CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5616 |
1.5657 |
0.0041 |
0.3% |
1.5387 |
| High |
1.5616 |
1.5675 |
0.0059 |
0.4% |
1.5650 |
| Low |
1.5616 |
1.5625 |
0.0009 |
0.1% |
1.5345 |
| Close |
1.5616 |
1.5657 |
0.0041 |
0.3% |
1.5639 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0305 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
553 |
448 |
-105 |
-19.0% |
1,669 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5802 |
1.5780 |
1.5685 |
|
| R3 |
1.5752 |
1.5730 |
1.5671 |
|
| R2 |
1.5702 |
1.5702 |
1.5666 |
|
| R1 |
1.5680 |
1.5680 |
1.5662 |
1.5682 |
| PP |
1.5652 |
1.5652 |
1.5652 |
1.5654 |
| S1 |
1.5630 |
1.5630 |
1.5652 |
1.5632 |
| S2 |
1.5602 |
1.5602 |
1.5648 |
|
| S3 |
1.5552 |
1.5580 |
1.5643 |
|
| S4 |
1.5502 |
1.5530 |
1.5630 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6460 |
1.6354 |
1.5807 |
|
| R3 |
1.6155 |
1.6049 |
1.5723 |
|
| R2 |
1.5850 |
1.5850 |
1.5695 |
|
| R1 |
1.5744 |
1.5744 |
1.5667 |
1.5797 |
| PP |
1.5545 |
1.5545 |
1.5545 |
1.5571 |
| S1 |
1.5439 |
1.5439 |
1.5611 |
1.5492 |
| S2 |
1.5240 |
1.5240 |
1.5583 |
|
| S3 |
1.4935 |
1.5134 |
1.5555 |
|
| S4 |
1.4630 |
1.4829 |
1.5471 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5888 |
|
2.618 |
1.5806 |
|
1.618 |
1.5756 |
|
1.000 |
1.5725 |
|
0.618 |
1.5706 |
|
HIGH |
1.5675 |
|
0.618 |
1.5656 |
|
0.500 |
1.5650 |
|
0.382 |
1.5644 |
|
LOW |
1.5625 |
|
0.618 |
1.5594 |
|
1.000 |
1.5575 |
|
1.618 |
1.5544 |
|
2.618 |
1.5494 |
|
4.250 |
1.5413 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5655 |
1.5652 |
| PP |
1.5652 |
1.5647 |
| S1 |
1.5650 |
1.5643 |
|