CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4596 |
1.4490 |
-0.0106 |
-0.7% |
1.4833 |
| High |
1.4655 |
1.4570 |
-0.0085 |
-0.6% |
1.4860 |
| Low |
1.4585 |
1.4490 |
-0.0095 |
-0.7% |
1.4575 |
| Close |
1.4588 |
1.4555 |
-0.0033 |
-0.2% |
1.4588 |
| Range |
0.0070 |
0.0080 |
0.0010 |
14.3% |
0.0285 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.8% |
0.0000 |
| Volume |
652 |
497 |
-155 |
-23.8% |
3,079 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4778 |
1.4747 |
1.4599 |
|
| R3 |
1.4698 |
1.4667 |
1.4577 |
|
| R2 |
1.4618 |
1.4618 |
1.4570 |
|
| R1 |
1.4587 |
1.4587 |
1.4562 |
1.4603 |
| PP |
1.4538 |
1.4538 |
1.4538 |
1.4546 |
| S1 |
1.4507 |
1.4507 |
1.4548 |
1.4523 |
| S2 |
1.4458 |
1.4458 |
1.4540 |
|
| S3 |
1.4378 |
1.4427 |
1.4533 |
|
| S4 |
1.4298 |
1.4347 |
1.4511 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5529 |
1.5344 |
1.4745 |
|
| R3 |
1.5244 |
1.5059 |
1.4666 |
|
| R2 |
1.4959 |
1.4959 |
1.4640 |
|
| R1 |
1.4774 |
1.4774 |
1.4614 |
1.4724 |
| PP |
1.4674 |
1.4674 |
1.4674 |
1.4650 |
| S1 |
1.4489 |
1.4489 |
1.4562 |
1.4439 |
| S2 |
1.4389 |
1.4389 |
1.4536 |
|
| S3 |
1.4104 |
1.4204 |
1.4510 |
|
| S4 |
1.3819 |
1.3919 |
1.4431 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4910 |
|
2.618 |
1.4779 |
|
1.618 |
1.4699 |
|
1.000 |
1.4650 |
|
0.618 |
1.4619 |
|
HIGH |
1.4570 |
|
0.618 |
1.4539 |
|
0.500 |
1.4530 |
|
0.382 |
1.4521 |
|
LOW |
1.4490 |
|
0.618 |
1.4441 |
|
1.000 |
1.4410 |
|
1.618 |
1.4361 |
|
2.618 |
1.4281 |
|
4.250 |
1.4150 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4547 |
1.4583 |
| PP |
1.4538 |
1.4573 |
| S1 |
1.4530 |
1.4564 |
|