CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 10-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1.4633 |
1.4756 |
0.0123 |
0.8% |
1.4586 |
High |
1.4633 |
1.4756 |
0.0123 |
0.8% |
1.4775 |
Low |
1.4633 |
1.4756 |
0.0123 |
0.8% |
1.4585 |
Close |
1.4640 |
1.4768 |
0.0128 |
0.9% |
1.4763 |
Range |
|
|
|
|
|
ATR |
0.0070 |
0.0073 |
0.0003 |
4.7% |
0.0000 |
Volume |
190 |
255 |
65 |
34.2% |
2,385 |
|
Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4760 |
1.4764 |
1.4768 |
|
R3 |
1.4760 |
1.4764 |
1.4768 |
|
R2 |
1.4760 |
1.4760 |
1.4768 |
|
R1 |
1.4764 |
1.4764 |
1.4768 |
1.4762 |
PP |
1.4760 |
1.4760 |
1.4760 |
1.4759 |
S1 |
1.4764 |
1.4764 |
1.4768 |
1.4762 |
S2 |
1.4760 |
1.4760 |
1.4768 |
|
S3 |
1.4760 |
1.4764 |
1.4768 |
|
S4 |
1.4760 |
1.4764 |
1.4768 |
|
|
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 |
1.4756 |
2.618 |
1.4756 |
1.618 |
1.4756 |
1.000 |
1.4756 |
0.618 |
1.4756 |
HIGH |
1.4756 |
0.618 |
1.4756 |
0.500 |
1.4756 |
0.382 |
1.4756 |
LOW |
1.4756 |
0.618 |
1.4756 |
1.000 |
1.4756 |
1.618 |
1.4756 |
2.618 |
1.4756 |
4.250 |
1.4756 |
|
|
Fisher Pivots for day following 10-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4764 |
1.4744 |
PP |
1.4760 |
1.4719 |
S1 |
1.4756 |
1.4695 |
|