CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4586 |
1.4724 |
0.0138 |
0.9% |
1.4411 |
| High |
1.4605 |
1.4740 |
0.0135 |
0.9% |
1.4720 |
| Low |
1.4585 |
1.4730 |
0.0145 |
1.0% |
1.4411 |
| Close |
1.4581 |
1.4724 |
0.0143 |
1.0% |
1.4722 |
| Range |
0.0020 |
0.0010 |
-0.0010 |
-50.0% |
0.0309 |
| ATR |
0.0075 |
0.0081 |
0.0006 |
8.0% |
0.0000 |
| Volume |
77 |
2,062 |
1,985 |
2,577.9% |
179 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4761 |
1.4753 |
1.4730 |
|
| R3 |
1.4751 |
1.4743 |
1.4727 |
|
| R2 |
1.4741 |
1.4741 |
1.4726 |
|
| R1 |
1.4733 |
1.4733 |
1.4725 |
1.4729 |
| PP |
1.4731 |
1.4731 |
1.4731 |
1.4730 |
| S1 |
1.4723 |
1.4723 |
1.4723 |
1.4719 |
| S2 |
1.4721 |
1.4721 |
1.4722 |
|
| S3 |
1.4711 |
1.4713 |
1.4721 |
|
| S4 |
1.4701 |
1.4703 |
1.4719 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5545 |
1.5442 |
1.4892 |
|
| R3 |
1.5236 |
1.5133 |
1.4807 |
|
| R2 |
1.4927 |
1.4927 |
1.4779 |
|
| R1 |
1.4824 |
1.4824 |
1.4750 |
1.4876 |
| PP |
1.4618 |
1.4618 |
1.4618 |
1.4643 |
| S1 |
1.4515 |
1.4515 |
1.4694 |
1.4567 |
| S2 |
1.4309 |
1.4309 |
1.4665 |
|
| S3 |
1.4000 |
1.4206 |
1.4637 |
|
| S4 |
1.3691 |
1.3897 |
1.4552 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4783 |
|
2.618 |
1.4766 |
|
1.618 |
1.4756 |
|
1.000 |
1.4750 |
|
0.618 |
1.4746 |
|
HIGH |
1.4740 |
|
0.618 |
1.4736 |
|
0.500 |
1.4735 |
|
0.382 |
1.4734 |
|
LOW |
1.4730 |
|
0.618 |
1.4724 |
|
1.000 |
1.4720 |
|
1.618 |
1.4714 |
|
2.618 |
1.4704 |
|
4.250 |
1.4688 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4735 |
1.4704 |
| PP |
1.4731 |
1.4683 |
| S1 |
1.4728 |
1.4663 |
|