CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1.4607 |
1.4667 |
0.0060 |
0.4% |
1.4429 |
High |
1.4640 |
1.4685 |
0.0045 |
0.3% |
1.4640 |
Low |
1.4610 |
1.4667 |
0.0057 |
0.4% |
1.4429 |
Close |
1.4607 |
1.4672 |
0.0065 |
0.4% |
1.4607 |
Range |
0.0030 |
0.0018 |
-0.0012 |
-40.0% |
0.0211 |
ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
Volume |
488 |
1,253 |
765 |
156.8% |
1,789 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4729 |
1.4718 |
1.4682 |
|
R3 |
1.4711 |
1.4700 |
1.4677 |
|
R2 |
1.4693 |
1.4693 |
1.4675 |
|
R1 |
1.4682 |
1.4682 |
1.4674 |
1.4688 |
PP |
1.4675 |
1.4675 |
1.4675 |
1.4677 |
S1 |
1.4664 |
1.4664 |
1.4670 |
1.4670 |
S2 |
1.4657 |
1.4657 |
1.4669 |
|
S3 |
1.4639 |
1.4646 |
1.4667 |
|
S4 |
1.4621 |
1.4628 |
1.4662 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5192 |
1.5110 |
1.4723 |
|
R3 |
1.4981 |
1.4899 |
1.4665 |
|
R2 |
1.4770 |
1.4770 |
1.4646 |
|
R1 |
1.4688 |
1.4688 |
1.4626 |
1.4729 |
PP |
1.4559 |
1.4559 |
1.4559 |
1.4579 |
S1 |
1.4477 |
1.4477 |
1.4588 |
1.4518 |
S2 |
1.4348 |
1.4348 |
1.4568 |
|
S3 |
1.4137 |
1.4266 |
1.4549 |
|
S4 |
1.3926 |
1.4055 |
1.4491 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4762 |
2.618 |
1.4732 |
1.618 |
1.4714 |
1.000 |
1.4703 |
0.618 |
1.4696 |
HIGH |
1.4685 |
0.618 |
1.4678 |
0.500 |
1.4676 |
0.382 |
1.4674 |
LOW |
1.4667 |
0.618 |
1.4656 |
1.000 |
1.4649 |
1.618 |
1.4638 |
2.618 |
1.4620 |
4.250 |
1.4591 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4676 |
1.4649 |
PP |
1.4675 |
1.4626 |
S1 |
1.4673 |
1.4603 |
|