CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5419 |
1.5429 |
0.0010 |
0.1% |
1.5701 |
| High |
1.5456 |
1.5464 |
0.0008 |
0.1% |
1.5701 |
| Low |
1.5413 |
1.5411 |
-0.0002 |
0.0% |
1.5243 |
| Close |
1.5445 |
1.5458 |
0.0013 |
0.1% |
1.5282 |
| Range |
0.0043 |
0.0053 |
0.0010 |
23.3% |
0.0458 |
| ATR |
0.0120 |
0.0115 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
188,675 |
195,102 |
6,427 |
3.4% |
448,320 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5603 |
1.5584 |
1.5487 |
|
| R3 |
1.5550 |
1.5531 |
1.5473 |
|
| R2 |
1.5497 |
1.5497 |
1.5468 |
|
| R1 |
1.5478 |
1.5478 |
1.5463 |
1.5488 |
| PP |
1.5444 |
1.5444 |
1.5444 |
1.5449 |
| S1 |
1.5425 |
1.5425 |
1.5453 |
1.5435 |
| S2 |
1.5391 |
1.5391 |
1.5448 |
|
| S3 |
1.5338 |
1.5372 |
1.5443 |
|
| S4 |
1.5285 |
1.5319 |
1.5429 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6783 |
1.6490 |
1.5534 |
|
| R3 |
1.6325 |
1.6032 |
1.5408 |
|
| R2 |
1.5867 |
1.5867 |
1.5366 |
|
| R1 |
1.5574 |
1.5574 |
1.5324 |
1.5492 |
| PP |
1.5409 |
1.5409 |
1.5409 |
1.5367 |
| S1 |
1.5116 |
1.5116 |
1.5240 |
1.5034 |
| S2 |
1.4951 |
1.4951 |
1.5198 |
|
| S3 |
1.4493 |
1.4658 |
1.5156 |
|
| S4 |
1.4035 |
1.4200 |
1.5030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5464 |
1.5243 |
0.0221 |
1.4% |
0.0056 |
0.4% |
97% |
True |
False |
180,006 |
| 10 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0091 |
0.6% |
47% |
False |
False |
108,110 |
| 20 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0075 |
0.5% |
47% |
False |
False |
55,102 |
| 40 |
1.5805 |
1.5235 |
0.0570 |
3.7% |
0.0060 |
0.4% |
39% |
False |
False |
27,913 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0059 |
0.4% |
34% |
False |
False |
18,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5689 |
|
2.618 |
1.5603 |
|
1.618 |
1.5550 |
|
1.000 |
1.5517 |
|
0.618 |
1.5497 |
|
HIGH |
1.5464 |
|
0.618 |
1.5444 |
|
0.500 |
1.5438 |
|
0.382 |
1.5431 |
|
LOW |
1.5411 |
|
0.618 |
1.5378 |
|
1.000 |
1.5358 |
|
1.618 |
1.5325 |
|
2.618 |
1.5272 |
|
4.250 |
1.5186 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5451 |
1.5448 |
| PP |
1.5444 |
1.5438 |
| S1 |
1.5438 |
1.5428 |
|