CME Euro FX Future September 2008
Trading Metrics calculated at close of trading on 23-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
Open |
1.5605 |
1.5696 |
0.0091 |
0.6% |
1.5418 |
High |
1.5660 |
1.5685 |
0.0025 |
0.2% |
1.5685 |
Low |
1.5605 |
1.5665 |
0.0060 |
0.4% |
1.5395 |
Close |
1.5605 |
1.5696 |
0.0091 |
0.6% |
1.5696 |
Range |
0.0055 |
0.0020 |
-0.0035 |
-63.6% |
0.0290 |
ATR |
0.0099 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
900 |
700 |
-200 |
-22.2% |
4,349 |
|
Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5742 |
1.5739 |
1.5707 |
|
R3 |
1.5722 |
1.5719 |
1.5702 |
|
R2 |
1.5702 |
1.5702 |
1.5700 |
|
R1 |
1.5699 |
1.5699 |
1.5698 |
1.5706 |
PP |
1.5682 |
1.5682 |
1.5682 |
1.5686 |
S1 |
1.5679 |
1.5679 |
1.5694 |
1.5686 |
S2 |
1.5662 |
1.5662 |
1.5692 |
|
S3 |
1.5642 |
1.5659 |
1.5691 |
|
S4 |
1.5622 |
1.5639 |
1.5685 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6462 |
1.6369 |
1.5856 |
|
R3 |
1.6172 |
1.6079 |
1.5776 |
|
R2 |
1.5882 |
1.5882 |
1.5749 |
|
R1 |
1.5789 |
1.5789 |
1.5723 |
1.5836 |
PP |
1.5592 |
1.5592 |
1.5592 |
1.5615 |
S1 |
1.5499 |
1.5499 |
1.5669 |
1.5546 |
S2 |
1.5302 |
1.5302 |
1.5643 |
|
S3 |
1.5012 |
1.5209 |
1.5616 |
|
S4 |
1.4722 |
1.4919 |
1.5537 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5770 |
2.618 |
1.5737 |
1.618 |
1.5717 |
1.000 |
1.5705 |
0.618 |
1.5697 |
HIGH |
1.5685 |
0.618 |
1.5677 |
0.500 |
1.5675 |
0.382 |
1.5673 |
LOW |
1.5665 |
0.618 |
1.5653 |
1.000 |
1.5645 |
1.618 |
1.5633 |
2.618 |
1.5613 |
4.250 |
1.5580 |
|
|
Fisher Pivots for day following 23-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5689 |
1.5679 |
PP |
1.5682 |
1.5662 |
S1 |
1.5675 |
1.5645 |
|