CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5665 |
1.5837 |
0.0172 |
1.1% |
1.5581 |
| High |
1.5700 |
1.5855 |
0.0155 |
1.0% |
1.5720 |
| Low |
1.5635 |
1.5830 |
0.0195 |
1.2% |
1.5575 |
| Close |
1.5665 |
1.5837 |
0.0172 |
1.1% |
1.5705 |
| Range |
0.0065 |
0.0025 |
-0.0040 |
-61.5% |
0.0145 |
| ATR |
0.0095 |
0.0102 |
0.0007 |
7.1% |
0.0000 |
| Volume |
102 |
237 |
135 |
132.4% |
894 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5916 |
1.5901 |
1.5851 |
|
| R3 |
1.5891 |
1.5876 |
1.5844 |
|
| R2 |
1.5866 |
1.5866 |
1.5842 |
|
| R1 |
1.5851 |
1.5851 |
1.5839 |
1.5850 |
| PP |
1.5841 |
1.5841 |
1.5841 |
1.5840 |
| S1 |
1.5826 |
1.5826 |
1.5835 |
1.5825 |
| S2 |
1.5816 |
1.5816 |
1.5832 |
|
| S3 |
1.5791 |
1.5801 |
1.5830 |
|
| S4 |
1.5766 |
1.5776 |
1.5823 |
|
|
| 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 |
1.5961 |
|
2.618 |
1.5920 |
|
1.618 |
1.5895 |
|
1.000 |
1.5880 |
|
0.618 |
1.5870 |
|
HIGH |
1.5855 |
|
0.618 |
1.5845 |
|
0.500 |
1.5843 |
|
0.382 |
1.5840 |
|
LOW |
1.5830 |
|
0.618 |
1.5815 |
|
1.000 |
1.5805 |
|
1.618 |
1.5790 |
|
2.618 |
1.5765 |
|
4.250 |
1.5724 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5843 |
1.5806 |
| PP |
1.5841 |
1.5776 |
| S1 |
1.5839 |
1.5745 |
|