CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4640 |
1.4596 |
-0.0044 |
-0.3% |
1.4833 |
| High |
1.4675 |
1.4655 |
-0.0020 |
-0.1% |
1.4860 |
| Low |
1.4630 |
1.4585 |
-0.0045 |
-0.3% |
1.4575 |
| Close |
1.4640 |
1.4588 |
-0.0052 |
-0.4% |
1.4588 |
| Range |
0.0045 |
0.0070 |
0.0025 |
55.6% |
0.0285 |
| ATR |
0.0079 |
0.0079 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,020 |
652 |
-368 |
-36.1% |
3,079 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4819 |
1.4774 |
1.4627 |
|
| R3 |
1.4749 |
1.4704 |
1.4607 |
|
| R2 |
1.4679 |
1.4679 |
1.4601 |
|
| R1 |
1.4634 |
1.4634 |
1.4594 |
1.4622 |
| PP |
1.4609 |
1.4609 |
1.4609 |
1.4603 |
| S1 |
1.4564 |
1.4564 |
1.4582 |
1.4552 |
| S2 |
1.4539 |
1.4539 |
1.4575 |
|
| S3 |
1.4469 |
1.4494 |
1.4569 |
|
| S4 |
1.4399 |
1.4424 |
1.4550 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5529 |
1.5344 |
1.4745 |
|
| R3 |
1.5244 |
1.5059 |
1.4666 |
|
| R2 |
1.4959 |
1.4959 |
1.4640 |
|
| R1 |
1.4774 |
1.4774 |
1.4614 |
1.4724 |
| PP |
1.4674 |
1.4674 |
1.4674 |
1.4650 |
| S1 |
1.4489 |
1.4489 |
1.4562 |
1.4439 |
| S2 |
1.4389 |
1.4389 |
1.4536 |
|
| S3 |
1.4104 |
1.4204 |
1.4510 |
|
| S4 |
1.3819 |
1.3919 |
1.4431 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4953 |
|
2.618 |
1.4838 |
|
1.618 |
1.4768 |
|
1.000 |
1.4725 |
|
0.618 |
1.4698 |
|
HIGH |
1.4655 |
|
0.618 |
1.4628 |
|
0.500 |
1.4620 |
|
0.382 |
1.4612 |
|
LOW |
1.4585 |
|
0.618 |
1.4542 |
|
1.000 |
1.4515 |
|
1.618 |
1.4472 |
|
2.618 |
1.4402 |
|
4.250 |
1.4288 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4620 |
1.4683 |
| PP |
1.4609 |
1.4651 |
| S1 |
1.4599 |
1.4620 |
|