CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5387 |
1.5442 |
0.0055 |
0.4% |
1.5356 |
| High |
1.5385 |
1.5475 |
0.0090 |
0.6% |
1.5494 |
| Low |
1.5345 |
1.5444 |
0.0099 |
0.6% |
1.5340 |
| Close |
1.5387 |
1.5442 |
0.0055 |
0.4% |
1.5488 |
| Range |
0.0040 |
0.0031 |
-0.0009 |
-22.5% |
0.0154 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
185 |
224 |
39 |
21.1% |
595 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5547 |
1.5525 |
1.5459 |
|
| R3 |
1.5516 |
1.5494 |
1.5451 |
|
| R2 |
1.5485 |
1.5485 |
1.5448 |
|
| R1 |
1.5463 |
1.5463 |
1.5445 |
1.5458 |
| PP |
1.5454 |
1.5454 |
1.5454 |
1.5451 |
| S1 |
1.5432 |
1.5432 |
1.5439 |
1.5427 |
| S2 |
1.5423 |
1.5423 |
1.5436 |
|
| S3 |
1.5392 |
1.5401 |
1.5433 |
|
| S4 |
1.5361 |
1.5370 |
1.5425 |
|
|
| 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 |
1.5607 |
|
2.618 |
1.5556 |
|
1.618 |
1.5525 |
|
1.000 |
1.5506 |
|
0.618 |
1.5494 |
|
HIGH |
1.5475 |
|
0.618 |
1.5463 |
|
0.500 |
1.5460 |
|
0.382 |
1.5456 |
|
LOW |
1.5444 |
|
0.618 |
1.5425 |
|
1.000 |
1.5413 |
|
1.618 |
1.5394 |
|
2.618 |
1.5363 |
|
4.250 |
1.5312 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5460 |
1.5435 |
| PP |
1.5454 |
1.5427 |
| S1 |
1.5448 |
1.5420 |
|