CME Euro FX Future September 2008
Trading Metrics calculated at close of trading on 06-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1.5377 |
1.5591 |
0.0214 |
1.4% |
1.5450 |
High |
1.5517 |
1.5685 |
0.0168 |
1.1% |
1.5685 |
Low |
1.5312 |
1.5585 |
0.0273 |
1.8% |
1.5312 |
Close |
1.5508 |
1.5684 |
0.0176 |
1.1% |
1.5684 |
Range |
0.0205 |
0.0100 |
-0.0105 |
-51.2% |
0.0373 |
ATR |
0.0105 |
0.0110 |
0.0005 |
4.9% |
0.0000 |
Volume |
11,125 |
13,983 |
2,858 |
25.7% |
37,368 |
|
Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5951 |
1.5918 |
1.5739 |
|
R3 |
1.5851 |
1.5818 |
1.5712 |
|
R2 |
1.5751 |
1.5751 |
1.5702 |
|
R1 |
1.5718 |
1.5718 |
1.5693 |
1.5735 |
PP |
1.5651 |
1.5651 |
1.5651 |
1.5660 |
S1 |
1.5618 |
1.5618 |
1.5675 |
1.5635 |
S2 |
1.5551 |
1.5551 |
1.5666 |
|
S3 |
1.5451 |
1.5518 |
1.5657 |
|
S4 |
1.5351 |
1.5418 |
1.5629 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6679 |
1.6555 |
1.5889 |
|
R3 |
1.6306 |
1.6182 |
1.5787 |
|
R2 |
1.5933 |
1.5933 |
1.5752 |
|
R1 |
1.5809 |
1.5809 |
1.5718 |
1.5871 |
PP |
1.5560 |
1.5560 |
1.5560 |
1.5592 |
S1 |
1.5436 |
1.5436 |
1.5650 |
1.5498 |
S2 |
1.5187 |
1.5187 |
1.5616 |
|
S3 |
1.4814 |
1.5063 |
1.5581 |
|
S4 |
1.4441 |
1.4690 |
1.5479 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6110 |
2.618 |
1.5947 |
1.618 |
1.5847 |
1.000 |
1.5785 |
0.618 |
1.5747 |
HIGH |
1.5685 |
0.618 |
1.5647 |
0.500 |
1.5635 |
0.382 |
1.5623 |
LOW |
1.5585 |
0.618 |
1.5523 |
1.000 |
1.5485 |
1.618 |
1.5423 |
2.618 |
1.5323 |
4.250 |
1.5160 |
|
|
Fisher Pivots for day following 06-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5668 |
1.5622 |
PP |
1.5651 |
1.5560 |
S1 |
1.5635 |
1.5499 |
|