CME Euro FX Future September 2008
Trading Metrics calculated at close of trading on 20-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
Open |
1.5418 |
1.5569 |
0.0151 |
1.0% |
1.5437 |
High |
1.5418 |
1.5569 |
0.0151 |
1.0% |
1.5492 |
Low |
1.5395 |
1.5569 |
0.0174 |
1.1% |
1.5330 |
Close |
1.5414 |
1.5569 |
0.0155 |
1.0% |
1.5483 |
Range |
0.0023 |
0.0000 |
-0.0023 |
-100.0% |
0.0162 |
ATR |
0.0095 |
0.0099 |
0.0004 |
4.5% |
0.0000 |
Volume |
1,159 |
739 |
-420 |
-36.2% |
4,004 |
|
Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5569 |
1.5569 |
1.5569 |
|
R3 |
1.5569 |
1.5569 |
1.5569 |
|
R2 |
1.5569 |
1.5569 |
1.5569 |
|
R1 |
1.5569 |
1.5569 |
1.5569 |
1.5569 |
PP |
1.5569 |
1.5569 |
1.5569 |
1.5569 |
S1 |
1.5569 |
1.5569 |
1.5569 |
1.5569 |
S2 |
1.5569 |
1.5569 |
1.5569 |
|
S3 |
1.5569 |
1.5569 |
1.5569 |
|
S4 |
1.5569 |
1.5569 |
1.5569 |
|
|
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 |
1.5569 |
2.618 |
1.5569 |
1.618 |
1.5569 |
1.000 |
1.5569 |
0.618 |
1.5569 |
HIGH |
1.5569 |
0.618 |
1.5569 |
0.500 |
1.5569 |
0.382 |
1.5569 |
LOW |
1.5569 |
0.618 |
1.5569 |
1.000 |
1.5569 |
1.618 |
1.5569 |
2.618 |
1.5569 |
4.250 |
1.5569 |
|
|
Fisher Pivots for day following 20-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5569 |
1.5535 |
PP |
1.5569 |
1.5501 |
S1 |
1.5569 |
1.5467 |
|