CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4495 |
1.4579 |
0.0084 |
0.6% |
1.4400 |
| High |
1.4513 |
1.4647 |
0.0134 |
0.9% |
1.4434 |
| Low |
1.4495 |
1.4579 |
0.0084 |
0.6% |
1.4335 |
| Close |
1.4509 |
1.4637 |
0.0128 |
0.9% |
1.4366 |
| Range |
0.0018 |
0.0068 |
0.0050 |
277.8% |
0.0099 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
8.2% |
0.0000 |
| Volume |
30 |
34 |
4 |
13.3% |
732 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4825 |
1.4799 |
1.4674 |
|
| R3 |
1.4757 |
1.4731 |
1.4656 |
|
| R2 |
1.4689 |
1.4689 |
1.4649 |
|
| R1 |
1.4663 |
1.4663 |
1.4643 |
1.4676 |
| PP |
1.4621 |
1.4621 |
1.4621 |
1.4628 |
| S1 |
1.4595 |
1.4595 |
1.4631 |
1.4608 |
| S2 |
1.4553 |
1.4553 |
1.4625 |
|
| S3 |
1.4485 |
1.4527 |
1.4618 |
|
| S4 |
1.4417 |
1.4459 |
1.4600 |
|
|
| 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 |
1.4936 |
|
2.618 |
1.4825 |
|
1.618 |
1.4757 |
|
1.000 |
1.4715 |
|
0.618 |
1.4689 |
|
HIGH |
1.4647 |
|
0.618 |
1.4621 |
|
0.500 |
1.4613 |
|
0.382 |
1.4605 |
|
LOW |
1.4579 |
|
0.618 |
1.4537 |
|
1.000 |
1.4511 |
|
1.618 |
1.4469 |
|
2.618 |
1.4401 |
|
4.250 |
1.4290 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4629 |
1.4601 |
| PP |
1.4621 |
1.4565 |
| S1 |
1.4613 |
1.4529 |
|