CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4424 |
1.4390 |
-0.0034 |
-0.2% |
1.4722 |
| High |
1.4434 |
1.4410 |
-0.0024 |
-0.2% |
1.4722 |
| Low |
1.4409 |
1.4360 |
-0.0049 |
-0.3% |
1.4440 |
| Close |
1.4417 |
1.4390 |
-0.0027 |
-0.2% |
1.4432 |
| Range |
0.0025 |
0.0050 |
0.0025 |
100.0% |
0.0282 |
| ATR |
0.0000 |
0.0064 |
0.0064 |
|
0.0000 |
| Volume |
73 |
126 |
53 |
72.6% |
474 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4537 |
1.4513 |
1.4418 |
|
| R3 |
1.4487 |
1.4463 |
1.4404 |
|
| R2 |
1.4437 |
1.4437 |
1.4399 |
|
| R1 |
1.4413 |
1.4413 |
1.4395 |
1.4415 |
| PP |
1.4387 |
1.4387 |
1.4387 |
1.4388 |
| S1 |
1.4363 |
1.4363 |
1.4385 |
1.4365 |
| S2 |
1.4337 |
1.4337 |
1.4381 |
|
| S3 |
1.4287 |
1.4313 |
1.4376 |
|
| S4 |
1.4237 |
1.4263 |
1.4363 |
|
|
| 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 |
1.4623 |
|
2.618 |
1.4541 |
|
1.618 |
1.4491 |
|
1.000 |
1.4460 |
|
0.618 |
1.4441 |
|
HIGH |
1.4410 |
|
0.618 |
1.4391 |
|
0.500 |
1.4385 |
|
0.382 |
1.4379 |
|
LOW |
1.4360 |
|
0.618 |
1.4329 |
|
1.000 |
1.4310 |
|
1.618 |
1.4279 |
|
2.618 |
1.4229 |
|
4.250 |
1.4148 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4388 |
1.4397 |
| PP |
1.4387 |
1.4395 |
| S1 |
1.4385 |
1.4392 |
|