CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5359 |
1.5494 |
0.0135 |
0.9% |
1.5356 |
| High |
1.5370 |
1.5494 |
0.0124 |
0.8% |
1.5494 |
| Low |
1.5350 |
1.5465 |
0.0115 |
0.7% |
1.5340 |
| Close |
1.5359 |
1.5488 |
0.0129 |
0.8% |
1.5488 |
| Range |
0.0020 |
0.0029 |
0.0009 |
45.0% |
0.0154 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.4% |
0.0000 |
| Volume |
101 |
136 |
35 |
34.7% |
595 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5569 |
1.5558 |
1.5504 |
|
| R3 |
1.5540 |
1.5529 |
1.5496 |
|
| R2 |
1.5511 |
1.5511 |
1.5493 |
|
| R1 |
1.5500 |
1.5500 |
1.5491 |
1.5491 |
| PP |
1.5482 |
1.5482 |
1.5482 |
1.5478 |
| S1 |
1.5471 |
1.5471 |
1.5485 |
1.5462 |
| S2 |
1.5453 |
1.5453 |
1.5483 |
|
| S3 |
1.5424 |
1.5442 |
1.5480 |
|
| S4 |
1.5395 |
1.5413 |
1.5472 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5903 |
1.5849 |
1.5573 |
|
| R3 |
1.5749 |
1.5695 |
1.5530 |
|
| R2 |
1.5595 |
1.5595 |
1.5516 |
|
| R1 |
1.5541 |
1.5541 |
1.5502 |
1.5568 |
| PP |
1.5441 |
1.5441 |
1.5441 |
1.5454 |
| S1 |
1.5387 |
1.5387 |
1.5474 |
1.5414 |
| S2 |
1.5287 |
1.5287 |
1.5460 |
|
| S3 |
1.5133 |
1.5233 |
1.5446 |
|
| S4 |
1.4979 |
1.5079 |
1.5403 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5617 |
|
2.618 |
1.5570 |
|
1.618 |
1.5541 |
|
1.000 |
1.5523 |
|
0.618 |
1.5512 |
|
HIGH |
1.5494 |
|
0.618 |
1.5483 |
|
0.500 |
1.5480 |
|
0.382 |
1.5476 |
|
LOW |
1.5465 |
|
0.618 |
1.5447 |
|
1.000 |
1.5436 |
|
1.618 |
1.5418 |
|
2.618 |
1.5389 |
|
4.250 |
1.5342 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5485 |
1.5466 |
| PP |
1.5482 |
1.5444 |
| S1 |
1.5480 |
1.5422 |
|