CME Euro FX Future September 2008
Trading Metrics calculated at close of trading on 07-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
Open |
1.5426 |
1.5300 |
-0.0126 |
-0.8% |
1.5543 |
High |
1.5435 |
1.5300 |
-0.0135 |
-0.9% |
1.5550 |
Low |
1.5426 |
1.5300 |
-0.0126 |
-0.8% |
1.5295 |
Close |
1.5427 |
1.5298 |
-0.0129 |
-0.8% |
1.5312 |
Range |
0.0009 |
0.0000 |
-0.0009 |
-100.0% |
0.0255 |
ATR |
0.0102 |
0.0104 |
0.0002 |
1.8% |
0.0000 |
Volume |
557 |
610 |
53 |
9.5% |
3,781 |
|
Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5299 |
1.5299 |
1.5298 |
|
R3 |
1.5299 |
1.5299 |
1.5298 |
|
R2 |
1.5299 |
1.5299 |
1.5298 |
|
R1 |
1.5299 |
1.5299 |
1.5298 |
1.5299 |
PP |
1.5299 |
1.5299 |
1.5299 |
1.5300 |
S1 |
1.5299 |
1.5299 |
1.5298 |
1.5299 |
S2 |
1.5299 |
1.5299 |
1.5298 |
|
S3 |
1.5299 |
1.5299 |
1.5298 |
|
S4 |
1.5299 |
1.5299 |
1.5298 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6151 |
1.5986 |
1.5452 |
|
R3 |
1.5896 |
1.5731 |
1.5382 |
|
R2 |
1.5641 |
1.5641 |
1.5359 |
|
R1 |
1.5476 |
1.5476 |
1.5335 |
1.5431 |
PP |
1.5386 |
1.5386 |
1.5386 |
1.5363 |
S1 |
1.5221 |
1.5221 |
1.5289 |
1.5176 |
S2 |
1.5131 |
1.5131 |
1.5265 |
|
S3 |
1.4876 |
1.4966 |
1.5242 |
|
S4 |
1.4621 |
1.4711 |
1.5172 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5300 |
2.618 |
1.5300 |
1.618 |
1.5300 |
1.000 |
1.5300 |
0.618 |
1.5300 |
HIGH |
1.5300 |
0.618 |
1.5300 |
0.500 |
1.5300 |
0.382 |
1.5300 |
LOW |
1.5300 |
0.618 |
1.5300 |
1.000 |
1.5300 |
1.618 |
1.5300 |
2.618 |
1.5300 |
4.250 |
1.5300 |
|
|
Fisher Pivots for day following 07-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5300 |
1.5368 |
PP |
1.5299 |
1.5344 |
S1 |
1.5299 |
1.5321 |
|