CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5705 |
1.5723 |
0.0018 |
0.1% |
1.5581 |
| High |
1.5705 |
1.5725 |
0.0020 |
0.1% |
1.5720 |
| Low |
1.5670 |
1.5690 |
0.0020 |
0.1% |
1.5575 |
| Close |
1.5705 |
1.5679 |
-0.0026 |
-0.2% |
1.5705 |
| Range |
0.0035 |
0.0035 |
0.0000 |
0.0% |
0.0145 |
| ATR |
0.0102 |
0.0098 |
-0.0005 |
-4.7% |
0.0000 |
| Volume |
216 |
185 |
-31 |
-14.4% |
894 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5776 |
1.5698 |
|
| R3 |
1.5768 |
1.5741 |
1.5689 |
|
| R2 |
1.5733 |
1.5733 |
1.5685 |
|
| R1 |
1.5706 |
1.5706 |
1.5682 |
1.5702 |
| PP |
1.5698 |
1.5698 |
1.5698 |
1.5696 |
| S1 |
1.5671 |
1.5671 |
1.5676 |
1.5667 |
| S2 |
1.5663 |
1.5663 |
1.5673 |
|
| S3 |
1.5628 |
1.5636 |
1.5669 |
|
| S4 |
1.5593 |
1.5601 |
1.5660 |
|
|
| 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 |
1.5874 |
|
2.618 |
1.5817 |
|
1.618 |
1.5782 |
|
1.000 |
1.5760 |
|
0.618 |
1.5747 |
|
HIGH |
1.5725 |
|
0.618 |
1.5712 |
|
0.500 |
1.5708 |
|
0.382 |
1.5703 |
|
LOW |
1.5690 |
|
0.618 |
1.5668 |
|
1.000 |
1.5655 |
|
1.618 |
1.5633 |
|
2.618 |
1.5598 |
|
4.250 |
1.5541 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5708 |
1.5674 |
| PP |
1.5698 |
1.5668 |
| S1 |
1.5689 |
1.5663 |
|