CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5593 |
1.5697 |
0.0104 |
0.7% |
1.5665 |
| High |
1.5593 |
1.5720 |
0.0127 |
0.8% |
1.5755 |
| Low |
1.5593 |
1.5705 |
0.0112 |
0.7% |
1.5410 |
| Close |
1.5593 |
1.5697 |
0.0104 |
0.7% |
1.5592 |
| Range |
0.0000 |
0.0015 |
0.0015 |
|
0.0345 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
1.9% |
0.0000 |
| Volume |
114 |
262 |
148 |
129.8% |
1,043 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5752 |
1.5740 |
1.5705 |
|
| R3 |
1.5737 |
1.5725 |
1.5701 |
|
| R2 |
1.5722 |
1.5722 |
1.5700 |
|
| R1 |
1.5710 |
1.5710 |
1.5698 |
1.5705 |
| PP |
1.5707 |
1.5707 |
1.5707 |
1.5705 |
| S1 |
1.5695 |
1.5695 |
1.5696 |
1.5690 |
| S2 |
1.5692 |
1.5692 |
1.5694 |
|
| S3 |
1.5677 |
1.5680 |
1.5693 |
|
| S4 |
1.5662 |
1.5665 |
1.5689 |
|
|
| 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 |
1.5784 |
|
2.618 |
1.5759 |
|
1.618 |
1.5744 |
|
1.000 |
1.5735 |
|
0.618 |
1.5729 |
|
HIGH |
1.5720 |
|
0.618 |
1.5714 |
|
0.500 |
1.5713 |
|
0.382 |
1.5711 |
|
LOW |
1.5705 |
|
0.618 |
1.5696 |
|
1.000 |
1.5690 |
|
1.618 |
1.5681 |
|
2.618 |
1.5666 |
|
4.250 |
1.5641 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5713 |
1.5681 |
| PP |
1.5707 |
1.5664 |
| S1 |
1.5702 |
1.5648 |
|