CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 03-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1.5755 |
1.5567 |
-0.0188 |
-1.2% |
1.5387 |
High |
1.5755 |
1.5567 |
-0.0188 |
-1.2% |
1.5650 |
Low |
1.5755 |
1.5567 |
-0.0188 |
-1.2% |
1.5345 |
Close |
1.5755 |
1.5567 |
-0.0188 |
-1.2% |
1.5639 |
Range |
|
|
|
|
|
ATR |
0.0082 |
0.0090 |
0.0008 |
9.2% |
0.0000 |
Volume |
403 |
344 |
-59 |
-14.6% |
1,669 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5567 |
1.5567 |
1.5567 |
|
R3 |
1.5567 |
1.5567 |
1.5567 |
|
R2 |
1.5567 |
1.5567 |
1.5567 |
|
R1 |
1.5567 |
1.5567 |
1.5567 |
1.5567 |
PP |
1.5567 |
1.5567 |
1.5567 |
1.5567 |
S1 |
1.5567 |
1.5567 |
1.5567 |
1.5567 |
S2 |
1.5567 |
1.5567 |
1.5567 |
|
S3 |
1.5567 |
1.5567 |
1.5567 |
|
S4 |
1.5567 |
1.5567 |
1.5567 |
|
|
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 |
1.5567 |
2.618 |
1.5567 |
1.618 |
1.5567 |
1.000 |
1.5567 |
0.618 |
1.5567 |
HIGH |
1.5567 |
0.618 |
1.5567 |
0.500 |
1.5567 |
0.382 |
1.5567 |
LOW |
1.5567 |
0.618 |
1.5567 |
1.000 |
1.5567 |
1.618 |
1.5567 |
2.618 |
1.5567 |
4.250 |
1.5567 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5567 |
1.5661 |
PP |
1.5567 |
1.5630 |
S1 |
1.5567 |
1.5598 |
|