CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5300 |
1.5300 |
0.0000 |
0.0% |
1.5543 |
| High |
1.5300 |
1.5320 |
0.0020 |
0.1% |
1.5550 |
| Low |
1.5300 |
1.5235 |
-0.0065 |
-0.4% |
1.5295 |
| Close |
1.5298 |
1.5300 |
0.0002 |
0.0% |
1.5312 |
| Range |
0.0000 |
0.0085 |
0.0085 |
|
0.0255 |
| ATR |
0.0104 |
0.0102 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
610 |
811 |
201 |
33.0% |
3,781 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5540 |
1.5505 |
1.5347 |
|
| R3 |
1.5455 |
1.5420 |
1.5323 |
|
| R2 |
1.5370 |
1.5370 |
1.5316 |
|
| R1 |
1.5335 |
1.5335 |
1.5308 |
1.5343 |
| PP |
1.5285 |
1.5285 |
1.5285 |
1.5289 |
| S1 |
1.5250 |
1.5250 |
1.5292 |
1.5258 |
| S2 |
1.5200 |
1.5200 |
1.5284 |
|
| S3 |
1.5115 |
1.5165 |
1.5277 |
|
| S4 |
1.5030 |
1.5080 |
1.5253 |
|
|
| 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 |
1.5681 |
|
2.618 |
1.5543 |
|
1.618 |
1.5458 |
|
1.000 |
1.5405 |
|
0.618 |
1.5373 |
|
HIGH |
1.5320 |
|
0.618 |
1.5288 |
|
0.500 |
1.5278 |
|
0.382 |
1.5267 |
|
LOW |
1.5235 |
|
0.618 |
1.5182 |
|
1.000 |
1.5150 |
|
1.618 |
1.5097 |
|
2.618 |
1.5012 |
|
4.250 |
1.4874 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5293 |
1.5335 |
| PP |
1.5285 |
1.5323 |
| S1 |
1.5278 |
1.5312 |
|