5476 |
|
LOW |
1.5440 |
|
0.618 |
1.5381 |
|
1.000 |
1.5345 |
|
1.618 |
1.5286 |
|
2.618 |
1.5191 |
|
4.250 |
1.5036 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5518 |
1.5502 |
| PP |
1.5503 |
1.5471 |
| S1 |
1.5488 |
1.5440 |
|