CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 24-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1.4366 |
1.4411 |
0.0045 |
0.3% |
1.4400 |
High |
1.4380 |
1.4411 |
0.0031 |
0.2% |
1.4434 |
Low |
1.4357 |
1.4411 |
0.0054 |
0.4% |
1.4335 |
Close |
1.4366 |
1.4411 |
0.0045 |
0.3% |
1.4366 |
Range |
0.0023 |
0.0000 |
-0.0023 |
-100.0% |
0.0099 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
192 |
49 |
-143 |
-74.5% |
732 |
|
Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4411 |
1.4411 |
1.4411 |
|
R3 |
1.4411 |
1.4411 |
1.4411 |
|
R2 |
1.4411 |
1.4411 |
1.4411 |
|
R1 |
1.4411 |
1.4411 |
1.4411 |
1.4411 |
PP |
1.4411 |
1.4411 |
1.4411 |
1.4411 |
S1 |
1.4411 |
1.4411 |
1.4411 |
1.4411 |
S2 |
1.4411 |
1.4411 |
1.4411 |
|
S3 |
1.4411 |
1.4411 |
1.4411 |
|
S4 |
1.4411 |
1.4411 |
1.4411 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4675 |
1.4620 |
1.4420 |
|
R3 |
1.4576 |
1.4521 |
1.4393 |
|
R2 |
1.4477 |
1.4477 |
1.4384 |
|
R1 |
1.4422 |
1.4422 |
1.4375 |
1.4400 |
PP |
1.4378 |
1.4378 |
1.4378 |
1.4368 |
S1 |
1.4323 |
1.4323 |
1.4357 |
1.4301 |
S2 |
1.4279 |
1.4279 |
1.4348 |
|
S3 |
1.4180 |
1.4224 |
1.4339 |
|
S4 |
1.4081 |
1.4125 |
1.4312 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4411 |
2.618 |
1.4411 |
1.618 |
1.4411 |
1.000 |
1.4411 |
0.618 |
1.4411 |
HIGH |
1.4411 |
0.618 |
1.4411 |
0.500 |
1.4411 |
0.382 |
1.4411 |
LOW |
1.4411 |
0.618 |
1.4411 |
1.000 |
1.4411 |
1.618 |
1.4411 |
2.618 |
1.4411 |
4.250 |
1.4411 |
|
|
Fisher Pivots for day following 24-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
1.4411 |
1.4398 |
PP |
1.4411 |
1.4386 |
S1 |
1.4411 |
1.4373 |
|