CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5784 |
1.5579 |
-0.0205 |
-1.3% |
1.5723 |
| High |
1.5805 |
1.5620 |
-0.0185 |
-1.2% |
1.5855 |
| Low |
1.5762 |
1.5535 |
-0.0227 |
-1.4% |
1.5625 |
| Close |
1.5784 |
1.5579 |
-0.0205 |
-1.3% |
1.5699 |
| Range |
0.0043 |
0.0085 |
0.0042 |
97.7% |
0.0230 |
| ATR |
0.0106 |
0.0116 |
0.0010 |
9.6% |
0.0000 |
| Volume |
644 |
330 |
-314 |
-48.8% |
1,610 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5833 |
1.5791 |
1.5626 |
|
| R3 |
1.5748 |
1.5706 |
1.5602 |
|
| R2 |
1.5663 |
1.5663 |
1.5595 |
|
| R1 |
1.5621 |
1.5621 |
1.5587 |
1.5622 |
| PP |
1.5578 |
1.5578 |
1.5578 |
1.5578 |
| S1 |
1.5536 |
1.5536 |
1.5571 |
1.5537 |
| S2 |
1.5493 |
1.5493 |
1.5563 |
|
| S3 |
1.5408 |
1.5451 |
1.5556 |
|
| S4 |
1.5323 |
1.5366 |
1.5532 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6416 |
1.6288 |
1.5826 |
|
| R3 |
1.6186 |
1.6058 |
1.5762 |
|
| R2 |
1.5956 |
1.5956 |
1.5741 |
|
| R1 |
1.5828 |
1.5828 |
1.5720 |
1.5777 |
| PP |
1.5726 |
1.5726 |
1.5726 |
1.5701 |
| S1 |
1.5598 |
1.5598 |
1.5678 |
1.5547 |
| S2 |
1.5496 |
1.5496 |
1.5657 |
|
| S3 |
1.5266 |
1.5368 |
1.5636 |
|
| S4 |
1.5036 |
1.5138 |
1.5573 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5981 |
|
2.618 |
1.5843 |
|
1.618 |
1.5758 |
|
1.000 |
1.5705 |
|
0.618 |
1.5673 |
|
HIGH |
1.5620 |
|
0.618 |
1.5588 |
|
0.500 |
1.5578 |
|
0.382 |
1.5567 |
|
LOW |
1.5535 |
|
0.618 |
1.5482 |
|
1.000 |
1.5450 |
|
1.618 |
1.5397 |
|
2.618 |
1.5312 |
|
4.250 |
1.5174 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5579 |
1.5715 |
| PP |
1.5578 |
1.5670 |
| S1 |
1.5578 |
1.5624 |
|