CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5358 |
1.5483 |
0.0125 |
0.8% |
1.5437 |
| High |
1.5415 |
1.5492 |
0.0077 |
0.5% |
1.5492 |
| Low |
1.5330 |
1.5365 |
0.0035 |
0.2% |
1.5330 |
| Close |
1.5358 |
1.5483 |
0.0125 |
0.8% |
1.5483 |
| Range |
0.0085 |
0.0127 |
0.0042 |
49.4% |
0.0162 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.2% |
0.0000 |
| Volume |
680 |
1,120 |
440 |
64.7% |
4,004 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5828 |
1.5782 |
1.5553 |
|
| R3 |
1.5701 |
1.5655 |
1.5518 |
|
| R2 |
1.5574 |
1.5574 |
1.5506 |
|
| R1 |
1.5528 |
1.5528 |
1.5495 |
1.5547 |
| PP |
1.5447 |
1.5447 |
1.5447 |
1.5456 |
| S1 |
1.5401 |
1.5401 |
1.5471 |
1.5420 |
| S2 |
1.5320 |
1.5320 |
1.5460 |
|
| S3 |
1.5193 |
1.5274 |
1.5448 |
|
| S4 |
1.5066 |
1.5147 |
1.5413 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5921 |
1.5864 |
1.5572 |
|
| R3 |
1.5759 |
1.5702 |
1.5528 |
|
| R2 |
1.5597 |
1.5597 |
1.5513 |
|
| R1 |
1.5540 |
1.5540 |
1.5498 |
1.5569 |
| PP |
1.5435 |
1.5435 |
1.5435 |
1.5449 |
| S1 |
1.5378 |
1.5378 |
1.5468 |
1.5407 |
| S2 |
1.5273 |
1.5273 |
1.5453 |
|
| S3 |
1.5111 |
1.5216 |
1.5438 |
|
| S4 |
1.4949 |
1.5054 |
1.5394 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6032 |
|
2.618 |
1.5824 |
|
1.618 |
1.5697 |
|
1.000 |
1.5619 |
|
0.618 |
1.5570 |
|
HIGH |
1.5492 |
|
0.618 |
1.5443 |
|
0.500 |
1.5429 |
|
0.382 |
1.5414 |
|
LOW |
1.5365 |
|
0.618 |
1.5287 |
|
1.000 |
1.5238 |
|
1.618 |
1.5160 |
|
2.618 |
1.5033 |
|
4.250 |
1.4825 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5465 |
1.5459 |
| PP |
1.5447 |
1.5435 |
| S1 |
1.5429 |
1.5411 |
|