CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4390 |
1.4342 |
-0.0048 |
-0.3% |
1.4722 |
| High |
1.4410 |
1.4350 |
-0.0060 |
-0.4% |
1.4722 |
| Low |
1.4360 |
1.4335 |
-0.0025 |
-0.2% |
1.4440 |
| Close |
1.4390 |
1.4332 |
-0.0058 |
-0.4% |
1.4432 |
| Range |
0.0050 |
0.0015 |
-0.0035 |
-70.0% |
0.0282 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
126 |
237 |
111 |
88.1% |
474 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4384 |
1.4373 |
1.4340 |
|
| R3 |
1.4369 |
1.4358 |
1.4336 |
|
| R2 |
1.4354 |
1.4354 |
1.4335 |
|
| R1 |
1.4343 |
1.4343 |
1.4333 |
1.4341 |
| PP |
1.4339 |
1.4339 |
1.4339 |
1.4338 |
| S1 |
1.4328 |
1.4328 |
1.4331 |
1.4326 |
| S2 |
1.4324 |
1.4324 |
1.4329 |
|
| S3 |
1.4309 |
1.4313 |
1.4328 |
|
| S4 |
1.4294 |
1.4298 |
1.4324 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5377 |
1.5187 |
1.4587 |
|
| R3 |
1.5095 |
1.4905 |
1.4510 |
|
| R2 |
1.4813 |
1.4813 |
1.4484 |
|
| R1 |
1.4623 |
1.4623 |
1.4458 |
1.4577 |
| PP |
1.4531 |
1.4531 |
1.4531 |
1.4509 |
| S1 |
1.4341 |
1.4341 |
1.4406 |
1.4295 |
| S2 |
1.4249 |
1.4249 |
1.4380 |
|
| S3 |
1.3967 |
1.4059 |
1.4354 |
|
| S4 |
1.3685 |
1.3777 |
1.4277 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4414 |
|
2.618 |
1.4389 |
|
1.618 |
1.4374 |
|
1.000 |
1.4365 |
|
0.618 |
1.4359 |
|
HIGH |
1.4350 |
|
0.618 |
1.4344 |
|
0.500 |
1.4343 |
|
0.382 |
1.4341 |
|
LOW |
1.4335 |
|
0.618 |
1.4326 |
|
1.000 |
1.4320 |
|
1.618 |
1.4311 |
|
2.618 |
1.4296 |
|
4.250 |
1.4271 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4343 |
1.4385 |
| PP |
1.4339 |
1.4367 |
| S1 |
1.4336 |
1.4350 |
|