CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5450 |
1.5362 |
-0.0088 |
-0.6% |
1.5611 |
| High |
1.5504 |
1.5518 |
0.0014 |
0.1% |
1.5617 |
| Low |
1.5407 |
1.5330 |
-0.0077 |
-0.5% |
1.5413 |
| Close |
1.5460 |
1.5385 |
-0.0075 |
-0.5% |
1.5475 |
| Range |
0.0097 |
0.0188 |
0.0091 |
93.8% |
0.0204 |
| ATR |
0.0094 |
0.0101 |
0.0007 |
7.1% |
0.0000 |
| Volume |
2,430 |
3,444 |
1,014 |
41.7% |
6,223 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5975 |
1.5868 |
1.5488 |
|
| R3 |
1.5787 |
1.5680 |
1.5437 |
|
| R2 |
1.5599 |
1.5599 |
1.5419 |
|
| R1 |
1.5492 |
1.5492 |
1.5402 |
1.5546 |
| PP |
1.5411 |
1.5411 |
1.5411 |
1.5438 |
| S1 |
1.5304 |
1.5304 |
1.5368 |
1.5358 |
| S2 |
1.5223 |
1.5223 |
1.5351 |
|
| S3 |
1.5035 |
1.5116 |
1.5333 |
|
| S4 |
1.4847 |
1.4928 |
1.5282 |
|
|
| 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 |
1.6317 |
|
2.618 |
1.6010 |
|
1.618 |
1.5822 |
|
1.000 |
1.5706 |
|
0.618 |
1.5634 |
|
HIGH |
1.5518 |
|
0.618 |
1.5446 |
|
0.500 |
1.5424 |
|
0.382 |
1.5402 |
|
LOW |
1.5330 |
|
0.618 |
1.5214 |
|
1.000 |
1.5142 |
|
1.618 |
1.5026 |
|
2.618 |
1.4838 |
|
4.250 |
1.4531 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5424 |
1.5424 |
| PP |
1.5411 |
1.5411 |
| S1 |
1.5398 |
1.5398 |
|