CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4522 |
1.4487 |
-0.0035 |
-0.2% |
1.4745 |
| High |
1.4540 |
1.4520 |
-0.0020 |
-0.1% |
1.4770 |
| Low |
1.4522 |
1.4480 |
-0.0042 |
-0.3% |
1.4395 |
| Close |
1.4530 |
1.4514 |
-0.0016 |
-0.1% |
1.4446 |
| Range |
0.0018 |
0.0040 |
0.0022 |
122.2% |
0.0375 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
227 |
341 |
114 |
50.2% |
2,018 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4625 |
1.4609 |
1.4536 |
|
| R3 |
1.4585 |
1.4569 |
1.4525 |
|
| R2 |
1.4545 |
1.4545 |
1.4521 |
|
| R1 |
1.4529 |
1.4529 |
1.4518 |
1.4537 |
| PP |
1.4505 |
1.4505 |
1.4505 |
1.4509 |
| S1 |
1.4489 |
1.4489 |
1.4510 |
1.4497 |
| S2 |
1.4465 |
1.4465 |
1.4507 |
|
| S3 |
1.4425 |
1.4449 |
1.4503 |
|
| S4 |
1.4385 |
1.4409 |
1.4492 |
|
|
| 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 |
1.4690 |
|
2.618 |
1.4625 |
|
1.618 |
1.4585 |
|
1.000 |
1.4560 |
|
0.618 |
1.4545 |
|
HIGH |
1.4520 |
|
0.618 |
1.4505 |
|
0.500 |
1.4500 |
|
0.382 |
1.4495 |
|
LOW |
1.4480 |
|
0.618 |
1.4455 |
|
1.000 |
1.4440 |
|
1.618 |
1.4415 |
|
2.618 |
1.4375 |
|
4.250 |
1.4310 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4509 |
1.4504 |
| PP |
1.4505 |
1.4494 |
| S1 |
1.4500 |
1.4485 |
|