CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4667 |
1.4594 |
-0.0073 |
-0.5% |
1.4429 |
| High |
1.4685 |
1.4662 |
-0.0023 |
-0.2% |
1.4640 |
| Low |
1.4667 |
1.4580 |
-0.0087 |
-0.6% |
1.4429 |
| Close |
1.4672 |
1.4657 |
-0.0015 |
-0.1% |
1.4607 |
| Range |
0.0018 |
0.0082 |
0.0064 |
355.6% |
0.0211 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,253 |
1,098 |
-155 |
-12.4% |
1,789 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4879 |
1.4850 |
1.4702 |
|
| R3 |
1.4797 |
1.4768 |
1.4680 |
|
| R2 |
1.4715 |
1.4715 |
1.4672 |
|
| R1 |
1.4686 |
1.4686 |
1.4665 |
1.4701 |
| PP |
1.4633 |
1.4633 |
1.4633 |
1.4640 |
| S1 |
1.4604 |
1.4604 |
1.4649 |
1.4619 |
| S2 |
1.4551 |
1.4551 |
1.4642 |
|
| S3 |
1.4469 |
1.4522 |
1.4634 |
|
| S4 |
1.4387 |
1.4440 |
1.4612 |
|
|
| 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 |
1.5011 |
|
2.618 |
1.4877 |
|
1.618 |
1.4795 |
|
1.000 |
1.4744 |
|
0.618 |
1.4713 |
|
HIGH |
1.4662 |
|
0.618 |
1.4631 |
|
0.500 |
1.4621 |
|
0.382 |
1.4611 |
|
LOW |
1.4580 |
|
0.618 |
1.4529 |
|
1.000 |
1.4498 |
|
1.618 |
1.4447 |
|
2.618 |
1.4365 |
|
4.250 |
1.4232 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4645 |
1.4649 |
| PP |
1.4633 |
1.4641 |
| S1 |
1.4621 |
1.4633 |
|