CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5356 |
1.5382 |
0.0026 |
0.2% |
1.5515 |
| High |
1.5356 |
1.5385 |
0.0029 |
0.2% |
1.5515 |
| Low |
1.5356 |
1.5340 |
-0.0016 |
-0.1% |
1.5200 |
| Close |
1.5356 |
1.5382 |
0.0026 |
0.2% |
1.5220 |
| Range |
0.0000 |
0.0045 |
0.0045 |
|
0.0315 |
| ATR |
0.0000 |
0.0091 |
0.0091 |
|
0.0000 |
| Volume |
19 |
80 |
61 |
321.1% |
979 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5504 |
1.5488 |
1.5407 |
|
| R3 |
1.5459 |
1.5443 |
1.5394 |
|
| R2 |
1.5414 |
1.5414 |
1.5390 |
|
| R1 |
1.5398 |
1.5398 |
1.5386 |
1.5405 |
| PP |
1.5369 |
1.5369 |
1.5369 |
1.5372 |
| S1 |
1.5353 |
1.5353 |
1.5378 |
1.5360 |
| S2 |
1.5324 |
1.5324 |
1.5374 |
|
| S3 |
1.5279 |
1.5308 |
1.5370 |
|
| S4 |
1.5234 |
1.5263 |
1.5357 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6257 |
1.6053 |
1.5393 |
|
| R3 |
1.5942 |
1.5738 |
1.5307 |
|
| R2 |
1.5627 |
1.5627 |
1.5278 |
|
| R1 |
1.5423 |
1.5423 |
1.5249 |
1.5368 |
| PP |
1.5312 |
1.5312 |
1.5312 |
1.5284 |
| S1 |
1.5108 |
1.5108 |
1.5191 |
1.5053 |
| S2 |
1.4997 |
1.4997 |
1.5162 |
|
| S3 |
1.4682 |
1.4793 |
1.5133 |
|
| S4 |
1.4367 |
1.4478 |
1.5047 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5576 |
|
2.618 |
1.5503 |
|
1.618 |
1.5458 |
|
1.000 |
1.5430 |
|
0.618 |
1.5413 |
|
HIGH |
1.5385 |
|
0.618 |
1.5368 |
|
0.500 |
1.5363 |
|
0.382 |
1.5357 |
|
LOW |
1.5340 |
|
0.618 |
1.5312 |
|
1.000 |
1.5295 |
|
1.618 |
1.5267 |
|
2.618 |
1.5222 |
|
4.250 |
1.5149 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5376 |
1.5352 |
| PP |
1.5369 |
1.5322 |
| S1 |
1.5363 |
1.5293 |
|