CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5682 |
1.5605 |
-0.0077 |
-0.5% |
1.5437 |
| High |
1.5682 |
1.5660 |
-0.0022 |
-0.1% |
1.5492 |
| Low |
1.5645 |
1.5605 |
-0.0040 |
-0.3% |
1.5330 |
| Close |
1.5682 |
1.5605 |
-0.0077 |
-0.5% |
1.5483 |
| Range |
0.0037 |
0.0055 |
0.0018 |
48.6% |
0.0162 |
| ATR |
0.0100 |
0.0099 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
851 |
900 |
49 |
5.8% |
4,004 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5788 |
1.5752 |
1.5635 |
|
| R3 |
1.5733 |
1.5697 |
1.5620 |
|
| R2 |
1.5678 |
1.5678 |
1.5615 |
|
| R1 |
1.5642 |
1.5642 |
1.5610 |
1.5633 |
| PP |
1.5623 |
1.5623 |
1.5623 |
1.5619 |
| S1 |
1.5587 |
1.5587 |
1.5600 |
1.5578 |
| S2 |
1.5568 |
1.5568 |
1.5595 |
|
| S3 |
1.5513 |
1.5532 |
1.5590 |
|
| S4 |
1.5458 |
1.5477 |
1.5575 |
|
|
| 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 |
1.5894 |
|
2.618 |
1.5804 |
|
1.618 |
1.5749 |
|
1.000 |
1.5715 |
|
0.618 |
1.5694 |
|
HIGH |
1.5660 |
|
0.618 |
1.5639 |
|
0.500 |
1.5633 |
|
0.382 |
1.5626 |
|
LOW |
1.5605 |
|
0.618 |
1.5571 |
|
1.000 |
1.5550 |
|
1.618 |
1.5516 |
|
2.618 |
1.5461 |
|
4.250 |
1.5371 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5633 |
1.5626 |
| PP |
1.5623 |
1.5619 |
| S1 |
1.5614 |
1.5612 |
|