CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5472 |
1.5450 |
-0.0022 |
-0.1% |
1.5611 |
| High |
1.5480 |
1.5504 |
0.0024 |
0.2% |
1.5617 |
| Low |
1.5472 |
1.5407 |
-0.0065 |
-0.4% |
1.5413 |
| Close |
1.5475 |
1.5460 |
-0.0015 |
-0.1% |
1.5475 |
| Range |
0.0008 |
0.0097 |
0.0089 |
1,112.5% |
0.0204 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,602 |
2,430 |
-172 |
-6.6% |
6,223 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5748 |
1.5701 |
1.5513 |
|
| R3 |
1.5651 |
1.5604 |
1.5487 |
|
| R2 |
1.5554 |
1.5554 |
1.5478 |
|
| R1 |
1.5507 |
1.5507 |
1.5469 |
1.5531 |
| PP |
1.5457 |
1.5457 |
1.5457 |
1.5469 |
| S1 |
1.5410 |
1.5410 |
1.5451 |
1.5434 |
| S2 |
1.5360 |
1.5360 |
1.5442 |
|
| S3 |
1.5263 |
1.5313 |
1.5433 |
|
| S4 |
1.5166 |
1.5216 |
1.5407 |
|
|
| 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 |
1.5916 |
|
2.618 |
1.5758 |
|
1.618 |
1.5661 |
|
1.000 |
1.5601 |
|
0.618 |
1.5564 |
|
HIGH |
1.5504 |
|
0.618 |
1.5467 |
|
0.500 |
1.5456 |
|
0.382 |
1.5444 |
|
LOW |
1.5407 |
|
0.618 |
1.5347 |
|
1.000 |
1.5310 |
|
1.618 |
1.5250 |
|
2.618 |
1.5153 |
|
4.250 |
1.4995 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5459 |
1.5459 |
| PP |
1.5457 |
1.5457 |
| S1 |
1.5456 |
1.5456 |
|