CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5371 |
1.5377 |
0.0006 |
0.0% |
1.5611 |
| High |
1.5398 |
1.5517 |
0.0119 |
0.8% |
1.5617 |
| Low |
1.5350 |
1.5312 |
-0.0038 |
-0.2% |
1.5413 |
| Close |
1.5363 |
1.5508 |
0.0145 |
0.9% |
1.5475 |
| Range |
0.0048 |
0.0205 |
0.0157 |
327.1% |
0.0204 |
| ATR |
0.0097 |
0.0105 |
0.0008 |
7.9% |
0.0000 |
| Volume |
6,386 |
11,125 |
4,739 |
74.2% |
6,223 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6061 |
1.5989 |
1.5621 |
|
| R3 |
1.5856 |
1.5784 |
1.5564 |
|
| R2 |
1.5651 |
1.5651 |
1.5546 |
|
| R1 |
1.5579 |
1.5579 |
1.5527 |
1.5615 |
| PP |
1.5446 |
1.5446 |
1.5446 |
1.5464 |
| S1 |
1.5374 |
1.5374 |
1.5489 |
1.5410 |
| S2 |
1.5241 |
1.5241 |
1.5470 |
|
| S3 |
1.5036 |
1.5169 |
1.5452 |
|
| S4 |
1.4831 |
1.4964 |
1.5395 |
|
|
| 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 |
1.6388 |
|
2.618 |
1.6054 |
|
1.618 |
1.5849 |
|
1.000 |
1.5722 |
|
0.618 |
1.5644 |
|
HIGH |
1.5517 |
|
0.618 |
1.5439 |
|
0.500 |
1.5415 |
|
0.382 |
1.5390 |
|
LOW |
1.5312 |
|
0.618 |
1.5185 |
|
1.000 |
1.5107 |
|
1.618 |
1.4980 |
|
2.618 |
1.4775 |
|
4.250 |
1.4441 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5477 |
1.5477 |
| PP |
1.5446 |
1.5446 |
| S1 |
1.5415 |
1.5415 |
|