CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 01-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1.4810 |
1.4772 |
-0.0038 |
-0.3% |
1.4713 |
High |
1.4798 |
1.4772 |
-0.0026 |
-0.2% |
1.4825 |
Low |
1.4755 |
1.4740 |
-0.0015 |
-0.1% |
1.4680 |
Close |
1.4810 |
1.4739 |
-0.0071 |
-0.5% |
1.4739 |
Range |
0.0043 |
0.0032 |
-0.0011 |
-25.6% |
0.0145 |
ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
359 |
258 |
-101 |
-28.1% |
4,460 |
|
Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4846 |
1.4825 |
1.4757 |
|
R3 |
1.4814 |
1.4793 |
1.4748 |
|
R2 |
1.4782 |
1.4782 |
1.4745 |
|
R1 |
1.4761 |
1.4761 |
1.4742 |
1.4756 |
PP |
1.4750 |
1.4750 |
1.4750 |
1.4748 |
S1 |
1.4729 |
1.4729 |
1.4736 |
1.4724 |
S2 |
1.4718 |
1.4718 |
1.4733 |
|
S3 |
1.4686 |
1.4697 |
1.4730 |
|
S4 |
1.4654 |
1.4665 |
1.4721 |
|
|
Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5183 |
1.5106 |
1.4819 |
|
R3 |
1.5038 |
1.4961 |
1.4779 |
|
R2 |
1.4893 |
1.4893 |
1.4766 |
|
R1 |
1.4816 |
1.4816 |
1.4752 |
1.4855 |
PP |
1.4748 |
1.4748 |
1.4748 |
1.4767 |
S1 |
1.4671 |
1.4671 |
1.4726 |
1.4710 |
S2 |
1.4603 |
1.4603 |
1.4712 |
|
S3 |
1.4458 |
1.4526 |
1.4699 |
|
S4 |
1.4313 |
1.4381 |
1.4659 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4908 |
2.618 |
1.4856 |
1.618 |
1.4824 |
1.000 |
1.4804 |
0.618 |
1.4792 |
HIGH |
1.4772 |
0.618 |
1.4760 |
0.500 |
1.4756 |
0.382 |
1.4752 |
LOW |
1.4740 |
0.618 |
1.4720 |
1.000 |
1.4708 |
1.618 |
1.4688 |
2.618 |
1.4656 |
4.250 |
1.4604 |
|
|
Fisher Pivots for day following 01-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4756 |
1.4783 |
PP |
1.4750 |
1.4768 |
S1 |
1.4745 |
1.4754 |
|