CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5569 |
1.5682 |
0.0113 |
0.7% |
1.5437 |
| High |
1.5569 |
1.5682 |
0.0113 |
0.7% |
1.5492 |
| Low |
1.5569 |
1.5645 |
0.0076 |
0.5% |
1.5330 |
| Close |
1.5569 |
1.5682 |
0.0113 |
0.7% |
1.5483 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0162 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0000 |
| Volume |
739 |
851 |
112 |
15.2% |
4,004 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5781 |
1.5768 |
1.5702 |
|
| R3 |
1.5744 |
1.5731 |
1.5692 |
|
| R2 |
1.5707 |
1.5707 |
1.5689 |
|
| R1 |
1.5694 |
1.5694 |
1.5685 |
1.5701 |
| PP |
1.5670 |
1.5670 |
1.5670 |
1.5673 |
| S1 |
1.5657 |
1.5657 |
1.5679 |
1.5664 |
| S2 |
1.5633 |
1.5633 |
1.5675 |
|
| S3 |
1.5596 |
1.5620 |
1.5672 |
|
| S4 |
1.5559 |
1.5583 |
1.5662 |
|
|
| 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 |
1.5839 |
|
2.618 |
1.5779 |
|
1.618 |
1.5742 |
|
1.000 |
1.5719 |
|
0.618 |
1.5705 |
|
HIGH |
1.5682 |
|
0.618 |
1.5668 |
|
0.500 |
1.5664 |
|
0.382 |
1.5659 |
|
LOW |
1.5645 |
|
0.618 |
1.5622 |
|
1.000 |
1.5608 |
|
1.618 |
1.5585 |
|
2.618 |
1.5548 |
|
4.250 |
1.5488 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5676 |
1.5634 |
| PP |
1.5670 |
1.5586 |
| S1 |
1.5664 |
1.5539 |
|