CME Euro FX Future September 2008
Trading Metrics calculated at close of trading on 30-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
1.5462 |
1.5536 |
0.0074 |
0.5% |
1.5776 |
High |
1.5462 |
1.5535 |
0.0073 |
0.5% |
1.5895 |
Low |
1.5462 |
1.5455 |
-0.0007 |
0.0% |
1.5498 |
Close |
1.5462 |
1.5536 |
0.0074 |
0.5% |
1.5492 |
Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0397 |
ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
434 |
806 |
372 |
85.7% |
2,836 |
|
Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5749 |
1.5722 |
1.5580 |
|
R3 |
1.5669 |
1.5642 |
1.5558 |
|
R2 |
1.5589 |
1.5589 |
1.5551 |
|
R1 |
1.5562 |
1.5562 |
1.5543 |
1.5576 |
PP |
1.5509 |
1.5509 |
1.5509 |
1.5516 |
S1 |
1.5482 |
1.5482 |
1.5529 |
1.5496 |
S2 |
1.5429 |
1.5429 |
1.5521 |
|
S3 |
1.5349 |
1.5402 |
1.5514 |
|
S4 |
1.5269 |
1.5322 |
1.5492 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6819 |
1.6553 |
1.5710 |
|
R3 |
1.6422 |
1.6156 |
1.5601 |
|
R2 |
1.6025 |
1.6025 |
1.5565 |
|
R1 |
1.5759 |
1.5759 |
1.5528 |
1.5694 |
PP |
1.5628 |
1.5628 |
1.5628 |
1.5596 |
S1 |
1.5362 |
1.5362 |
1.5456 |
1.5297 |
S2 |
1.5231 |
1.5231 |
1.5419 |
|
S3 |
1.4834 |
1.4965 |
1.5383 |
|
S4 |
1.4437 |
1.4568 |
1.5274 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5875 |
2.618 |
1.5744 |
1.618 |
1.5664 |
1.000 |
1.5615 |
0.618 |
1.5584 |
HIGH |
1.5535 |
0.618 |
1.5504 |
0.500 |
1.5495 |
0.382 |
1.5486 |
LOW |
1.5455 |
0.618 |
1.5406 |
1.000 |
1.5375 |
1.618 |
1.5326 |
2.618 |
1.5246 |
4.250 |
1.5115 |
|
|
Fisher Pivots for day following 30-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5522 |
1.5525 |
PP |
1.5509 |
1.5514 |
S1 |
1.5495 |
1.5503 |
|