CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4411 |
1.4495 |
0.0084 |
0.6% |
1.4400 |
| High |
1.4411 |
1.4513 |
0.0102 |
0.7% |
1.4434 |
| Low |
1.4411 |
1.4495 |
0.0084 |
0.6% |
1.4335 |
| Close |
1.4411 |
1.4509 |
0.0098 |
0.7% |
1.4366 |
| Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0099 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.8% |
0.0000 |
| Volume |
49 |
30 |
-19 |
-38.8% |
732 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4560 |
1.4552 |
1.4519 |
|
| R3 |
1.4542 |
1.4534 |
1.4514 |
|
| R2 |
1.4524 |
1.4524 |
1.4512 |
|
| R1 |
1.4516 |
1.4516 |
1.4511 |
1.4520 |
| PP |
1.4506 |
1.4506 |
1.4506 |
1.4508 |
| S1 |
1.4498 |
1.4498 |
1.4507 |
1.4502 |
| S2 |
1.4488 |
1.4488 |
1.4506 |
|
| S3 |
1.4470 |
1.4480 |
1.4504 |
|
| S4 |
1.4452 |
1.4462 |
1.4499 |
|
|
| 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 |
1.4590 |
|
2.618 |
1.4560 |
|
1.618 |
1.4542 |
|
1.000 |
1.4531 |
|
0.618 |
1.4524 |
|
HIGH |
1.4513 |
|
0.618 |
1.4506 |
|
0.500 |
1.4504 |
|
0.382 |
1.4502 |
|
LOW |
1.4495 |
|
0.618 |
1.4484 |
|
1.000 |
1.4477 |
|
1.618 |
1.4466 |
|
2.618 |
1.4448 |
|
4.250 |
1.4419 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4507 |
1.4484 |
| PP |
1.4506 |
1.4460 |
| S1 |
1.4504 |
1.4435 |
|