CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4580 |
1.4607 |
0.0027 |
0.2% |
1.4429 |
| High |
1.4580 |
1.4640 |
0.0060 |
0.4% |
1.4640 |
| Low |
1.4520 |
1.4610 |
0.0090 |
0.6% |
1.4429 |
| Close |
1.4571 |
1.4607 |
0.0036 |
0.2% |
1.4607 |
| Range |
0.0060 |
0.0030 |
-0.0030 |
-50.0% |
0.0211 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
239 |
488 |
249 |
104.2% |
1,789 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4709 |
1.4688 |
1.4624 |
|
| R3 |
1.4679 |
1.4658 |
1.4615 |
|
| R2 |
1.4649 |
1.4649 |
1.4613 |
|
| R1 |
1.4628 |
1.4628 |
1.4610 |
1.4622 |
| PP |
1.4619 |
1.4619 |
1.4619 |
1.4616 |
| S1 |
1.4598 |
1.4598 |
1.4604 |
1.4592 |
| S2 |
1.4589 |
1.4589 |
1.4602 |
|
| S3 |
1.4559 |
1.4568 |
1.4599 |
|
| S4 |
1.4529 |
1.4538 |
1.4591 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5192 |
1.5110 |
1.4723 |
|
| R3 |
1.4981 |
1.4899 |
1.4665 |
|
| R2 |
1.4770 |
1.4770 |
1.4646 |
|
| R1 |
1.4688 |
1.4688 |
1.4626 |
1.4729 |
| PP |
1.4559 |
1.4559 |
1.4559 |
1.4579 |
| S1 |
1.4477 |
1.4477 |
1.4588 |
1.4518 |
| S2 |
1.4348 |
1.4348 |
1.4568 |
|
| S3 |
1.4137 |
1.4266 |
1.4549 |
|
| S4 |
1.3926 |
1.4055 |
1.4491 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4768 |
|
2.618 |
1.4719 |
|
1.618 |
1.4689 |
|
1.000 |
1.4670 |
|
0.618 |
1.4659 |
|
HIGH |
1.4640 |
|
0.618 |
1.4629 |
|
0.500 |
1.4625 |
|
0.382 |
1.4621 |
|
LOW |
1.4610 |
|
0.618 |
1.4591 |
|
1.000 |
1.4580 |
|
1.618 |
1.4561 |
|
2.618 |
1.4531 |
|
4.250 |
1.4483 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4625 |
1.4591 |
| PP |
1.4619 |
1.4576 |
| S1 |
1.4613 |
1.4560 |
|