CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4833 |
1.4798 |
-0.0035 |
-0.2% |
1.4682 |
| High |
1.4842 |
1.4860 |
0.0018 |
0.1% |
1.4756 |
| Low |
1.4832 |
1.4795 |
-0.0037 |
-0.2% |
1.4633 |
| Close |
1.4835 |
1.4798 |
-0.0037 |
-0.2% |
1.4748 |
| Range |
0.0010 |
0.0065 |
0.0055 |
550.0% |
0.0123 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
122 |
371 |
249 |
204.1% |
1,129 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5013 |
1.4970 |
1.4834 |
|
| R3 |
1.4948 |
1.4905 |
1.4816 |
|
| R2 |
1.4883 |
1.4883 |
1.4810 |
|
| R1 |
1.4840 |
1.4840 |
1.4804 |
1.4831 |
| PP |
1.4818 |
1.4818 |
1.4818 |
1.4813 |
| S1 |
1.4775 |
1.4775 |
1.4792 |
1.4766 |
| S2 |
1.4753 |
1.4753 |
1.4786 |
|
| S3 |
1.4688 |
1.4710 |
1.4780 |
|
| S4 |
1.4623 |
1.4645 |
1.4762 |
|
|
| 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 |
1.5136 |
|
2.618 |
1.5030 |
|
1.618 |
1.4965 |
|
1.000 |
1.4925 |
|
0.618 |
1.4900 |
|
HIGH |
1.4860 |
|
0.618 |
1.4835 |
|
0.500 |
1.4828 |
|
0.382 |
1.4820 |
|
LOW |
1.4795 |
|
0.618 |
1.4755 |
|
1.000 |
1.4730 |
|
1.618 |
1.4690 |
|
2.618 |
1.4625 |
|
4.250 |
1.4519 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4828 |
1.4804 |
| PP |
1.4818 |
1.4802 |
| S1 |
1.4808 |
1.4800 |
|