CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4400 |
1.4424 |
0.0024 |
0.2% |
1.4722 |
| High |
1.4410 |
1.4434 |
0.0024 |
0.2% |
1.4722 |
| Low |
1.4380 |
1.4409 |
0.0029 |
0.2% |
1.4440 |
| Close |
1.4404 |
1.4417 |
0.0013 |
0.1% |
1.4432 |
| Range |
0.0030 |
0.0025 |
-0.0005 |
-16.7% |
0.0282 |
| ATR |
|
|
|
|
|
| Volume |
104 |
73 |
-31 |
-29.8% |
474 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4495 |
1.4481 |
1.4431 |
|
| R3 |
1.4470 |
1.4456 |
1.4424 |
|
| R2 |
1.4445 |
1.4445 |
1.4422 |
|
| R1 |
1.4431 |
1.4431 |
1.4419 |
1.4426 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4417 |
| S1 |
1.4406 |
1.4406 |
1.4415 |
1.4401 |
| S2 |
1.4395 |
1.4395 |
1.4412 |
|
| S3 |
1.4370 |
1.4381 |
1.4410 |
|
| S4 |
1.4345 |
1.4356 |
1.4403 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5377 |
1.5187 |
1.4587 |
|
| R3 |
1.5095 |
1.4905 |
1.4510 |
|
| R2 |
1.4813 |
1.4813 |
1.4484 |
|
| R1 |
1.4623 |
1.4623 |
1.4458 |
1.4577 |
| PP |
1.4531 |
1.4531 |
1.4531 |
1.4509 |
| S1 |
1.4341 |
1.4341 |
1.4406 |
1.4295 |
| S2 |
1.4249 |
1.4249 |
1.4380 |
|
| S3 |
1.3967 |
1.4059 |
1.4354 |
|
| S4 |
1.3685 |
1.3777 |
1.4277 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4540 |
|
2.618 |
1.4499 |
|
1.618 |
1.4474 |
|
1.000 |
1.4459 |
|
0.618 |
1.4449 |
|
HIGH |
1.4434 |
|
0.618 |
1.4424 |
|
0.500 |
1.4422 |
|
0.382 |
1.4419 |
|
LOW |
1.4409 |
|
0.618 |
1.4394 |
|
1.000 |
1.4384 |
|
1.618 |
1.4369 |
|
2.618 |
1.4344 |
|
4.250 |
1.4303 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4422 |
1.4415 |
| PP |
1.4420 |
1.4412 |
| S1 |
1.4419 |
1.4410 |
|