CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5776 |
1.5895 |
0.0119 |
0.8% |
1.5723 |
| High |
1.5835 |
1.5895 |
0.0060 |
0.4% |
1.5855 |
| Low |
1.5776 |
1.5795 |
0.0019 |
0.1% |
1.5625 |
| Close |
1.5814 |
1.5888 |
0.0074 |
0.5% |
1.5699 |
| Range |
0.0059 |
0.0100 |
0.0041 |
69.5% |
0.0230 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
717 |
376 |
-341 |
-47.6% |
1,610 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6159 |
1.6124 |
1.5943 |
|
| R3 |
1.6059 |
1.6024 |
1.5916 |
|
| R2 |
1.5959 |
1.5959 |
1.5906 |
|
| R1 |
1.5924 |
1.5924 |
1.5897 |
1.5892 |
| PP |
1.5859 |
1.5859 |
1.5859 |
1.5843 |
| S1 |
1.5824 |
1.5824 |
1.5879 |
1.5792 |
| S2 |
1.5759 |
1.5759 |
1.5870 |
|
| S3 |
1.5659 |
1.5724 |
1.5861 |
|
| S4 |
1.5559 |
1.5624 |
1.5833 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6416 |
1.6288 |
1.5826 |
|
| R3 |
1.6186 |
1.6058 |
1.5762 |
|
| R2 |
1.5956 |
1.5956 |
1.5741 |
|
| R1 |
1.5828 |
1.5828 |
1.5720 |
1.5777 |
| PP |
1.5726 |
1.5726 |
1.5726 |
1.5701 |
| S1 |
1.5598 |
1.5598 |
1.5678 |
1.5547 |
| S2 |
1.5496 |
1.5496 |
1.5657 |
|
| S3 |
1.5266 |
1.5368 |
1.5636 |
|
| S4 |
1.5036 |
1.5138 |
1.5573 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6320 |
|
2.618 |
1.6157 |
|
1.618 |
1.6057 |
|
1.000 |
1.5995 |
|
0.618 |
1.5957 |
|
HIGH |
1.5895 |
|
0.618 |
1.5857 |
|
0.500 |
1.5845 |
|
0.382 |
1.5833 |
|
LOW |
1.5795 |
|
0.618 |
1.5733 |
|
1.000 |
1.5695 |
|
1.618 |
1.5633 |
|
2.618 |
1.5533 |
|
4.250 |
1.5370 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5874 |
1.5845 |
| PP |
1.5859 |
1.5803 |
| S1 |
1.5845 |
1.5760 |
|