CME Euro FX Future September 2008
Trading Metrics calculated at close of trading on 30-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
Open |
1.5413 |
1.5472 |
0.0059 |
0.4% |
1.5611 |
High |
1.5500 |
1.5480 |
-0.0020 |
-0.1% |
1.5617 |
Low |
1.5413 |
1.5472 |
0.0059 |
0.4% |
1.5413 |
Close |
1.5427 |
1.5475 |
0.0048 |
0.3% |
1.5475 |
Range |
0.0087 |
0.0008 |
-0.0079 |
-90.8% |
0.0204 |
ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
1,756 |
2,602 |
846 |
48.2% |
6,223 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5500 |
1.5495 |
1.5479 |
|
R3 |
1.5492 |
1.5487 |
1.5477 |
|
R2 |
1.5484 |
1.5484 |
1.5476 |
|
R1 |
1.5479 |
1.5479 |
1.5476 |
1.5482 |
PP |
1.5476 |
1.5476 |
1.5476 |
1.5477 |
S1 |
1.5471 |
1.5471 |
1.5474 |
1.5474 |
S2 |
1.5468 |
1.5468 |
1.5474 |
|
S3 |
1.5460 |
1.5463 |
1.5473 |
|
S4 |
1.5452 |
1.5455 |
1.5471 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6114 |
1.5998 |
1.5587 |
|
R3 |
1.5910 |
1.5794 |
1.5531 |
|
R2 |
1.5706 |
1.5706 |
1.5512 |
|
R1 |
1.5590 |
1.5590 |
1.5494 |
1.5546 |
PP |
1.5502 |
1.5502 |
1.5502 |
1.5480 |
S1 |
1.5386 |
1.5386 |
1.5456 |
1.5342 |
S2 |
1.5298 |
1.5298 |
1.5438 |
|
S3 |
1.5094 |
1.5182 |
1.5419 |
|
S4 |
1.4890 |
1.4978 |
1.5363 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5514 |
2.618 |
1.5501 |
1.618 |
1.5493 |
1.000 |
1.5488 |
0.618 |
1.5485 |
HIGH |
1.5480 |
0.618 |
1.5477 |
0.500 |
1.5476 |
0.382 |
1.5475 |
LOW |
1.5472 |
0.618 |
1.5467 |
1.000 |
1.5464 |
1.618 |
1.5459 |
2.618 |
1.5451 |
4.250 |
1.5438 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5476 |
1.5494 |
PP |
1.5476 |
1.5488 |
S1 |
1.5475 |
1.5481 |
|