CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5755 |
1.5567 |
-0.0188 |
-1.2% |
1.5387 |
| High |
1.5755 |
1.5567 |
-0.0188 |
-1.2% |
1.5650 |
| Low |
1.5755 |
1.5567 |
-0.0188 |
-1.2% |
1.5345 |
| Close |
1.5755 |
1.5567 |
-0.0188 |
-1.2% |
1.5639 |
| Range |
|
|
|
|
|
| ATR |
0.0082 |
0.0090 |
0.0008 |
9.2% |
0.0000 |
| Volume |
403 |
344 |
-59 |
-14.6% |
1,669 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5567 |
1.5567 |
1.5567 |
|
| R3 |
1.5567 |
1.5567 |
1.5567 |
|
| R2 |
1.5567 |
1.5567 |
1.5567 |
|
| R1 |
1.5567 |
1.5567 |
1.5567 |
1.5567 |
| PP |
1.5567 |
1.5567 |
1.5567 |
1.5567 |
| S1 |
1.5567 |
1.5567 |
1.5567 |
1.5567 |
| S2 |
1.5567 |
1.5567 |
1.5567 |
|
| S3 |
1.5567 |
1.5567 |
1.5567 |
|
| S4 |
1.5567 |
1.5567 |
1.5567 |
|
|
| 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 |
1.5567 |
|
2.618 |
1.5567 |
|
1.618 |
1.5567 |
|
1.000 |
1.5567 |
|
0.618 |
1.5567 |
|
HIGH |
1.5567 |
|
0.618 |
1.5567 |
|
0.500 |
1.5567 |
|
0.382 |
1.5567 |
|
LOW |
1.5567 |
|
0.618 |
1.5567 |
|
1.000 |
1.5567 |
|
1.618 |
1.5567 |
|
2.618 |
1.5567 |
|
4.250 |
1.5567 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5567 |
1.5661 |
| PP |
1.5567 |
1.5630 |
| S1 |
1.5567 |
1.5598 |
|