CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5437 |
1.5418 |
-0.0019 |
-0.1% |
1.5395 |
| High |
1.5450 |
1.5425 |
-0.0025 |
-0.2% |
1.5435 |
| Low |
1.5355 |
1.5370 |
0.0015 |
0.1% |
1.5235 |
| Close |
1.5437 |
1.5382 |
-0.0055 |
-0.4% |
1.5377 |
| Range |
0.0095 |
0.0055 |
-0.0040 |
-42.1% |
0.0200 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
469 |
1,208 |
739 |
157.6% |
3,063 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5557 |
1.5525 |
1.5412 |
|
| R3 |
1.5502 |
1.5470 |
1.5397 |
|
| R2 |
1.5447 |
1.5447 |
1.5392 |
|
| R1 |
1.5415 |
1.5415 |
1.5387 |
1.5404 |
| PP |
1.5392 |
1.5392 |
1.5392 |
1.5387 |
| S1 |
1.5360 |
1.5360 |
1.5377 |
1.5349 |
| S2 |
1.5337 |
1.5337 |
1.5372 |
|
| S3 |
1.5282 |
1.5305 |
1.5367 |
|
| S4 |
1.5227 |
1.5250 |
1.5352 |
|
|
| 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 |
1.5659 |
|
2.618 |
1.5569 |
|
1.618 |
1.5514 |
|
1.000 |
1.5480 |
|
0.618 |
1.5459 |
|
HIGH |
1.5425 |
|
0.618 |
1.5404 |
|
0.500 |
1.5398 |
|
0.382 |
1.5391 |
|
LOW |
1.5370 |
|
0.618 |
1.5336 |
|
1.000 |
1.5315 |
|
1.618 |
1.5281 |
|
2.618 |
1.5226 |
|
4.250 |
1.5136 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5398 |
1.5386 |
| PP |
1.5392 |
1.5385 |
| S1 |
1.5387 |
1.5383 |
|