CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 11-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1.4756 |
1.4748 |
-0.0008 |
-0.1% |
1.4682 |
High |
1.4756 |
1.4748 |
-0.0008 |
-0.1% |
1.4756 |
Low |
1.4756 |
1.4748 |
-0.0008 |
-0.1% |
1.4633 |
Close |
1.4768 |
1.4748 |
-0.0020 |
-0.1% |
1.4748 |
Range |
|
|
|
|
|
ATR |
0.0073 |
0.0069 |
-0.0004 |
-5.2% |
0.0000 |
Volume |
255 |
222 |
-33 |
-12.9% |
1,129 |
|
Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4748 |
1.4748 |
1.4748 |
|
R3 |
1.4748 |
1.4748 |
1.4748 |
|
R2 |
1.4748 |
1.4748 |
1.4748 |
|
R1 |
1.4748 |
1.4748 |
1.4748 |
1.4748 |
PP |
1.4748 |
1.4748 |
1.4748 |
1.4748 |
S1 |
1.4748 |
1.4748 |
1.4748 |
1.4748 |
S2 |
1.4748 |
1.4748 |
1.4748 |
|
S3 |
1.4748 |
1.4748 |
1.4748 |
|
S4 |
1.4748 |
1.4748 |
1.4748 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5081 |
1.5038 |
1.4816 |
|
R3 |
1.4958 |
1.4915 |
1.4782 |
|
R2 |
1.4835 |
1.4835 |
1.4771 |
|
R1 |
1.4792 |
1.4792 |
1.4759 |
1.4814 |
PP |
1.4712 |
1.4712 |
1.4712 |
1.4723 |
S1 |
1.4669 |
1.4669 |
1.4737 |
1.4691 |
S2 |
1.4589 |
1.4589 |
1.4725 |
|
S3 |
1.4466 |
1.4546 |
1.4714 |
|
S4 |
1.4343 |
1.4423 |
1.4680 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4748 |
2.618 |
1.4748 |
1.618 |
1.4748 |
1.000 |
1.4748 |
0.618 |
1.4748 |
HIGH |
1.4748 |
0.618 |
1.4748 |
0.500 |
1.4748 |
0.382 |
1.4748 |
LOW |
1.4748 |
0.618 |
1.4748 |
1.000 |
1.4748 |
1.618 |
1.4748 |
2.618 |
1.4748 |
4.250 |
1.4748 |
|
|
Fisher Pivots for day following 11-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4748 |
1.4730 |
PP |
1.4748 |
1.4712 |
S1 |
1.4748 |
1.4695 |
|