CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4745 |
1.4586 |
-0.0159 |
-1.1% |
1.4713 |
| High |
1.4770 |
1.4625 |
-0.0145 |
-1.0% |
1.4825 |
| Low |
1.4745 |
1.4565 |
-0.0180 |
-1.2% |
1.4680 |
| Close |
1.4762 |
1.4586 |
-0.0176 |
-1.2% |
1.4739 |
| Range |
0.0025 |
0.0060 |
0.0035 |
140.0% |
0.0145 |
| ATR |
0.0078 |
0.0087 |
0.0008 |
10.8% |
0.0000 |
| Volume |
242 |
235 |
-7 |
-2.9% |
4,460 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4772 |
1.4739 |
1.4619 |
|
| R3 |
1.4712 |
1.4679 |
1.4603 |
|
| R2 |
1.4652 |
1.4652 |
1.4597 |
|
| R1 |
1.4619 |
1.4619 |
1.4592 |
1.4616 |
| PP |
1.4592 |
1.4592 |
1.4592 |
1.4591 |
| S1 |
1.4559 |
1.4559 |
1.4581 |
1.4556 |
| S2 |
1.4532 |
1.4532 |
1.4575 |
|
| S3 |
1.4472 |
1.4499 |
1.4570 |
|
| S4 |
1.4412 |
1.4439 |
1.4553 |
|
|
| 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 |
1.4880 |
|
2.618 |
1.4782 |
|
1.618 |
1.4722 |
|
1.000 |
1.4685 |
|
0.618 |
1.4662 |
|
HIGH |
1.4625 |
|
0.618 |
1.4602 |
|
0.500 |
1.4595 |
|
0.382 |
1.4588 |
|
LOW |
1.4565 |
|
0.618 |
1.4528 |
|
1.000 |
1.4505 |
|
1.618 |
1.4468 |
|
2.618 |
1.4408 |
|
4.250 |
1.4310 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4595 |
1.4669 |
| PP |
1.4592 |
1.4641 |
| S1 |
1.4589 |
1.4614 |
|