CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5655 |
1.5705 |
0.0050 |
0.3% |
1.5581 |
| High |
1.5720 |
1.5705 |
-0.0015 |
-0.1% |
1.5720 |
| Low |
1.5600 |
1.5670 |
0.0070 |
0.4% |
1.5575 |
| Close |
1.5619 |
1.5705 |
0.0086 |
0.6% |
1.5705 |
| Range |
0.0120 |
0.0035 |
-0.0085 |
-70.8% |
0.0145 |
| ATR |
0.0104 |
0.0102 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
240 |
216 |
-24 |
-10.0% |
894 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5798 |
1.5787 |
1.5724 |
|
| R3 |
1.5763 |
1.5752 |
1.5715 |
|
| R2 |
1.5728 |
1.5728 |
1.5711 |
|
| R1 |
1.5717 |
1.5717 |
1.5708 |
1.5723 |
| PP |
1.5693 |
1.5693 |
1.5693 |
1.5696 |
| S1 |
1.5682 |
1.5682 |
1.5702 |
1.5688 |
| S2 |
1.5658 |
1.5658 |
1.5699 |
|
| S3 |
1.5623 |
1.5647 |
1.5695 |
|
| S4 |
1.5588 |
1.5612 |
1.5686 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6102 |
1.6048 |
1.5785 |
|
| R3 |
1.5957 |
1.5903 |
1.5745 |
|
| R2 |
1.5812 |
1.5812 |
1.5732 |
|
| R1 |
1.5758 |
1.5758 |
1.5718 |
1.5785 |
| PP |
1.5667 |
1.5667 |
1.5667 |
1.5680 |
| S1 |
1.5613 |
1.5613 |
1.5692 |
1.5640 |
| S2 |
1.5522 |
1.5522 |
1.5678 |
|
| S3 |
1.5377 |
1.5468 |
1.5665 |
|
| S4 |
1.5232 |
1.5323 |
1.5625 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5854 |
|
2.618 |
1.5797 |
|
1.618 |
1.5762 |
|
1.000 |
1.5740 |
|
0.618 |
1.5727 |
|
HIGH |
1.5705 |
|
0.618 |
1.5692 |
|
0.500 |
1.5688 |
|
0.382 |
1.5683 |
|
LOW |
1.5670 |
|
0.618 |
1.5648 |
|
1.000 |
1.5635 |
|
1.618 |
1.5613 |
|
2.618 |
1.5578 |
|
4.250 |
1.5521 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5699 |
1.5690 |
| PP |
1.5693 |
1.5675 |
| S1 |
1.5688 |
1.5660 |
|