CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5483 |
1.5418 |
-0.0065 |
-0.4% |
1.5437 |
| High |
1.5492 |
1.5418 |
-0.0074 |
-0.5% |
1.5492 |
| Low |
1.5365 |
1.5395 |
0.0030 |
0.2% |
1.5330 |
| Close |
1.5483 |
1.5414 |
-0.0069 |
-0.4% |
1.5483 |
| Range |
0.0127 |
0.0023 |
-0.0104 |
-81.9% |
0.0162 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,120 |
1,159 |
39 |
3.5% |
4,004 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5478 |
1.5469 |
1.5427 |
|
| R3 |
1.5455 |
1.5446 |
1.5420 |
|
| R2 |
1.5432 |
1.5432 |
1.5418 |
|
| R1 |
1.5423 |
1.5423 |
1.5416 |
1.5416 |
| PP |
1.5409 |
1.5409 |
1.5409 |
1.5406 |
| S1 |
1.5400 |
1.5400 |
1.5412 |
1.5393 |
| S2 |
1.5386 |
1.5386 |
1.5410 |
|
| S3 |
1.5363 |
1.5377 |
1.5408 |
|
| S4 |
1.5340 |
1.5354 |
1.5401 |
|
|
| 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 |
1.5516 |
|
2.618 |
1.5478 |
|
1.618 |
1.5455 |
|
1.000 |
1.5441 |
|
0.618 |
1.5432 |
|
HIGH |
1.5418 |
|
0.618 |
1.5409 |
|
0.500 |
1.5407 |
|
0.382 |
1.5404 |
|
LOW |
1.5395 |
|
0.618 |
1.5381 |
|
1.000 |
1.5372 |
|
1.618 |
1.5358 |
|
2.618 |
1.5335 |
|
4.250 |
1.5297 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5412 |
1.5413 |
| PP |
1.5409 |
1.5412 |
| S1 |
1.5407 |
1.5411 |
|