CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4765 |
1.4822 |
0.0057 |
0.4% |
1.4667 |
| High |
1.4780 |
1.4914 |
0.0134 |
0.9% |
1.4795 |
| Low |
1.4755 |
1.4822 |
0.0067 |
0.5% |
1.4580 |
| Close |
1.4765 |
1.4911 |
0.0146 |
1.0% |
1.4766 |
| Range |
0.0025 |
0.0092 |
0.0067 |
268.0% |
0.0215 |
| ATR |
0.0075 |
0.0080 |
0.0005 |
7.1% |
0.0000 |
| Volume |
1,201 |
492 |
-709 |
-59.0% |
4,261 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5158 |
1.5127 |
1.4962 |
|
| R3 |
1.5066 |
1.5035 |
1.4936 |
|
| R2 |
1.4974 |
1.4974 |
1.4928 |
|
| R1 |
1.4943 |
1.4943 |
1.4919 |
1.4959 |
| PP |
1.4882 |
1.4882 |
1.4882 |
1.4890 |
| S1 |
1.4851 |
1.4851 |
1.4903 |
1.4867 |
| S2 |
1.4790 |
1.4790 |
1.4894 |
|
| S3 |
1.4698 |
1.4759 |
1.4886 |
|
| S4 |
1.4606 |
1.4667 |
1.4860 |
|
|
| 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 |
1.5305 |
|
2.618 |
1.5155 |
|
1.618 |
1.5063 |
|
1.000 |
1.5006 |
|
0.618 |
1.4971 |
|
HIGH |
1.4914 |
|
0.618 |
1.4879 |
|
0.500 |
1.4868 |
|
0.382 |
1.4857 |
|
LOW |
1.4822 |
|
0.618 |
1.4765 |
|
1.000 |
1.4730 |
|
1.618 |
1.4673 |
|
2.618 |
1.4581 |
|
4.250 |
1.4431 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4897 |
1.4886 |
| PP |
1.4882 |
1.4860 |
| S1 |
1.4868 |
1.4835 |
|