CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4790 |
1.4640 |
-0.0150 |
-1.0% |
1.4682 |
| High |
1.4790 |
1.4675 |
-0.0115 |
-0.8% |
1.4756 |
| Low |
1.4575 |
1.4630 |
0.0055 |
0.4% |
1.4633 |
| Close |
1.4627 |
1.4640 |
0.0013 |
0.1% |
1.4748 |
| Range |
0.0215 |
0.0045 |
-0.0170 |
-79.1% |
0.0123 |
| ATR |
0.0082 |
0.0079 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
914 |
1,020 |
106 |
11.6% |
1,129 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4783 |
1.4757 |
1.4665 |
|
| R3 |
1.4738 |
1.4712 |
1.4652 |
|
| R2 |
1.4693 |
1.4693 |
1.4648 |
|
| R1 |
1.4667 |
1.4667 |
1.4644 |
1.4663 |
| PP |
1.4648 |
1.4648 |
1.4648 |
1.4646 |
| S1 |
1.4622 |
1.4622 |
1.4636 |
1.4618 |
| S2 |
1.4603 |
1.4603 |
1.4632 |
|
| S3 |
1.4558 |
1.4577 |
1.4628 |
|
| S4 |
1.4513 |
1.4532 |
1.4615 |
|
|
| 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 |
1.4866 |
|
2.618 |
1.4793 |
|
1.618 |
1.4748 |
|
1.000 |
1.4720 |
|
0.618 |
1.4703 |
|
HIGH |
1.4675 |
|
0.618 |
1.4658 |
|
0.500 |
1.4653 |
|
0.382 |
1.4647 |
|
LOW |
1.4630 |
|
0.618 |
1.4602 |
|
1.000 |
1.4585 |
|
1.618 |
1.4557 |
|
2.618 |
1.4512 |
|
4.250 |
1.4439 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4653 |
1.4718 |
| PP |
1.4648 |
1.4692 |
| S1 |
1.4644 |
1.4666 |
|