CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4724 |
1.4711 |
-0.0013 |
-0.1% |
1.4411 |
| High |
1.4740 |
1.4740 |
0.0000 |
0.0% |
1.4720 |
| Low |
1.4730 |
1.4711 |
-0.0019 |
-0.1% |
1.4411 |
| Close |
1.4724 |
1.4738 |
0.0014 |
0.1% |
1.4722 |
| Range |
0.0010 |
0.0029 |
0.0019 |
190.0% |
0.0309 |
| ATR |
0.0081 |
0.0077 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
2,062 |
79 |
-1,983 |
-96.2% |
179 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4817 |
1.4806 |
1.4754 |
|
| R3 |
1.4788 |
1.4777 |
1.4746 |
|
| R2 |
1.4759 |
1.4759 |
1.4743 |
|
| R1 |
1.4748 |
1.4748 |
1.4741 |
1.4754 |
| PP |
1.4730 |
1.4730 |
1.4730 |
1.4732 |
| S1 |
1.4719 |
1.4719 |
1.4735 |
1.4725 |
| S2 |
1.4701 |
1.4701 |
1.4733 |
|
| S3 |
1.4672 |
1.4690 |
1.4730 |
|
| S4 |
1.4643 |
1.4661 |
1.4722 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5545 |
1.5442 |
1.4892 |
|
| R3 |
1.5236 |
1.5133 |
1.4807 |
|
| R2 |
1.4927 |
1.4927 |
1.4779 |
|
| R1 |
1.4824 |
1.4824 |
1.4750 |
1.4876 |
| PP |
1.4618 |
1.4618 |
1.4618 |
1.4643 |
| S1 |
1.4515 |
1.4515 |
1.4694 |
1.4567 |
| S2 |
1.4309 |
1.4309 |
1.4665 |
|
| S3 |
1.4000 |
1.4206 |
1.4637 |
|
| S4 |
1.3691 |
1.3897 |
1.4552 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4863 |
|
2.618 |
1.4816 |
|
1.618 |
1.4787 |
|
1.000 |
1.4769 |
|
0.618 |
1.4758 |
|
HIGH |
1.4740 |
|
0.618 |
1.4729 |
|
0.500 |
1.4726 |
|
0.382 |
1.4722 |
|
LOW |
1.4711 |
|
0.618 |
1.4693 |
|
1.000 |
1.4682 |
|
1.618 |
1.4664 |
|
2.618 |
1.4635 |
|
4.250 |
1.4588 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4734 |
1.4713 |
| PP |
1.4730 |
1.4688 |
| S1 |
1.4726 |
1.4663 |
|