CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 30-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
1.4692 |
1.4831 |
0.0139 |
0.9% |
1.4490 |
High |
1.4700 |
1.4825 |
0.0125 |
0.9% |
1.4675 |
Low |
1.4680 |
1.4825 |
0.0145 |
1.0% |
1.4490 |
Close |
1.4714 |
1.4831 |
0.0117 |
0.8% |
1.4614 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0185 |
ATR |
0.0081 |
0.0083 |
0.0002 |
2.6% |
0.0000 |
Volume |
872 |
2,288 |
1,416 |
162.4% |
4,274 |
|
Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4827 |
1.4829 |
1.4831 |
|
R3 |
1.4827 |
1.4829 |
1.4831 |
|
R2 |
1.4827 |
1.4827 |
1.4831 |
|
R1 |
1.4829 |
1.4829 |
1.4831 |
1.4831 |
PP |
1.4827 |
1.4827 |
1.4827 |
1.4828 |
S1 |
1.4829 |
1.4829 |
1.4831 |
1.4831 |
S2 |
1.4827 |
1.4827 |
1.4831 |
|
S3 |
1.4827 |
1.4829 |
1.4831 |
|
S4 |
1.4827 |
1.4829 |
1.4831 |
|
|
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 |
1.4825 |
2.618 |
1.4825 |
1.618 |
1.4825 |
1.000 |
1.4825 |
0.618 |
1.4825 |
HIGH |
1.4825 |
0.618 |
1.4825 |
0.500 |
1.4825 |
0.382 |
1.4825 |
LOW |
1.4825 |
0.618 |
1.4825 |
1.000 |
1.4825 |
1.618 |
1.4825 |
2.618 |
1.4825 |
4.250 |
1.4825 |
|
|
Fisher Pivots for day following 30-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4829 |
1.4805 |
PP |
1.4827 |
1.4779 |
S1 |
1.4825 |
1.4753 |
|