CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5501 |
1.5534 |
0.0033 |
0.2% |
1.5391 |
| High |
1.5554 |
1.5620 |
0.0066 |
0.4% |
1.5587 |
| Low |
1.5495 |
1.5495 |
0.0000 |
0.0% |
1.5391 |
| Close |
1.5511 |
1.5603 |
0.0092 |
0.6% |
1.5557 |
| Range |
0.0059 |
0.0125 |
0.0066 |
111.9% |
0.0196 |
| ATR |
0.0116 |
0.0116 |
0.0001 |
0.6% |
0.0000 |
| Volume |
207,678 |
185,131 |
-22,547 |
-10.9% |
959,070 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5948 |
1.5900 |
1.5672 |
|
| R3 |
1.5823 |
1.5775 |
1.5637 |
|
| R2 |
1.5698 |
1.5698 |
1.5626 |
|
| R1 |
1.5650 |
1.5650 |
1.5614 |
1.5674 |
| PP |
1.5573 |
1.5573 |
1.5573 |
1.5585 |
| S1 |
1.5525 |
1.5525 |
1.5592 |
1.5549 |
| S2 |
1.5448 |
1.5448 |
1.5580 |
|
| S3 |
1.5323 |
1.5400 |
1.5569 |
|
| S4 |
1.5198 |
1.5275 |
1.5534 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6100 |
1.6024 |
1.5665 |
|
| R3 |
1.5904 |
1.5828 |
1.5611 |
|
| R2 |
1.5708 |
1.5708 |
1.5593 |
|
| R1 |
1.5632 |
1.5632 |
1.5575 |
1.5670 |
| PP |
1.5512 |
1.5512 |
1.5512 |
1.5531 |
| S1 |
1.5436 |
1.5436 |
1.5539 |
1.5474 |
| S2 |
1.5316 |
1.5316 |
1.5521 |
|
| S3 |
1.5120 |
1.5240 |
1.5503 |
|
| S4 |
1.4924 |
1.5044 |
1.5449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5620 |
1.5402 |
0.0218 |
1.4% |
0.0066 |
0.4% |
92% |
True |
False |
190,778 |
| 10 |
1.5620 |
1.5243 |
0.0377 |
2.4% |
0.0061 |
0.4% |
95% |
True |
False |
185,392 |
| 20 |
1.5701 |
1.5243 |
0.0458 |
2.9% |
0.0084 |
0.5% |
79% |
False |
False |
102,581 |
| 40 |
1.5701 |
1.5235 |
0.0466 |
3.0% |
0.0063 |
0.4% |
79% |
False |
False |
51,683 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0059 |
0.4% |
56% |
False |
False |
34,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6151 |
|
2.618 |
1.5947 |
|
1.618 |
1.5822 |
|
1.000 |
1.5745 |
|
0.618 |
1.5697 |
|
HIGH |
1.5620 |
|
0.618 |
1.5572 |
|
0.500 |
1.5558 |
|
0.382 |
1.5543 |
|
LOW |
1.5495 |
|
0.618 |
1.5418 |
|
1.000 |
1.5370 |
|
1.618 |
1.5293 |
|
2.618 |
1.5168 |
|
4.250 |
1.4964 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5588 |
1.5572 |
| PP |
1.5573 |
1.5542 |
| S1 |
1.5558 |
1.5511 |
|