CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1.5724 |
1.5771 |
0.0047 |
0.3% |
1.5792 |
High |
1.5725 |
1.5771 |
0.0046 |
0.3% |
1.5860 |
Low |
1.5710 |
1.5771 |
0.0061 |
0.4% |
1.5680 |
Close |
1.5720 |
1.5771 |
0.0051 |
0.3% |
1.5720 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0180 |
ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
319 |
145 |
-174 |
-54.5% |
3,116 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5771 |
1.5771 |
1.5771 |
|
R3 |
1.5771 |
1.5771 |
1.5771 |
|
R2 |
1.5771 |
1.5771 |
1.5771 |
|
R1 |
1.5771 |
1.5771 |
1.5771 |
1.5771 |
PP |
1.5771 |
1.5771 |
1.5771 |
1.5771 |
S1 |
1.5771 |
1.5771 |
1.5771 |
1.5771 |
S2 |
1.5771 |
1.5771 |
1.5771 |
|
S3 |
1.5771 |
1.5771 |
1.5771 |
|
S4 |
1.5771 |
1.5771 |
1.5771 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6293 |
1.6187 |
1.5819 |
|
R3 |
1.6113 |
1.6007 |
1.5770 |
|
R2 |
1.5933 |
1.5933 |
1.5753 |
|
R1 |
1.5827 |
1.5827 |
1.5737 |
1.5790 |
PP |
1.5753 |
1.5753 |
1.5753 |
1.5735 |
S1 |
1.5647 |
1.5647 |
1.5704 |
1.5610 |
S2 |
1.5573 |
1.5573 |
1.5687 |
|
S3 |
1.5393 |
1.5467 |
1.5671 |
|
S4 |
1.5213 |
1.5287 |
1.5621 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5771 |
2.618 |
1.5771 |
1.618 |
1.5771 |
1.000 |
1.5771 |
0.618 |
1.5771 |
HIGH |
1.5771 |
0.618 |
1.5771 |
0.500 |
1.5771 |
0.382 |
1.5771 |
LOW |
1.5771 |
0.618 |
1.5771 |
1.000 |
1.5771 |
1.618 |
1.5771 |
2.618 |
1.5771 |
4.250 |
1.5771 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5771 |
1.5758 |
PP |
1.5771 |
1.5745 |
S1 |
1.5771 |
1.5733 |
|