CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 08-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1.4682 |
1.4695 |
0.0013 |
0.1% |
1.4586 |
High |
1.4682 |
1.4696 |
0.0014 |
0.1% |
1.4775 |
Low |
1.4682 |
1.4695 |
0.0013 |
0.1% |
1.4585 |
Close |
1.4682 |
1.4693 |
0.0011 |
0.1% |
1.4763 |
Range |
0.0000 |
0.0001 |
0.0001 |
|
0.0190 |
ATR |
0.0075 |
0.0071 |
-0.0004 |
-5.8% |
0.0000 |
Volume |
343 |
119 |
-224 |
-65.3% |
2,385 |
|
Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4698 |
1.4696 |
1.4694 |
|
R3 |
1.4697 |
1.4695 |
1.4693 |
|
R2 |
1.4696 |
1.4696 |
1.4693 |
|
R1 |
1.4694 |
1.4694 |
1.4693 |
1.4695 |
PP |
1.4695 |
1.4695 |
1.4695 |
1.4695 |
S1 |
1.4693 |
1.4693 |
1.4693 |
1.4694 |
S2 |
1.4694 |
1.4694 |
1.4693 |
|
S3 |
1.4693 |
1.4692 |
1.4693 |
|
S4 |
1.4692 |
1.4691 |
1.4692 |
|
|
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 |
1.4700 |
2.618 |
1.4699 |
1.618 |
1.4698 |
1.000 |
1.4697 |
0.618 |
1.4697 |
HIGH |
1.4696 |
0.618 |
1.4696 |
0.500 |
1.4696 |
0.382 |
1.4695 |
LOW |
1.4695 |
0.618 |
1.4694 |
1.000 |
1.4694 |
1.618 |
1.4693 |
2.618 |
1.4692 |
4.250 |
1.4691 |
|
|
Fisher Pivots for day following 08-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4696 |
1.4729 |
PP |
1.4695 |
1.4717 |
S1 |
1.4694 |
1.4705 |
|