CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5702 |
1.5776 |
0.0074 |
0.5% |
1.5723 |
| High |
1.5700 |
1.5835 |
0.0135 |
0.9% |
1.5855 |
| Low |
1.5625 |
1.5776 |
0.0151 |
1.0% |
1.5625 |
| Close |
1.5699 |
1.5814 |
0.0115 |
0.7% |
1.5699 |
| Range |
0.0075 |
0.0059 |
-0.0016 |
-21.3% |
0.0230 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
2.3% |
0.0000 |
| Volume |
844 |
717 |
-127 |
-15.0% |
1,610 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5985 |
1.5959 |
1.5846 |
|
| R3 |
1.5926 |
1.5900 |
1.5830 |
|
| R2 |
1.5867 |
1.5867 |
1.5825 |
|
| R1 |
1.5841 |
1.5841 |
1.5819 |
1.5854 |
| PP |
1.5808 |
1.5808 |
1.5808 |
1.5815 |
| S1 |
1.5782 |
1.5782 |
1.5809 |
1.5795 |
| S2 |
1.5749 |
1.5749 |
1.5803 |
|
| S3 |
1.5690 |
1.5723 |
1.5798 |
|
| S4 |
1.5631 |
1.5664 |
1.5782 |
|
|
| 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 |
1.6086 |
|
2.618 |
1.5989 |
|
1.618 |
1.5930 |
|
1.000 |
1.5894 |
|
0.618 |
1.5871 |
|
HIGH |
1.5835 |
|
0.618 |
1.5812 |
|
0.500 |
1.5806 |
|
0.382 |
1.5799 |
|
LOW |
1.5776 |
|
0.618 |
1.5740 |
|
1.000 |
1.5717 |
|
1.618 |
1.5681 |
|
2.618 |
1.5622 |
|
4.250 |
1.5525 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5811 |
1.5786 |
| PP |
1.5808 |
1.5758 |
| S1 |
1.5806 |
1.5730 |
|