CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 12-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1.4429 |
1.4522 |
0.0093 |
0.6% |
1.4745 |
High |
1.4454 |
1.4540 |
0.0086 |
0.6% |
1.4770 |
Low |
1.4429 |
1.4522 |
0.0093 |
0.6% |
1.4395 |
Close |
1.4452 |
1.4530 |
0.0078 |
0.5% |
1.4446 |
Range |
0.0025 |
0.0018 |
-0.0007 |
-28.0% |
0.0375 |
ATR |
0.0083 |
0.0083 |
0.0000 |
0.4% |
0.0000 |
Volume |
494 |
227 |
-267 |
-54.0% |
2,018 |
|
Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4585 |
1.4575 |
1.4540 |
|
R3 |
1.4567 |
1.4557 |
1.4535 |
|
R2 |
1.4549 |
1.4549 |
1.4533 |
|
R1 |
1.4539 |
1.4539 |
1.4532 |
1.4544 |
PP |
1.4531 |
1.4531 |
1.4531 |
1.4533 |
S1 |
1.4521 |
1.4521 |
1.4528 |
1.4526 |
S2 |
1.4513 |
1.4513 |
1.4527 |
|
S3 |
1.4495 |
1.4503 |
1.4525 |
|
S4 |
1.4477 |
1.4485 |
1.4520 |
|
|
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 |
1.4617 |
2.618 |
1.4587 |
1.618 |
1.4569 |
1.000 |
1.4558 |
0.618 |
1.4551 |
HIGH |
1.4540 |
0.618 |
1.4533 |
0.500 |
1.4531 |
0.382 |
1.4529 |
LOW |
1.4522 |
0.618 |
1.4511 |
1.000 |
1.4504 |
1.618 |
1.4493 |
2.618 |
1.4475 |
4.250 |
1.4446 |
|
|
Fisher Pivots for day following 12-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4531 |
1.4515 |
PP |
1.4531 |
1.4500 |
S1 |
1.4530 |
1.4485 |
|