CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5547 |
1.5413 |
-0.0134 |
-0.9% |
1.5418 |
| High |
1.5575 |
1.5500 |
-0.0075 |
-0.5% |
1.5685 |
| Low |
1.5535 |
1.5413 |
-0.0122 |
-0.8% |
1.5395 |
| Close |
1.5547 |
1.5427 |
-0.0120 |
-0.8% |
1.5696 |
| Range |
0.0040 |
0.0087 |
0.0047 |
117.5% |
0.0290 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
3.0% |
0.0000 |
| Volume |
1,127 |
1,756 |
629 |
55.8% |
4,349 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5708 |
1.5654 |
1.5475 |
|
| R3 |
1.5621 |
1.5567 |
1.5451 |
|
| R2 |
1.5534 |
1.5534 |
1.5443 |
|
| R1 |
1.5480 |
1.5480 |
1.5435 |
1.5507 |
| PP |
1.5447 |
1.5447 |
1.5447 |
1.5460 |
| S1 |
1.5393 |
1.5393 |
1.5419 |
1.5420 |
| S2 |
1.5360 |
1.5360 |
1.5411 |
|
| S3 |
1.5273 |
1.5306 |
1.5403 |
|
| S4 |
1.5186 |
1.5219 |
1.5379 |
|
|
| 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 |
1.5870 |
|
2.618 |
1.5728 |
|
1.618 |
1.5641 |
|
1.000 |
1.5587 |
|
0.618 |
1.5554 |
|
HIGH |
1.5500 |
|
0.618 |
1.5467 |
|
0.500 |
1.5457 |
|
0.382 |
1.5446 |
|
LOW |
1.5413 |
|
0.618 |
1.5359 |
|
1.000 |
1.5326 |
|
1.618 |
1.5272 |
|
2.618 |
1.5185 |
|
4.250 |
1.5043 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5457 |
1.5515 |
| PP |
1.5447 |
1.5486 |
| S1 |
1.5437 |
1.5456 |
|