CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5591 |
1.5701 |
0.0110 |
0.7% |
1.5450 |
| High |
1.5685 |
1.5701 |
0.0016 |
0.1% |
1.5685 |
| Low |
1.5585 |
1.5548 |
-0.0037 |
-0.2% |
1.5312 |
| Close |
1.5684 |
1.5572 |
-0.0112 |
-0.7% |
1.5684 |
| Range |
0.0100 |
0.0153 |
0.0053 |
53.0% |
0.0373 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.8% |
0.0000 |
| Volume |
13,983 |
22,243 |
8,260 |
59.1% |
37,368 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6066 |
1.5972 |
1.5656 |
|
| R3 |
1.5913 |
1.5819 |
1.5614 |
|
| R2 |
1.5760 |
1.5760 |
1.5600 |
|
| R1 |
1.5666 |
1.5666 |
1.5586 |
1.5637 |
| PP |
1.5607 |
1.5607 |
1.5607 |
1.5592 |
| S1 |
1.5513 |
1.5513 |
1.5558 |
1.5484 |
| S2 |
1.5454 |
1.5454 |
1.5544 |
|
| S3 |
1.5301 |
1.5360 |
1.5530 |
|
| S4 |
1.5148 |
1.5207 |
1.5488 |
|
|
| 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 |
1.6351 |
|
2.618 |
1.6102 |
|
1.618 |
1.5949 |
|
1.000 |
1.5854 |
|
0.618 |
1.5796 |
|
HIGH |
1.5701 |
|
0.618 |
1.5643 |
|
0.500 |
1.5625 |
|
0.382 |
1.5606 |
|
LOW |
1.5548 |
|
0.618 |
1.5453 |
|
1.000 |
1.5395 |
|
1.618 |
1.5300 |
|
2.618 |
1.5147 |
|
4.250 |
1.4898 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5625 |
1.5550 |
| PP |
1.5607 |
1.5528 |
| S1 |
1.5590 |
1.5507 |
|