CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5322 |
1.5437 |
0.0115 |
0.8% |
1.5395 |
| High |
1.5365 |
1.5450 |
0.0085 |
0.6% |
1.5435 |
| Low |
1.5322 |
1.5355 |
0.0033 |
0.2% |
1.5235 |
| Close |
1.5377 |
1.5437 |
0.0060 |
0.4% |
1.5377 |
| Range |
0.0043 |
0.0095 |
0.0052 |
120.9% |
0.0200 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
670 |
469 |
-201 |
-30.0% |
3,063 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5699 |
1.5663 |
1.5489 |
|
| R3 |
1.5604 |
1.5568 |
1.5463 |
|
| R2 |
1.5509 |
1.5509 |
1.5454 |
|
| R1 |
1.5473 |
1.5473 |
1.5446 |
1.5485 |
| PP |
1.5414 |
1.5414 |
1.5414 |
1.5420 |
| S1 |
1.5378 |
1.5378 |
1.5428 |
1.5390 |
| S2 |
1.5319 |
1.5319 |
1.5420 |
|
| S3 |
1.5224 |
1.5283 |
1.5411 |
|
| S4 |
1.5129 |
1.5188 |
1.5385 |
|
|
| 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 |
1.5854 |
|
2.618 |
1.5699 |
|
1.618 |
1.5604 |
|
1.000 |
1.5545 |
|
0.618 |
1.5509 |
|
HIGH |
1.5450 |
|
0.618 |
1.5414 |
|
0.500 |
1.5403 |
|
0.382 |
1.5391 |
|
LOW |
1.5355 |
|
0.618 |
1.5296 |
|
1.000 |
1.5260 |
|
1.618 |
1.5201 |
|
2.618 |
1.5106 |
|
4.250 |
1.4951 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5426 |
1.5406 |
| PP |
1.5414 |
1.5374 |
| S1 |
1.5403 |
1.5343 |
|