CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5625 |
1.5639 |
0.0014 |
0.1% |
1.5387 |
| High |
1.5625 |
1.5650 |
0.0025 |
0.2% |
1.5650 |
| Low |
1.5625 |
1.5610 |
-0.0015 |
-0.1% |
1.5345 |
| Close |
1.5625 |
1.5639 |
0.0014 |
0.1% |
1.5639 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0305 |
| ATR |
0.0091 |
0.0088 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
397 |
736 |
339 |
85.4% |
1,669 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5753 |
1.5736 |
1.5661 |
|
| R3 |
1.5713 |
1.5696 |
1.5650 |
|
| R2 |
1.5673 |
1.5673 |
1.5646 |
|
| R1 |
1.5656 |
1.5656 |
1.5643 |
1.5659 |
| PP |
1.5633 |
1.5633 |
1.5633 |
1.5635 |
| S1 |
1.5616 |
1.5616 |
1.5635 |
1.5619 |
| S2 |
1.5593 |
1.5593 |
1.5632 |
|
| S3 |
1.5553 |
1.5576 |
1.5628 |
|
| S4 |
1.5513 |
1.5536 |
1.5617 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6460 |
1.6354 |
1.5807 |
|
| R3 |
1.6155 |
1.6049 |
1.5723 |
|
| R2 |
1.5850 |
1.5850 |
1.5695 |
|
| R1 |
1.5744 |
1.5744 |
1.5667 |
1.5797 |
| PP |
1.5545 |
1.5545 |
1.5545 |
1.5571 |
| S1 |
1.5439 |
1.5439 |
1.5611 |
1.5492 |
| S2 |
1.5240 |
1.5240 |
1.5583 |
|
| S3 |
1.4935 |
1.5134 |
1.5555 |
|
| S4 |
1.4630 |
1.4829 |
1.5471 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5820 |
|
2.618 |
1.5755 |
|
1.618 |
1.5715 |
|
1.000 |
1.5690 |
|
0.618 |
1.5675 |
|
HIGH |
1.5650 |
|
0.618 |
1.5635 |
|
0.500 |
1.5630 |
|
0.382 |
1.5625 |
|
LOW |
1.5610 |
|
0.618 |
1.5585 |
|
1.000 |
1.5570 |
|
1.618 |
1.5545 |
|
2.618 |
1.5505 |
|
4.250 |
1.5440 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5636 |
1.5608 |
| PP |
1.5633 |
1.5576 |
| S1 |
1.5630 |
1.5545 |
|