CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4675 |
1.4605 |
-0.0070 |
-0.5% |
1.4490 |
| High |
1.4675 |
1.4660 |
-0.0015 |
-0.1% |
1.4675 |
| Low |
1.4675 |
1.4605 |
-0.0070 |
-0.5% |
1.4490 |
| Close |
1.4697 |
1.4614 |
-0.0083 |
-0.6% |
1.4614 |
| Range |
0.0000 |
0.0055 |
0.0055 |
|
0.0185 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.7% |
0.0000 |
| Volume |
2,062 |
707 |
-1,355 |
-65.7% |
4,274 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4791 |
1.4758 |
1.4644 |
|
| R3 |
1.4736 |
1.4703 |
1.4629 |
|
| R2 |
1.4681 |
1.4681 |
1.4624 |
|
| R1 |
1.4648 |
1.4648 |
1.4619 |
1.4665 |
| PP |
1.4626 |
1.4626 |
1.4626 |
1.4635 |
| S1 |
1.4593 |
1.4593 |
1.4609 |
1.4610 |
| S2 |
1.4571 |
1.4571 |
1.4604 |
|
| S3 |
1.4516 |
1.4538 |
1.4599 |
|
| S4 |
1.4461 |
1.4483 |
1.4584 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5148 |
1.5066 |
1.4716 |
|
| R3 |
1.4963 |
1.4881 |
1.4665 |
|
| R2 |
1.4778 |
1.4778 |
1.4648 |
|
| R1 |
1.4696 |
1.4696 |
1.4631 |
1.4737 |
| PP |
1.4593 |
1.4593 |
1.4593 |
1.4614 |
| S1 |
1.4511 |
1.4511 |
1.4597 |
1.4552 |
| S2 |
1.4408 |
1.4408 |
1.4580 |
|
| S3 |
1.4223 |
1.4326 |
1.4563 |
|
| S4 |
1.4038 |
1.4141 |
1.4512 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4894 |
|
2.618 |
1.4804 |
|
1.618 |
1.4749 |
|
1.000 |
1.4715 |
|
0.618 |
1.4694 |
|
HIGH |
1.4660 |
|
0.618 |
1.4639 |
|
0.500 |
1.4633 |
|
0.382 |
1.4626 |
|
LOW |
1.4605 |
|
0.618 |
1.4571 |
|
1.000 |
1.4550 |
|
1.618 |
1.4516 |
|
2.618 |
1.4461 |
|
4.250 |
1.4371 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4633 |
1.4604 |
| PP |
1.4626 |
1.4595 |
| S1 |
1.4620 |
1.4585 |
|