CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5723 |
1.5665 |
-0.0058 |
-0.4% |
1.5581 |
| High |
1.5725 |
1.5700 |
-0.0025 |
-0.2% |
1.5720 |
| Low |
1.5690 |
1.5635 |
-0.0055 |
-0.4% |
1.5575 |
| Close |
1.5679 |
1.5665 |
-0.0014 |
-0.1% |
1.5705 |
| Range |
0.0035 |
0.0065 |
0.0030 |
85.7% |
0.0145 |
| ATR |
0.0098 |
0.0095 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
185 |
102 |
-83 |
-44.9% |
894 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5862 |
1.5828 |
1.5701 |
|
| R3 |
1.5797 |
1.5763 |
1.5683 |
|
| R2 |
1.5732 |
1.5732 |
1.5677 |
|
| R1 |
1.5698 |
1.5698 |
1.5671 |
1.5698 |
| PP |
1.5667 |
1.5667 |
1.5667 |
1.5666 |
| S1 |
1.5633 |
1.5633 |
1.5659 |
1.5633 |
| S2 |
1.5602 |
1.5602 |
1.5653 |
|
| S3 |
1.5537 |
1.5568 |
1.5647 |
|
| S4 |
1.5472 |
1.5503 |
1.5629 |
|
|
| 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 |
1.5976 |
|
2.618 |
1.5870 |
|
1.618 |
1.5805 |
|
1.000 |
1.5765 |
|
0.618 |
1.5740 |
|
HIGH |
1.5700 |
|
0.618 |
1.5675 |
|
0.500 |
1.5668 |
|
0.382 |
1.5660 |
|
LOW |
1.5635 |
|
0.618 |
1.5595 |
|
1.000 |
1.5570 |
|
1.618 |
1.5530 |
|
2.618 |
1.5465 |
|
4.250 |
1.5359 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5668 |
1.5680 |
| PP |
1.5667 |
1.5675 |
| S1 |
1.5666 |
1.5670 |
|