CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5611 |
1.5547 |
-0.0064 |
-0.4% |
1.5418 |
| High |
1.5617 |
1.5575 |
-0.0042 |
-0.3% |
1.5685 |
| Low |
1.5617 |
1.5535 |
-0.0082 |
-0.5% |
1.5395 |
| Close |
1.5611 |
1.5547 |
-0.0064 |
-0.4% |
1.5696 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0290 |
| ATR |
0.0096 |
0.0094 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
738 |
1,127 |
389 |
52.7% |
4,349 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5672 |
1.5650 |
1.5569 |
|
| R3 |
1.5632 |
1.5610 |
1.5558 |
|
| R2 |
1.5592 |
1.5592 |
1.5554 |
|
| R1 |
1.5570 |
1.5570 |
1.5551 |
1.5567 |
| PP |
1.5552 |
1.5552 |
1.5552 |
1.5551 |
| S1 |
1.5530 |
1.5530 |
1.5543 |
1.5527 |
| S2 |
1.5512 |
1.5512 |
1.5540 |
|
| S3 |
1.5472 |
1.5490 |
1.5536 |
|
| S4 |
1.5432 |
1.5450 |
1.5525 |
|
|
| 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 |
1.5745 |
|
2.618 |
1.5680 |
|
1.618 |
1.5640 |
|
1.000 |
1.5615 |
|
0.618 |
1.5600 |
|
HIGH |
1.5575 |
|
0.618 |
1.5560 |
|
0.500 |
1.5555 |
|
0.382 |
1.5550 |
|
LOW |
1.5535 |
|
0.618 |
1.5510 |
|
1.000 |
1.5495 |
|
1.618 |
1.5470 |
|
2.618 |
1.5430 |
|
4.250 |
1.5365 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5555 |
1.5610 |
| PP |
1.5552 |
1.5589 |
| S1 |
1.5550 |
1.5568 |
|