CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4487 |
1.4580 |
0.0093 |
0.6% |
1.4745 |
| High |
1.4520 |
1.4580 |
0.0060 |
0.4% |
1.4770 |
| Low |
1.4480 |
1.4520 |
0.0040 |
0.3% |
1.4395 |
| Close |
1.4514 |
1.4571 |
0.0057 |
0.4% |
1.4446 |
| Range |
0.0040 |
0.0060 |
0.0020 |
50.0% |
0.0375 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
341 |
239 |
-102 |
-29.9% |
2,018 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4737 |
1.4714 |
1.4604 |
|
| R3 |
1.4677 |
1.4654 |
1.4588 |
|
| R2 |
1.4617 |
1.4617 |
1.4582 |
|
| R1 |
1.4594 |
1.4594 |
1.4577 |
1.4576 |
| PP |
1.4557 |
1.4557 |
1.4557 |
1.4548 |
| S1 |
1.4534 |
1.4534 |
1.4566 |
1.4516 |
| S2 |
1.4497 |
1.4497 |
1.4560 |
|
| S3 |
1.4437 |
1.4474 |
1.4555 |
|
| S4 |
1.4377 |
1.4414 |
1.4538 |
|
|
| 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 |
1.4835 |
|
2.618 |
1.4737 |
|
1.618 |
1.4677 |
|
1.000 |
1.4640 |
|
0.618 |
1.4617 |
|
HIGH |
1.4580 |
|
0.618 |
1.4557 |
|
0.500 |
1.4550 |
|
0.382 |
1.4543 |
|
LOW |
1.4520 |
|
0.618 |
1.4483 |
|
1.000 |
1.4460 |
|
1.618 |
1.4423 |
|
2.618 |
1.4363 |
|
4.250 |
1.4265 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4564 |
1.4557 |
| PP |
1.4557 |
1.4544 |
| S1 |
1.4550 |
1.4530 |
|