CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5469 |
1.5492 |
0.0023 |
0.1% |
1.5301 |
| High |
1.5478 |
1.5545 |
0.0067 |
0.4% |
1.5670 |
| Low |
1.5440 |
1.5460 |
0.0020 |
0.1% |
1.5225 |
| Close |
1.5469 |
1.5532 |
0.0063 |
0.4% |
1.5623 |
| Range |
0.0038 |
0.0085 |
0.0047 |
123.7% |
0.0445 |
| ATR |
|
|
|
|
|
| Volume |
256 |
132 |
-124 |
-48.4% |
2,375 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5767 |
1.5735 |
1.5579 |
|
| R3 |
1.5682 |
1.5650 |
1.5555 |
|
| R2 |
1.5597 |
1.5597 |
1.5548 |
|
| R1 |
1.5565 |
1.5565 |
1.5540 |
1.5581 |
| PP |
1.5512 |
1.5512 |
1.5512 |
1.5521 |
| S1 |
1.5480 |
1.5480 |
1.5524 |
1.5496 |
| S2 |
1.5427 |
1.5427 |
1.5516 |
|
| S3 |
1.5342 |
1.5395 |
1.5509 |
|
| S4 |
1.5257 |
1.5310 |
1.5485 |
|
|
| 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 |
1.5906 |
|
2.618 |
1.5768 |
|
1.618 |
1.5683 |
|
1.000 |
1.5630 |
|
0.618 |
1.5598 |
|
HIGH |
1.5545 |
|
0.618 |
1.5513 |
|
0.500 |
1.5503 |
|
0.382 |
1.5492 |
|
LOW |
1.5460 |
|
0.618 |
1.5407 |
|
1.000 |
1.5375 |
|
1.618 |
1.5322 |
|
2.618 |
1.5237 |
|
4.250 |
1.5099 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5522 |
1.5598 |
| PP |
1.5512 |
1.5576 |
| S1 |
1.5503 |
1.5554 |
|