CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5529 |
1.5617 |
0.0088 |
0.6% |
1.5616 |
| High |
1.5555 |
1.5617 |
0.0062 |
0.4% |
1.5755 |
| Low |
1.5520 |
1.5617 |
0.0097 |
0.6% |
1.5567 |
| Close |
1.5529 |
1.5617 |
0.0088 |
0.6% |
1.5567 |
| Range |
0.0035 |
0.0000 |
-0.0035 |
-100.0% |
0.0188 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.3% |
0.0000 |
| Volume |
272 |
153 |
-119 |
-43.8% |
2,220 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5617 |
1.5617 |
1.5617 |
|
| R3 |
1.5617 |
1.5617 |
1.5617 |
|
| R2 |
1.5617 |
1.5617 |
1.5617 |
|
| R1 |
1.5617 |
1.5617 |
1.5617 |
1.5617 |
| PP |
1.5617 |
1.5617 |
1.5617 |
1.5617 |
| S1 |
1.5617 |
1.5617 |
1.5617 |
1.5617 |
| S2 |
1.5617 |
1.5617 |
1.5617 |
|
| S3 |
1.5617 |
1.5617 |
1.5617 |
|
| S4 |
1.5617 |
1.5617 |
1.5617 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6194 |
1.6068 |
1.5670 |
|
| R3 |
1.6006 |
1.5880 |
1.5619 |
|
| R2 |
1.5818 |
1.5818 |
1.5601 |
|
| R1 |
1.5692 |
1.5692 |
1.5584 |
1.5661 |
| PP |
1.5630 |
1.5630 |
1.5630 |
1.5614 |
| S1 |
1.5504 |
1.5504 |
1.5550 |
1.5473 |
| S2 |
1.5442 |
1.5442 |
1.5533 |
|
| S3 |
1.5254 |
1.5316 |
1.5515 |
|
| S4 |
1.5066 |
1.5128 |
1.5464 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5617 |
|
2.618 |
1.5617 |
|
1.618 |
1.5617 |
|
1.000 |
1.5617 |
|
0.618 |
1.5617 |
|
HIGH |
1.5617 |
|
0.618 |
1.5617 |
|
0.500 |
1.5617 |
|
0.382 |
1.5617 |
|
LOW |
1.5617 |
|
0.618 |
1.5617 |
|
1.000 |
1.5617 |
|
1.618 |
1.5617 |
|
2.618 |
1.5617 |
|
4.250 |
1.5617 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5617 |
1.5598 |
| PP |
1.5617 |
1.5578 |
| S1 |
1.5617 |
1.5559 |
|