CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5697 |
1.5655 |
-0.0042 |
-0.3% |
1.5665 |
| High |
1.5720 |
1.5720 |
0.0000 |
0.0% |
1.5755 |
| Low |
1.5705 |
1.5600 |
-0.0105 |
-0.7% |
1.5410 |
| Close |
1.5697 |
1.5619 |
-0.0078 |
-0.5% |
1.5592 |
| Range |
0.0015 |
0.0120 |
0.0105 |
700.0% |
0.0345 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
1.2% |
0.0000 |
| Volume |
262 |
240 |
-22 |
-8.4% |
1,043 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6006 |
1.5933 |
1.5685 |
|
| R3 |
1.5886 |
1.5813 |
1.5652 |
|
| R2 |
1.5766 |
1.5766 |
1.5641 |
|
| R1 |
1.5693 |
1.5693 |
1.5630 |
1.5670 |
| PP |
1.5646 |
1.5646 |
1.5646 |
1.5635 |
| S1 |
1.5573 |
1.5573 |
1.5608 |
1.5550 |
| S2 |
1.5526 |
1.5526 |
1.5597 |
|
| S3 |
1.5406 |
1.5453 |
1.5586 |
|
| S4 |
1.5286 |
1.5333 |
1.5553 |
|
|
| 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 |
1.6230 |
|
2.618 |
1.6034 |
|
1.618 |
1.5914 |
|
1.000 |
1.5840 |
|
0.618 |
1.5794 |
|
HIGH |
1.5720 |
|
0.618 |
1.5674 |
|
0.500 |
1.5660 |
|
0.382 |
1.5646 |
|
LOW |
1.5600 |
|
0.618 |
1.5526 |
|
1.000 |
1.5480 |
|
1.618 |
1.5406 |
|
2.618 |
1.5286 |
|
4.250 |
1.5090 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5660 |
1.5657 |
| PP |
1.5646 |
1.5644 |
| S1 |
1.5633 |
1.5632 |
|