CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5550 |
1.5600 |
0.0050 |
0.3% |
1.5665 |
| High |
1.5550 |
1.5615 |
0.0065 |
0.4% |
1.5755 |
| Low |
1.5410 |
1.5575 |
0.0165 |
1.1% |
1.5410 |
| Close |
1.5550 |
1.5592 |
0.0042 |
0.3% |
1.5592 |
| Range |
0.0140 |
0.0040 |
-0.0100 |
-71.4% |
0.0345 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
188 |
102 |
-86 |
-45.7% |
1,043 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5714 |
1.5693 |
1.5614 |
|
| R3 |
1.5674 |
1.5653 |
1.5603 |
|
| R2 |
1.5634 |
1.5634 |
1.5599 |
|
| R1 |
1.5613 |
1.5613 |
1.5596 |
1.5604 |
| PP |
1.5594 |
1.5594 |
1.5594 |
1.5589 |
| S1 |
1.5573 |
1.5573 |
1.5588 |
1.5564 |
| S2 |
1.5554 |
1.5554 |
1.5585 |
|
| S3 |
1.5514 |
1.5533 |
1.5581 |
|
| S4 |
1.5474 |
1.5493 |
1.5570 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6621 |
1.6451 |
1.5782 |
|
| R3 |
1.6276 |
1.6106 |
1.5687 |
|
| R2 |
1.5931 |
1.5931 |
1.5655 |
|
| R1 |
1.5761 |
1.5761 |
1.5624 |
1.5674 |
| PP |
1.5586 |
1.5586 |
1.5586 |
1.5542 |
| S1 |
1.5416 |
1.5416 |
1.5560 |
1.5329 |
| S2 |
1.5241 |
1.5241 |
1.5529 |
|
| S3 |
1.4896 |
1.5071 |
1.5497 |
|
| S4 |
1.4551 |
1.4726 |
1.5402 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5785 |
|
2.618 |
1.5720 |
|
1.618 |
1.5680 |
|
1.000 |
1.5655 |
|
0.618 |
1.5640 |
|
HIGH |
1.5615 |
|
0.618 |
1.5600 |
|
0.500 |
1.5595 |
|
0.382 |
1.5590 |
|
LOW |
1.5575 |
|
0.618 |
1.5550 |
|
1.000 |
1.5535 |
|
1.618 |
1.5510 |
|
2.618 |
1.5470 |
|
4.250 |
1.5405 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5595 |
1.5566 |
| PP |
1.5594 |
1.5539 |
| S1 |
1.5593 |
1.5513 |
|