CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5665 |
1.5469 |
-0.0196 |
-1.3% |
1.5301 |
| High |
1.5755 |
1.5478 |
-0.0277 |
-1.8% |
1.5670 |
| Low |
1.5645 |
1.5440 |
-0.0205 |
-1.3% |
1.5225 |
| Close |
1.5650 |
1.5469 |
-0.0181 |
-1.2% |
1.5623 |
| Range |
0.0110 |
0.0038 |
-0.0072 |
-65.5% |
0.0445 |
| ATR |
|
|
|
|
|
| Volume |
365 |
256 |
-109 |
-29.9% |
2,375 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5576 |
1.5561 |
1.5490 |
|
| R3 |
1.5538 |
1.5523 |
1.5479 |
|
| R2 |
1.5500 |
1.5500 |
1.5476 |
|
| R1 |
1.5485 |
1.5485 |
1.5472 |
1.5488 |
| PP |
1.5462 |
1.5462 |
1.5462 |
1.5464 |
| S1 |
1.5447 |
1.5447 |
1.5466 |
1.5450 |
| S2 |
1.5424 |
1.5424 |
1.5462 |
|
| S3 |
1.5386 |
1.5409 |
1.5459 |
|
| S4 |
1.5348 |
1.5371 |
1.5448 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6841 |
1.6677 |
1.5868 |
|
| R3 |
1.6396 |
1.6232 |
1.5745 |
|
| R2 |
1.5951 |
1.5951 |
1.5705 |
|
| R1 |
1.5787 |
1.5787 |
1.5664 |
1.5869 |
| PP |
1.5506 |
1.5506 |
1.5506 |
1.5547 |
| S1 |
1.5342 |
1.5342 |
1.5582 |
1.5424 |
| S2 |
1.5061 |
1.5061 |
1.5541 |
|
| S3 |
1.4616 |
1.4897 |
1.5501 |
|
| S4 |
1.4171 |
1.4452 |
1.5378 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5640 |
|
2.618 |
1.5577 |
|
1.618 |
1.5539 |
|
1.000 |
1.5516 |
|
0.618 |
1.5501 |
|
HIGH |
1.5478 |
|
0.618 |
1.5463 |
|
0.500 |
1.5459 |
|
0.382 |
1.5455 |
|
LOW |
1.5440 |
|
0.618 |
1.5417 |
|
1.000 |
1.5402 |
|
1.618 |
1.5379 |
|
2.618 |
1.5341 |
|
4.250 |
1.5279 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5466 |
1.5598 |
| PP |
1.5462 |
1.5555 |
| S1 |
1.5459 |
1.5512 |
|