CME Euro FX Future September 2008
Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1.5581 |
1.5593 |
0.0012 |
0.1% |
1.5665 |
High |
1.5575 |
1.5593 |
0.0018 |
0.1% |
1.5755 |
Low |
1.5575 |
1.5593 |
0.0018 |
0.1% |
1.5410 |
Close |
1.5581 |
1.5593 |
0.0012 |
0.1% |
1.5592 |
Range |
|
|
|
|
|
ATR |
0.0107 |
0.0101 |
-0.0007 |
-6.3% |
0.0000 |
Volume |
62 |
114 |
52 |
83.9% |
1,043 |
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5593 |
1.5593 |
1.5593 |
|
R3 |
1.5593 |
1.5593 |
1.5593 |
|
R2 |
1.5593 |
1.5593 |
1.5593 |
|
R1 |
1.5593 |
1.5593 |
1.5593 |
1.5593 |
PP |
1.5593 |
1.5593 |
1.5593 |
1.5593 |
S1 |
1.5593 |
1.5593 |
1.5593 |
1.5593 |
S2 |
1.5593 |
1.5593 |
1.5593 |
|
S3 |
1.5593 |
1.5593 |
1.5593 |
|
S4 |
1.5593 |
1.5593 |
1.5593 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6621 |
1.6451 |
1.5782 |
|
R3 |
1.6276 |
1.6106 |
1.5687 |
|
R2 |
1.5931 |
1.5931 |
1.5655 |
|
R1 |
1.5761 |
1.5761 |
1.5624 |
1.5674 |
PP |
1.5586 |
1.5586 |
1.5586 |
1.5542 |
S1 |
1.5416 |
1.5416 |
1.5560 |
1.5329 |
S2 |
1.5241 |
1.5241 |
1.5529 |
|
S3 |
1.4896 |
1.5071 |
1.5497 |
|
S4 |
1.4551 |
1.4726 |
1.5402 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5593 |
2.618 |
1.5593 |
1.618 |
1.5593 |
1.000 |
1.5593 |
0.618 |
1.5593 |
HIGH |
1.5593 |
0.618 |
1.5593 |
0.500 |
1.5593 |
0.382 |
1.5593 |
LOW |
1.5593 |
0.618 |
1.5593 |
1.000 |
1.5593 |
1.618 |
1.5593 |
2.618 |
1.5593 |
4.250 |
1.5593 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5593 |
1.5595 |
PP |
1.5593 |
1.5594 |
S1 |
1.5593 |
1.5594 |
|