CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4798 |
1.4790 |
-0.0008 |
-0.1% |
1.4682 |
| High |
1.4860 |
1.4790 |
-0.0070 |
-0.5% |
1.4756 |
| Low |
1.4795 |
1.4575 |
-0.0220 |
-1.5% |
1.4633 |
| Close |
1.4798 |
1.4627 |
-0.0171 |
-1.2% |
1.4748 |
| Range |
0.0065 |
0.0215 |
0.0150 |
230.8% |
0.0123 |
| ATR |
0.0071 |
0.0082 |
0.0011 |
15.4% |
0.0000 |
| Volume |
371 |
914 |
543 |
146.4% |
1,129 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5309 |
1.5183 |
1.4745 |
|
| R3 |
1.5094 |
1.4968 |
1.4686 |
|
| R2 |
1.4879 |
1.4879 |
1.4666 |
|
| R1 |
1.4753 |
1.4753 |
1.4647 |
1.4709 |
| PP |
1.4664 |
1.4664 |
1.4664 |
1.4642 |
| S1 |
1.4538 |
1.4538 |
1.4607 |
1.4494 |
| S2 |
1.4449 |
1.4449 |
1.4588 |
|
| S3 |
1.4234 |
1.4323 |
1.4568 |
|
| S4 |
1.4019 |
1.4108 |
1.4509 |
|
|
| 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 |
1.5704 |
|
2.618 |
1.5353 |
|
1.618 |
1.5138 |
|
1.000 |
1.5005 |
|
0.618 |
1.4923 |
|
HIGH |
1.4790 |
|
0.618 |
1.4708 |
|
0.500 |
1.4683 |
|
0.382 |
1.4657 |
|
LOW |
1.4575 |
|
0.618 |
1.4442 |
|
1.000 |
1.4360 |
|
1.618 |
1.4227 |
|
2.618 |
1.4012 |
|
4.250 |
1.3661 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4683 |
1.4718 |
| PP |
1.4664 |
1.4687 |
| S1 |
1.4646 |
1.4657 |
|