CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4713 |
1.4692 |
-0.0021 |
-0.1% |
1.4490 |
| High |
1.4713 |
1.4700 |
-0.0013 |
-0.1% |
1.4675 |
| Low |
1.4713 |
1.4680 |
-0.0033 |
-0.2% |
1.4490 |
| Close |
1.4713 |
1.4714 |
0.0001 |
0.0% |
1.4614 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0185 |
| ATR |
0.0085 |
0.0081 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
683 |
872 |
189 |
27.7% |
4,274 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4758 |
1.4756 |
1.4725 |
|
| R3 |
1.4738 |
1.4736 |
1.4720 |
|
| R2 |
1.4718 |
1.4718 |
1.4718 |
|
| R1 |
1.4716 |
1.4716 |
1.4716 |
1.4717 |
| PP |
1.4698 |
1.4698 |
1.4698 |
1.4699 |
| S1 |
1.4696 |
1.4696 |
1.4712 |
1.4697 |
| S2 |
1.4678 |
1.4678 |
1.4710 |
|
| S3 |
1.4658 |
1.4676 |
1.4709 |
|
| S4 |
1.4638 |
1.4656 |
1.4703 |
|
|
| 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 |
1.4785 |
|
2.618 |
1.4752 |
|
1.618 |
1.4732 |
|
1.000 |
1.4720 |
|
0.618 |
1.4712 |
|
HIGH |
1.4700 |
|
0.618 |
1.4692 |
|
0.500 |
1.4690 |
|
0.382 |
1.4688 |
|
LOW |
1.4680 |
|
0.618 |
1.4668 |
|
1.000 |
1.4660 |
|
1.618 |
1.4648 |
|
2.618 |
1.4628 |
|
4.250 |
1.4595 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4706 |
1.4696 |
| PP |
1.4698 |
1.4677 |
| S1 |
1.4690 |
1.4659 |
|