CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1.4758 |
1.4766 |
0.0008 |
0.1% |
1.4667 |
High |
1.4765 |
1.4795 |
0.0030 |
0.2% |
1.4795 |
Low |
1.4675 |
1.4765 |
0.0090 |
0.6% |
1.4580 |
Close |
1.4758 |
1.4766 |
0.0008 |
0.1% |
1.4766 |
Range |
0.0090 |
0.0030 |
-0.0060 |
-66.7% |
0.0215 |
ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
1,121 |
789 |
-332 |
-29.6% |
4,261 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4865 |
1.4846 |
1.4783 |
|
R3 |
1.4835 |
1.4816 |
1.4774 |
|
R2 |
1.4805 |
1.4805 |
1.4772 |
|
R1 |
1.4786 |
1.4786 |
1.4769 |
1.4781 |
PP |
1.4775 |
1.4775 |
1.4775 |
1.4773 |
S1 |
1.4756 |
1.4756 |
1.4763 |
1.4751 |
S2 |
1.4745 |
1.4745 |
1.4761 |
|
S3 |
1.4715 |
1.4726 |
1.4758 |
|
S4 |
1.4685 |
1.4696 |
1.4750 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5359 |
1.5277 |
1.4884 |
|
R3 |
1.5144 |
1.5062 |
1.4825 |
|
R2 |
1.4929 |
1.4929 |
1.4805 |
|
R1 |
1.4847 |
1.4847 |
1.4786 |
1.4888 |
PP |
1.4714 |
1.4714 |
1.4714 |
1.4734 |
S1 |
1.4632 |
1.4632 |
1.4746 |
1.4673 |
S2 |
1.4499 |
1.4499 |
1.4727 |
|
S3 |
1.4284 |
1.4417 |
1.4707 |
|
S4 |
1.4069 |
1.4202 |
1.4648 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4923 |
2.618 |
1.4874 |
1.618 |
1.4844 |
1.000 |
1.4825 |
0.618 |
1.4814 |
HIGH |
1.4795 |
0.618 |
1.4784 |
0.500 |
1.4780 |
0.382 |
1.4776 |
LOW |
1.4765 |
0.618 |
1.4746 |
1.000 |
1.4735 |
1.618 |
1.4716 |
2.618 |
1.4686 |
4.250 |
1.4638 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4780 |
1.4740 |
PP |
1.4775 |
1.4714 |
S1 |
1.4771 |
1.4688 |
|