CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4586 |
1.4585 |
-0.0001 |
0.0% |
1.4713 |
| High |
1.4625 |
1.4597 |
-0.0028 |
-0.2% |
1.4825 |
| Low |
1.4565 |
1.4560 |
-0.0005 |
0.0% |
1.4680 |
| Close |
1.4586 |
1.4562 |
-0.0024 |
-0.2% |
1.4739 |
| Range |
0.0060 |
0.0037 |
-0.0023 |
-38.3% |
0.0145 |
| ATR |
0.0087 |
0.0083 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
235 |
521 |
286 |
121.7% |
4,460 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4684 |
1.4660 |
1.4582 |
|
| R3 |
1.4647 |
1.4623 |
1.4572 |
|
| R2 |
1.4610 |
1.4610 |
1.4569 |
|
| R1 |
1.4586 |
1.4586 |
1.4565 |
1.4580 |
| PP |
1.4573 |
1.4573 |
1.4573 |
1.4570 |
| S1 |
1.4549 |
1.4549 |
1.4559 |
1.4543 |
| S2 |
1.4536 |
1.4536 |
1.4555 |
|
| S3 |
1.4499 |
1.4512 |
1.4552 |
|
| S4 |
1.4462 |
1.4475 |
1.4542 |
|
|
| 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 |
1.4754 |
|
2.618 |
1.4694 |
|
1.618 |
1.4657 |
|
1.000 |
1.4634 |
|
0.618 |
1.4620 |
|
HIGH |
1.4597 |
|
0.618 |
1.4583 |
|
0.500 |
1.4579 |
|
0.382 |
1.4574 |
|
LOW |
1.4560 |
|
0.618 |
1.4537 |
|
1.000 |
1.4523 |
|
1.618 |
1.4500 |
|
2.618 |
1.4463 |
|
4.250 |
1.4403 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4579 |
1.4665 |
| PP |
1.4573 |
1.4631 |
| S1 |
1.4568 |
1.4596 |
|