CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5837 |
1.5780 |
-0.0057 |
-0.4% |
1.5581 |
| High |
1.5855 |
1.5815 |
-0.0040 |
-0.3% |
1.5720 |
| Low |
1.5830 |
1.5785 |
-0.0045 |
-0.3% |
1.5575 |
| Close |
1.5837 |
1.5780 |
-0.0057 |
-0.4% |
1.5705 |
| Range |
0.0025 |
0.0030 |
0.0005 |
20.0% |
0.0145 |
| ATR |
0.0102 |
0.0099 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
237 |
242 |
5 |
2.1% |
894 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5883 |
1.5862 |
1.5797 |
|
| R3 |
1.5853 |
1.5832 |
1.5788 |
|
| R2 |
1.5823 |
1.5823 |
1.5786 |
|
| R1 |
1.5802 |
1.5802 |
1.5783 |
1.5795 |
| PP |
1.5793 |
1.5793 |
1.5793 |
1.5790 |
| S1 |
1.5772 |
1.5772 |
1.5777 |
1.5765 |
| S2 |
1.5763 |
1.5763 |
1.5775 |
|
| S3 |
1.5733 |
1.5742 |
1.5772 |
|
| S4 |
1.5703 |
1.5712 |
1.5764 |
|
|
| 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 |
1.5943 |
|
2.618 |
1.5894 |
|
1.618 |
1.5864 |
|
1.000 |
1.5845 |
|
0.618 |
1.5834 |
|
HIGH |
1.5815 |
|
0.618 |
1.5804 |
|
0.500 |
1.5800 |
|
0.382 |
1.5796 |
|
LOW |
1.5785 |
|
0.618 |
1.5766 |
|
1.000 |
1.5755 |
|
1.618 |
1.5736 |
|
2.618 |
1.5706 |
|
4.250 |
1.5658 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5800 |
1.5768 |
| PP |
1.5793 |
1.5757 |
| S1 |
1.5787 |
1.5745 |
|