CME Euro FX Future September 2008
Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1.5362 |
1.5371 |
0.0009 |
0.1% |
1.5611 |
High |
1.5518 |
1.5398 |
-0.0120 |
-0.8% |
1.5617 |
Low |
1.5330 |
1.5350 |
0.0020 |
0.1% |
1.5413 |
Close |
1.5385 |
1.5363 |
-0.0022 |
-0.1% |
1.5475 |
Range |
0.0188 |
0.0048 |
-0.0140 |
-74.5% |
0.0204 |
ATR |
0.0101 |
0.0097 |
-0.0004 |
-3.7% |
0.0000 |
Volume |
3,444 |
6,386 |
2,942 |
85.4% |
6,223 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5514 |
1.5487 |
1.5389 |
|
R3 |
1.5466 |
1.5439 |
1.5376 |
|
R2 |
1.5418 |
1.5418 |
1.5372 |
|
R1 |
1.5391 |
1.5391 |
1.5367 |
1.5381 |
PP |
1.5370 |
1.5370 |
1.5370 |
1.5365 |
S1 |
1.5343 |
1.5343 |
1.5359 |
1.5333 |
S2 |
1.5322 |
1.5322 |
1.5354 |
|
S3 |
1.5274 |
1.5295 |
1.5350 |
|
S4 |
1.5226 |
1.5247 |
1.5337 |
|
|
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 |
1.5602 |
2.618 |
1.5524 |
1.618 |
1.5476 |
1.000 |
1.5446 |
0.618 |
1.5428 |
HIGH |
1.5398 |
0.618 |
1.5380 |
0.500 |
1.5374 |
0.382 |
1.5368 |
LOW |
1.5350 |
0.618 |
1.5320 |
1.000 |
1.5302 |
1.618 |
1.5272 |
2.618 |
1.5224 |
4.250 |
1.5146 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5374 |
1.5424 |
PP |
1.5370 |
1.5404 |
S1 |
1.5367 |
1.5383 |
|