CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5579 |
1.5492 |
-0.0087 |
-0.6% |
1.5776 |
| High |
1.5620 |
1.5550 |
-0.0070 |
-0.4% |
1.5895 |
| Low |
1.5535 |
1.5498 |
-0.0037 |
-0.2% |
1.5498 |
| Close |
1.5579 |
1.5492 |
-0.0087 |
-0.6% |
1.5492 |
| Range |
0.0085 |
0.0052 |
-0.0033 |
-38.8% |
0.0397 |
| ATR |
0.0116 |
0.0114 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
330 |
769 |
439 |
133.0% |
2,836 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5669 |
1.5633 |
1.5521 |
|
| R3 |
1.5617 |
1.5581 |
1.5506 |
|
| R2 |
1.5565 |
1.5565 |
1.5502 |
|
| R1 |
1.5529 |
1.5529 |
1.5497 |
1.5518 |
| PP |
1.5513 |
1.5513 |
1.5513 |
1.5508 |
| S1 |
1.5477 |
1.5477 |
1.5487 |
1.5466 |
| S2 |
1.5461 |
1.5461 |
1.5482 |
|
| S3 |
1.5409 |
1.5425 |
1.5478 |
|
| S4 |
1.5357 |
1.5373 |
1.5463 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6819 |
1.6553 |
1.5710 |
|
| R3 |
1.6422 |
1.6156 |
1.5601 |
|
| R2 |
1.6025 |
1.6025 |
1.5565 |
|
| R1 |
1.5759 |
1.5759 |
1.5528 |
1.5694 |
| PP |
1.5628 |
1.5628 |
1.5628 |
1.5596 |
| S1 |
1.5362 |
1.5362 |
1.5456 |
1.5297 |
| S2 |
1.5231 |
1.5231 |
1.5419 |
|
| S3 |
1.4834 |
1.4965 |
1.5383 |
|
| S4 |
1.4437 |
1.4568 |
1.5274 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5771 |
|
2.618 |
1.5686 |
|
1.618 |
1.5634 |
|
1.000 |
1.5602 |
|
0.618 |
1.5582 |
|
HIGH |
1.5550 |
|
0.618 |
1.5530 |
|
0.500 |
1.5524 |
|
0.382 |
1.5518 |
|
LOW |
1.5498 |
|
0.618 |
1.5466 |
|
1.000 |
1.5446 |
|
1.618 |
1.5414 |
|
2.618 |
1.5362 |
|
4.250 |
1.5277 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5524 |
1.5652 |
| PP |
1.5513 |
1.5598 |
| S1 |
1.5503 |
1.5545 |
|