CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4594 |
1.4758 |
0.0164 |
1.1% |
1.4429 |
| High |
1.4662 |
1.4765 |
0.0103 |
0.7% |
1.4640 |
| Low |
1.4580 |
1.4675 |
0.0095 |
0.7% |
1.4429 |
| Close |
1.4657 |
1.4758 |
0.0101 |
0.7% |
1.4607 |
| Range |
0.0082 |
0.0090 |
0.0008 |
9.8% |
0.0211 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.5% |
0.0000 |
| Volume |
1,098 |
1,121 |
23 |
2.1% |
1,789 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5003 |
1.4970 |
1.4808 |
|
| R3 |
1.4913 |
1.4880 |
1.4783 |
|
| R2 |
1.4823 |
1.4823 |
1.4775 |
|
| R1 |
1.4790 |
1.4790 |
1.4766 |
1.4803 |
| PP |
1.4733 |
1.4733 |
1.4733 |
1.4739 |
| S1 |
1.4700 |
1.4700 |
1.4750 |
1.4713 |
| S2 |
1.4643 |
1.4643 |
1.4742 |
|
| S3 |
1.4553 |
1.4610 |
1.4733 |
|
| S4 |
1.4463 |
1.4520 |
1.4709 |
|
|
| 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 |
1.5148 |
|
2.618 |
1.5001 |
|
1.618 |
1.4911 |
|
1.000 |
1.4855 |
|
0.618 |
1.4821 |
|
HIGH |
1.4765 |
|
0.618 |
1.4731 |
|
0.500 |
1.4720 |
|
0.382 |
1.4709 |
|
LOW |
1.4675 |
|
0.618 |
1.4619 |
|
1.000 |
1.4585 |
|
1.618 |
1.4529 |
|
2.618 |
1.4439 |
|
4.250 |
1.4293 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4745 |
1.4730 |
| PP |
1.4733 |
1.4701 |
| S1 |
1.4720 |
1.4673 |
|