CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1.5544 |
1.5580 |
0.0036 |
0.2% |
1.5771 |
High |
1.5580 |
1.5590 |
0.0010 |
0.1% |
1.5780 |
Low |
1.5520 |
1.5570 |
0.0050 |
0.3% |
1.5520 |
Close |
1.5544 |
1.5580 |
0.0036 |
0.2% |
1.5580 |
Range |
0.0060 |
0.0020 |
-0.0040 |
-66.7% |
0.0260 |
ATR |
0.0079 |
0.0076 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
403 |
190 |
-213 |
-52.9% |
1,524 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5640 |
1.5630 |
1.5591 |
|
R3 |
1.5620 |
1.5610 |
1.5586 |
|
R2 |
1.5600 |
1.5600 |
1.5584 |
|
R1 |
1.5590 |
1.5590 |
1.5582 |
1.5590 |
PP |
1.5580 |
1.5580 |
1.5580 |
1.5580 |
S1 |
1.5570 |
1.5570 |
1.5578 |
1.5570 |
S2 |
1.5560 |
1.5560 |
1.5576 |
|
S3 |
1.5540 |
1.5550 |
1.5575 |
|
S4 |
1.5520 |
1.5530 |
1.5569 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6407 |
1.6253 |
1.5723 |
|
R3 |
1.6147 |
1.5993 |
1.5652 |
|
R2 |
1.5887 |
1.5887 |
1.5628 |
|
R1 |
1.5733 |
1.5733 |
1.5604 |
1.5680 |
PP |
1.5627 |
1.5627 |
1.5627 |
1.5600 |
S1 |
1.5473 |
1.5473 |
1.5556 |
1.5420 |
S2 |
1.5367 |
1.5367 |
1.5532 |
|
S3 |
1.5107 |
1.5213 |
1.5509 |
|
S4 |
1.4847 |
1.4953 |
1.5437 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5675 |
2.618 |
1.5642 |
1.618 |
1.5622 |
1.000 |
1.5610 |
0.618 |
1.5602 |
HIGH |
1.5590 |
0.618 |
1.5582 |
0.500 |
1.5580 |
0.382 |
1.5578 |
LOW |
1.5570 |
0.618 |
1.5558 |
1.000 |
1.5550 |
1.618 |
1.5538 |
2.618 |
1.5518 |
4.250 |
1.5485 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5580 |
1.5572 |
PP |
1.5580 |
1.5563 |
S1 |
1.5580 |
1.5555 |
|