CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 08-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1.4466 |
1.4446 |
-0.0020 |
-0.1% |
1.4745 |
High |
1.4475 |
1.4460 |
-0.0015 |
-0.1% |
1.4770 |
Low |
1.4395 |
1.4438 |
0.0043 |
0.3% |
1.4395 |
Close |
1.4397 |
1.4446 |
0.0049 |
0.3% |
1.4446 |
Range |
0.0080 |
0.0022 |
-0.0058 |
-72.5% |
0.0375 |
ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
306 |
714 |
408 |
133.3% |
2,018 |
|
Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4514 |
1.4502 |
1.4458 |
|
R3 |
1.4492 |
1.4480 |
1.4452 |
|
R2 |
1.4470 |
1.4470 |
1.4450 |
|
R1 |
1.4458 |
1.4458 |
1.4448 |
1.4457 |
PP |
1.4448 |
1.4448 |
1.4448 |
1.4448 |
S1 |
1.4436 |
1.4436 |
1.4444 |
1.4435 |
S2 |
1.4426 |
1.4426 |
1.4442 |
|
S3 |
1.4404 |
1.4414 |
1.4440 |
|
S4 |
1.4382 |
1.4392 |
1.4434 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5662 |
1.5429 |
1.4652 |
|
R3 |
1.5287 |
1.5054 |
1.4549 |
|
R2 |
1.4912 |
1.4912 |
1.4515 |
|
R1 |
1.4679 |
1.4679 |
1.4480 |
1.4608 |
PP |
1.4537 |
1.4537 |
1.4537 |
1.4502 |
S1 |
1.4304 |
1.4304 |
1.4412 |
1.4233 |
S2 |
1.4162 |
1.4162 |
1.4377 |
|
S3 |
1.3787 |
1.3929 |
1.4343 |
|
S4 |
1.3412 |
1.3554 |
1.4240 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4554 |
2.618 |
1.4518 |
1.618 |
1.4496 |
1.000 |
1.4482 |
0.618 |
1.4474 |
HIGH |
1.4460 |
0.618 |
1.4452 |
0.500 |
1.4449 |
0.382 |
1.4446 |
LOW |
1.4438 |
0.618 |
1.4424 |
1.000 |
1.4416 |
1.618 |
1.4402 |
2.618 |
1.4380 |
4.250 |
1.4345 |
|
|
Fisher Pivots for day following 08-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4449 |
1.4496 |
PP |
1.4448 |
1.4479 |
S1 |
1.4447 |
1.4463 |
|