CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5300 |
1.5322 |
0.0022 |
0.1% |
1.5395 |
| High |
1.5320 |
1.5365 |
0.0045 |
0.3% |
1.5435 |
| Low |
1.5235 |
1.5322 |
0.0087 |
0.6% |
1.5235 |
| Close |
1.5300 |
1.5377 |
0.0077 |
0.5% |
1.5377 |
| Range |
0.0085 |
0.0043 |
-0.0042 |
-49.4% |
0.0200 |
| ATR |
0.0102 |
0.0100 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
811 |
670 |
-141 |
-17.4% |
3,063 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5484 |
1.5473 |
1.5401 |
|
| R3 |
1.5441 |
1.5430 |
1.5389 |
|
| R2 |
1.5398 |
1.5398 |
1.5385 |
|
| R1 |
1.5387 |
1.5387 |
1.5381 |
1.5393 |
| PP |
1.5355 |
1.5355 |
1.5355 |
1.5357 |
| S1 |
1.5344 |
1.5344 |
1.5373 |
1.5350 |
| S2 |
1.5312 |
1.5312 |
1.5369 |
|
| S3 |
1.5269 |
1.5301 |
1.5365 |
|
| S4 |
1.5226 |
1.5258 |
1.5353 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5949 |
1.5863 |
1.5487 |
|
| R3 |
1.5749 |
1.5663 |
1.5432 |
|
| R2 |
1.5549 |
1.5549 |
1.5414 |
|
| R1 |
1.5463 |
1.5463 |
1.5395 |
1.5406 |
| PP |
1.5349 |
1.5349 |
1.5349 |
1.5321 |
| S1 |
1.5263 |
1.5263 |
1.5359 |
1.5206 |
| S2 |
1.5149 |
1.5149 |
1.5340 |
|
| S3 |
1.4949 |
1.5063 |
1.5322 |
|
| S4 |
1.4749 |
1.4863 |
1.5267 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5548 |
|
2.618 |
1.5478 |
|
1.618 |
1.5435 |
|
1.000 |
1.5408 |
|
0.618 |
1.5392 |
|
HIGH |
1.5365 |
|
0.618 |
1.5349 |
|
0.500 |
1.5344 |
|
0.382 |
1.5338 |
|
LOW |
1.5322 |
|
0.618 |
1.5295 |
|
1.000 |
1.5279 |
|
1.618 |
1.5252 |
|
2.618 |
1.5209 |
|
4.250 |
1.5139 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5366 |
1.5351 |
| PP |
1.5355 |
1.5326 |
| S1 |
1.5344 |
1.5300 |
|