CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4446 |
1.4429 |
-0.0017 |
-0.1% |
1.4745 |
| High |
1.4460 |
1.4454 |
-0.0006 |
0.0% |
1.4770 |
| Low |
1.4438 |
1.4429 |
-0.0009 |
-0.1% |
1.4395 |
| Close |
1.4446 |
1.4452 |
0.0006 |
0.0% |
1.4446 |
| Range |
0.0022 |
0.0025 |
0.0003 |
13.6% |
0.0375 |
| ATR |
0.0087 |
0.0083 |
-0.0004 |
-5.1% |
0.0000 |
| Volume |
714 |
494 |
-220 |
-30.8% |
2,018 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4520 |
1.4511 |
1.4466 |
|
| R3 |
1.4495 |
1.4486 |
1.4459 |
|
| R2 |
1.4470 |
1.4470 |
1.4457 |
|
| R1 |
1.4461 |
1.4461 |
1.4454 |
1.4466 |
| PP |
1.4445 |
1.4445 |
1.4445 |
1.4447 |
| S1 |
1.4436 |
1.4436 |
1.4450 |
1.4441 |
| S2 |
1.4420 |
1.4420 |
1.4447 |
|
| S3 |
1.4395 |
1.4411 |
1.4445 |
|
| S4 |
1.4370 |
1.4386 |
1.4438 |
|
|
| 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 |
1.4560 |
|
2.618 |
1.4519 |
|
1.618 |
1.4494 |
|
1.000 |
1.4479 |
|
0.618 |
1.4469 |
|
HIGH |
1.4454 |
|
0.618 |
1.4444 |
|
0.500 |
1.4442 |
|
0.382 |
1.4439 |
|
LOW |
1.4429 |
|
0.618 |
1.4414 |
|
1.000 |
1.4404 |
|
1.618 |
1.4389 |
|
2.618 |
1.4364 |
|
4.250 |
1.4323 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4449 |
1.4446 |
| PP |
1.4445 |
1.4441 |
| S1 |
1.4442 |
1.4435 |
|