CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5895 |
1.5784 |
-0.0111 |
-0.7% |
1.5723 |
| High |
1.5895 |
1.5805 |
-0.0090 |
-0.6% |
1.5855 |
| Low |
1.5795 |
1.5762 |
-0.0033 |
-0.2% |
1.5625 |
| Close |
1.5888 |
1.5784 |
-0.0104 |
-0.7% |
1.5699 |
| Range |
0.0100 |
0.0043 |
-0.0057 |
-57.0% |
0.0230 |
| ATR |
0.0105 |
0.0106 |
0.0002 |
1.5% |
0.0000 |
| Volume |
376 |
644 |
268 |
71.3% |
1,610 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5913 |
1.5891 |
1.5808 |
|
| R3 |
1.5870 |
1.5848 |
1.5796 |
|
| R2 |
1.5827 |
1.5827 |
1.5792 |
|
| R1 |
1.5805 |
1.5805 |
1.5788 |
1.5806 |
| PP |
1.5784 |
1.5784 |
1.5784 |
1.5784 |
| S1 |
1.5762 |
1.5762 |
1.5780 |
1.5763 |
| S2 |
1.5741 |
1.5741 |
1.5776 |
|
| S3 |
1.5698 |
1.5719 |
1.5772 |
|
| S4 |
1.5655 |
1.5676 |
1.5760 |
|
|
| 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 |
1.5988 |
|
2.618 |
1.5918 |
|
1.618 |
1.5875 |
|
1.000 |
1.5848 |
|
0.618 |
1.5832 |
|
HIGH |
1.5805 |
|
0.618 |
1.5789 |
|
0.500 |
1.5784 |
|
0.382 |
1.5778 |
|
LOW |
1.5762 |
|
0.618 |
1.5735 |
|
1.000 |
1.5719 |
|
1.618 |
1.5692 |
|
2.618 |
1.5649 |
|
4.250 |
1.5579 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5784 |
1.5829 |
| PP |
1.5784 |
1.5814 |
| S1 |
1.5784 |
1.5799 |
|