CME Euro FX Future June 2008
Trading Metrics calculated at close of trading on 25-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1.4766 |
1.4765 |
-0.0001 |
0.0% |
1.4667 |
High |
1.4795 |
1.4780 |
-0.0015 |
-0.1% |
1.4795 |
Low |
1.4765 |
1.4755 |
-0.0010 |
-0.1% |
1.4580 |
Close |
1.4766 |
1.4765 |
-0.0001 |
0.0% |
1.4766 |
Range |
0.0030 |
0.0025 |
-0.0005 |
-16.7% |
0.0215 |
ATR |
0.0079 |
0.0075 |
-0.0004 |
-4.9% |
0.0000 |
Volume |
789 |
1,201 |
412 |
52.2% |
4,261 |
|
Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4842 |
1.4828 |
1.4779 |
|
R3 |
1.4817 |
1.4803 |
1.4772 |
|
R2 |
1.4792 |
1.4792 |
1.4770 |
|
R1 |
1.4778 |
1.4778 |
1.4767 |
1.4778 |
PP |
1.4767 |
1.4767 |
1.4767 |
1.4766 |
S1 |
1.4753 |
1.4753 |
1.4763 |
1.4753 |
S2 |
1.4742 |
1.4742 |
1.4760 |
|
S3 |
1.4717 |
1.4728 |
1.4758 |
|
S4 |
1.4692 |
1.4703 |
1.4751 |
|
|
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 |
1.4886 |
2.618 |
1.4845 |
1.618 |
1.4820 |
1.000 |
1.4805 |
0.618 |
1.4795 |
HIGH |
1.4780 |
0.618 |
1.4770 |
0.500 |
1.4768 |
0.382 |
1.4765 |
LOW |
1.4755 |
0.618 |
1.4740 |
1.000 |
1.4730 |
1.618 |
1.4715 |
2.618 |
1.4690 |
4.250 |
1.4649 |
|
|
Fisher Pivots for day following 25-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4768 |
1.4755 |
PP |
1.4767 |
1.4745 |
S1 |
1.4766 |
1.4735 |
|