CME Euro FX Future June 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5593 |
1.5776 |
0.0183 |
1.2% |
1.5507 |
| High |
1.5766 |
1.5776 |
0.0010 |
0.1% |
1.5766 |
| Low |
1.5588 |
1.5620 |
0.0032 |
0.2% |
1.5361 |
| Close |
1.5759 |
1.5646 |
-0.0113 |
-0.7% |
1.5759 |
| Range |
0.0178 |
0.0156 |
-0.0022 |
-12.4% |
0.0405 |
| ATR |
0.0123 |
0.0126 |
0.0002 |
1.9% |
0.0000 |
| Volume |
349,062 |
249,458 |
-99,604 |
-28.5% |
1,293,301 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6149 |
1.6053 |
1.5732 |
|
| R3 |
1.5993 |
1.5897 |
1.5689 |
|
| R2 |
1.5837 |
1.5837 |
1.5675 |
|
| R1 |
1.5741 |
1.5741 |
1.5660 |
1.5711 |
| PP |
1.5681 |
1.5681 |
1.5681 |
1.5666 |
| S1 |
1.5585 |
1.5585 |
1.5632 |
1.5555 |
| S2 |
1.5525 |
1.5525 |
1.5617 |
|
| S3 |
1.5369 |
1.5429 |
1.5603 |
|
| S4 |
1.5213 |
1.5273 |
1.5560 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6844 |
1.6706 |
1.5982 |
|
| R3 |
1.6439 |
1.6301 |
1.5870 |
|
| R2 |
1.6034 |
1.6034 |
1.5833 |
|
| R1 |
1.5896 |
1.5896 |
1.5796 |
1.5965 |
| PP |
1.5629 |
1.5629 |
1.5629 |
1.5663 |
| S1 |
1.5491 |
1.5491 |
1.5722 |
1.5560 |
| S2 |
1.5224 |
1.5224 |
1.5685 |
|
| S3 |
1.4819 |
1.5086 |
1.5648 |
|
| S4 |
1.4414 |
1.4681 |
1.5536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0160 |
1.0% |
69% |
True |
False |
271,273 |
| 10 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0119 |
0.8% |
69% |
True |
False |
240,470 |
| 20 |
1.5776 |
1.5361 |
0.0415 |
2.7% |
0.0100 |
0.6% |
69% |
True |
False |
226,852 |
| 40 |
1.5984 |
1.5288 |
0.0696 |
4.4% |
0.0092 |
0.6% |
51% |
False |
False |
225,608 |
| 60 |
1.5984 |
1.5288 |
0.0696 |
4.4% |
0.0094 |
0.6% |
51% |
False |
False |
215,026 |
| 80 |
1.5984 |
1.4520 |
0.1464 |
9.4% |
0.0088 |
0.6% |
77% |
False |
False |
165,017 |
| 100 |
1.5984 |
1.4395 |
0.1589 |
10.2% |
0.0080 |
0.5% |
79% |
False |
False |
132,157 |
| 120 |
1.5984 |
1.4335 |
0.1649 |
10.5% |
0.0070 |
0.4% |
80% |
False |
False |
110,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6439 |
|
2.618 |
1.6184 |
|
1.618 |
1.6028 |
|
1.000 |
1.5932 |
|
0.618 |
1.5872 |
|
HIGH |
1.5776 |
|
0.618 |
1.5716 |
|
0.500 |
1.5698 |
|
0.382 |
1.5680 |
|
LOW |
1.5620 |
|
0.618 |
1.5524 |
|
1.000 |
1.5464 |
|
1.618 |
1.5368 |
|
2.618 |
1.5212 |
|
4.250 |
1.4957 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5698 |
1.5620 |
| PP |
1.5681 |
1.5594 |
| S1 |
1.5663 |
1.5569 |
|