CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4711 |
1.4763 |
0.0052 |
0.4% |
1.4586 |
| High |
1.4740 |
1.4775 |
0.0035 |
0.2% |
1.4775 |
| Low |
1.4711 |
1.4760 |
0.0049 |
0.3% |
1.4585 |
| Close |
1.4738 |
1.4763 |
0.0025 |
0.2% |
1.4763 |
| Range |
0.0029 |
0.0015 |
-0.0014 |
-48.3% |
0.0190 |
| ATR |
0.0077 |
0.0075 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
79 |
167 |
88 |
111.4% |
2,385 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4811 |
1.4802 |
1.4771 |
|
| R3 |
1.4796 |
1.4787 |
1.4767 |
|
| R2 |
1.4781 |
1.4781 |
1.4766 |
|
| R1 |
1.4772 |
1.4772 |
1.4764 |
1.4771 |
| PP |
1.4766 |
1.4766 |
1.4766 |
1.4765 |
| S1 |
1.4757 |
1.4757 |
1.4762 |
1.4756 |
| S2 |
1.4751 |
1.4751 |
1.4760 |
|
| S3 |
1.4736 |
1.4742 |
1.4759 |
|
| S4 |
1.4721 |
1.4727 |
1.4755 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5278 |
1.5210 |
1.4868 |
|
| R3 |
1.5088 |
1.5020 |
1.4815 |
|
| R2 |
1.4898 |
1.4898 |
1.4798 |
|
| R1 |
1.4830 |
1.4830 |
1.4780 |
1.4864 |
| PP |
1.4708 |
1.4708 |
1.4708 |
1.4725 |
| S1 |
1.4640 |
1.4640 |
1.4746 |
1.4674 |
| S2 |
1.4518 |
1.4518 |
1.4728 |
|
| S3 |
1.4328 |
1.4450 |
1.4711 |
|
| S4 |
1.4138 |
1.4260 |
1.4659 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4839 |
|
2.618 |
1.4814 |
|
1.618 |
1.4799 |
|
1.000 |
1.4790 |
|
0.618 |
1.4784 |
|
HIGH |
1.4775 |
|
0.618 |
1.4769 |
|
0.500 |
1.4768 |
|
0.382 |
1.4766 |
|
LOW |
1.4760 |
|
0.618 |
1.4751 |
|
1.000 |
1.4745 |
|
1.618 |
1.4736 |
|
2.618 |
1.4721 |
|
4.250 |
1.4696 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4768 |
1.4756 |
| PP |
1.4766 |
1.4750 |
| S1 |
1.4765 |
1.4743 |
|