CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4585 |
1.4466 |
-0.0119 |
-0.8% |
1.4713 |
| High |
1.4597 |
1.4475 |
-0.0122 |
-0.8% |
1.4825 |
| Low |
1.4560 |
1.4395 |
-0.0165 |
-1.1% |
1.4680 |
| Close |
1.4562 |
1.4397 |
-0.0165 |
-1.1% |
1.4739 |
| Range |
0.0037 |
0.0080 |
0.0043 |
116.2% |
0.0145 |
| ATR |
0.0083 |
0.0089 |
0.0006 |
7.2% |
0.0000 |
| Volume |
521 |
306 |
-215 |
-41.3% |
4,460 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4662 |
1.4610 |
1.4441 |
|
| R3 |
1.4582 |
1.4530 |
1.4419 |
|
| R2 |
1.4502 |
1.4502 |
1.4412 |
|
| R1 |
1.4450 |
1.4450 |
1.4404 |
1.4436 |
| PP |
1.4422 |
1.4422 |
1.4422 |
1.4416 |
| S1 |
1.4370 |
1.4370 |
1.4390 |
1.4356 |
| S2 |
1.4342 |
1.4342 |
1.4382 |
|
| S3 |
1.4262 |
1.4290 |
1.4375 |
|
| S4 |
1.4182 |
1.4210 |
1.4353 |
|
|
| 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 |
1.4815 |
|
2.618 |
1.4684 |
|
1.618 |
1.4604 |
|
1.000 |
1.4555 |
|
0.618 |
1.4524 |
|
HIGH |
1.4475 |
|
0.618 |
1.4444 |
|
0.500 |
1.4435 |
|
0.382 |
1.4426 |
|
LOW |
1.4395 |
|
0.618 |
1.4346 |
|
1.000 |
1.4315 |
|
1.618 |
1.4266 |
|
2.618 |
1.4186 |
|
4.250 |
1.4055 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4435 |
1.4510 |
| PP |
1.4422 |
1.4472 |
| S1 |
1.4410 |
1.4435 |
|