CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5780 |
1.5702 |
-0.0078 |
-0.5% |
1.5723 |
| High |
1.5815 |
1.5700 |
-0.0115 |
-0.7% |
1.5855 |
| Low |
1.5785 |
1.5625 |
-0.0160 |
-1.0% |
1.5625 |
| Close |
1.5780 |
1.5699 |
-0.0081 |
-0.5% |
1.5699 |
| Range |
0.0030 |
0.0075 |
0.0045 |
150.0% |
0.0230 |
| ATR |
0.0099 |
0.0103 |
0.0004 |
4.1% |
0.0000 |
| Volume |
242 |
844 |
602 |
248.8% |
1,610 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5900 |
1.5874 |
1.5740 |
|
| R3 |
1.5825 |
1.5799 |
1.5720 |
|
| R2 |
1.5750 |
1.5750 |
1.5713 |
|
| R1 |
1.5724 |
1.5724 |
1.5706 |
1.5700 |
| PP |
1.5675 |
1.5675 |
1.5675 |
1.5662 |
| S1 |
1.5649 |
1.5649 |
1.5692 |
1.5625 |
| S2 |
1.5600 |
1.5600 |
1.5685 |
|
| S3 |
1.5525 |
1.5574 |
1.5678 |
|
| S4 |
1.5450 |
1.5499 |
1.5658 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6416 |
1.6288 |
1.5826 |
|
| R3 |
1.6186 |
1.6058 |
1.5762 |
|
| R2 |
1.5956 |
1.5956 |
1.5741 |
|
| R1 |
1.5828 |
1.5828 |
1.5720 |
1.5777 |
| PP |
1.5726 |
1.5726 |
1.5726 |
1.5701 |
| S1 |
1.5598 |
1.5598 |
1.5678 |
1.5547 |
| S2 |
1.5496 |
1.5496 |
1.5657 |
|
| S3 |
1.5266 |
1.5368 |
1.5636 |
|
| S4 |
1.5036 |
1.5138 |
1.5573 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6019 |
|
2.618 |
1.5896 |
|
1.618 |
1.5821 |
|
1.000 |
1.5775 |
|
0.618 |
1.5746 |
|
HIGH |
1.5700 |
|
0.618 |
1.5671 |
|
0.500 |
1.5663 |
|
0.382 |
1.5654 |
|
LOW |
1.5625 |
|
0.618 |
1.5579 |
|
1.000 |
1.5550 |
|
1.618 |
1.5504 |
|
2.618 |
1.5429 |
|
4.250 |
1.5306 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5687 |
1.5740 |
| PP |
1.5675 |
1.5726 |
| S1 |
1.5663 |
1.5713 |
|