CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4342 |
1.4366 |
0.0024 |
0.2% |
1.4400 |
| High |
1.4350 |
1.4380 |
0.0030 |
0.2% |
1.4434 |
| Low |
1.4335 |
1.4357 |
0.0022 |
0.2% |
1.4335 |
| Close |
1.4332 |
1.4366 |
0.0034 |
0.2% |
1.4366 |
| Range |
0.0015 |
0.0023 |
0.0008 |
53.3% |
0.0099 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
237 |
192 |
-45 |
-19.0% |
732 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4437 |
1.4424 |
1.4379 |
|
| R3 |
1.4414 |
1.4401 |
1.4372 |
|
| R2 |
1.4391 |
1.4391 |
1.4370 |
|
| R1 |
1.4378 |
1.4378 |
1.4368 |
1.4378 |
| PP |
1.4368 |
1.4368 |
1.4368 |
1.4367 |
| S1 |
1.4355 |
1.4355 |
1.4364 |
1.4355 |
| S2 |
1.4345 |
1.4345 |
1.4362 |
|
| S3 |
1.4322 |
1.4332 |
1.4360 |
|
| S4 |
1.4299 |
1.4309 |
1.4353 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4675 |
1.4620 |
1.4420 |
|
| R3 |
1.4576 |
1.4521 |
1.4393 |
|
| R2 |
1.4477 |
1.4477 |
1.4384 |
|
| R1 |
1.4422 |
1.4422 |
1.4375 |
1.4400 |
| PP |
1.4378 |
1.4378 |
1.4378 |
1.4368 |
| S1 |
1.4323 |
1.4323 |
1.4357 |
1.4301 |
| S2 |
1.4279 |
1.4279 |
1.4348 |
|
| S3 |
1.4180 |
1.4224 |
1.4339 |
|
| S4 |
1.4081 |
1.4125 |
1.4312 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4478 |
|
2.618 |
1.4440 |
|
1.618 |
1.4417 |
|
1.000 |
1.4403 |
|
0.618 |
1.4394 |
|
HIGH |
1.4380 |
|
0.618 |
1.4371 |
|
0.500 |
1.4369 |
|
0.382 |
1.4366 |
|
LOW |
1.4357 |
|
0.618 |
1.4343 |
|
1.000 |
1.4334 |
|
1.618 |
1.4320 |
|
2.618 |
1.4297 |
|
4.250 |
1.4259 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4369 |
1.4373 |
| PP |
1.4368 |
1.4370 |
| S1 |
1.4367 |
1.4368 |
|