CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5492 |
1.5550 |
0.0058 |
0.4% |
1.5301 |
| High |
1.5545 |
1.5550 |
0.0005 |
0.0% |
1.5670 |
| Low |
1.5460 |
1.5410 |
-0.0050 |
-0.3% |
1.5225 |
| Close |
1.5532 |
1.5550 |
0.0018 |
0.1% |
1.5623 |
| Range |
0.0085 |
0.0140 |
0.0055 |
64.7% |
0.0445 |
| ATR |
0.0000 |
0.0118 |
0.0118 |
|
0.0000 |
| Volume |
132 |
188 |
56 |
42.4% |
2,375 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5923 |
1.5877 |
1.5627 |
|
| R3 |
1.5783 |
1.5737 |
1.5589 |
|
| R2 |
1.5643 |
1.5643 |
1.5576 |
|
| R1 |
1.5597 |
1.5597 |
1.5563 |
1.5620 |
| PP |
1.5503 |
1.5503 |
1.5503 |
1.5515 |
| S1 |
1.5457 |
1.5457 |
1.5537 |
1.5480 |
| S2 |
1.5363 |
1.5363 |
1.5524 |
|
| S3 |
1.5223 |
1.5317 |
1.5512 |
|
| S4 |
1.5083 |
1.5177 |
1.5473 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6841 |
1.6677 |
1.5868 |
|
| R3 |
1.6396 |
1.6232 |
1.5745 |
|
| R2 |
1.5951 |
1.5951 |
1.5705 |
|
| R1 |
1.5787 |
1.5787 |
1.5664 |
1.5869 |
| PP |
1.5506 |
1.5506 |
1.5506 |
1.5547 |
| S1 |
1.5342 |
1.5342 |
1.5582 |
1.5424 |
| S2 |
1.5061 |
1.5061 |
1.5541 |
|
| S3 |
1.4616 |
1.4897 |
1.5501 |
|
| S4 |
1.4171 |
1.4452 |
1.5378 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6145 |
|
2.618 |
1.5917 |
|
1.618 |
1.5777 |
|
1.000 |
1.5690 |
|
0.618 |
1.5637 |
|
HIGH |
1.5550 |
|
0.618 |
1.5497 |
|
0.500 |
1.5480 |
|
0.382 |
1.5463 |
|
LOW |
1.5410 |
|
0.618 |
1.5323 |
|
1.000 |
1.5270 |
|
1.618 |
1.5183 |
|
2.618 |
1.5043 |
|
4.250 |
1.4815 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5527 |
1.5527 |
| PP |
1.5503 |
1.5503 |
| S1 |
1.5480 |
1.5480 |
|