CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5492 |
1.5543 |
0.0051 |
0.3% |
1.5776 |
| High |
1.5550 |
1.5550 |
0.0000 |
0.0% |
1.5895 |
| Low |
1.5498 |
1.5550 |
0.0052 |
0.3% |
1.5498 |
| Close |
1.5492 |
1.5543 |
0.0051 |
0.3% |
1.5492 |
| Range |
0.0052 |
0.0000 |
-0.0052 |
-100.0% |
0.0397 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
769 |
905 |
136 |
17.7% |
2,836 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5548 |
1.5545 |
1.5543 |
|
| R3 |
1.5548 |
1.5545 |
1.5543 |
|
| R2 |
1.5548 |
1.5548 |
1.5543 |
|
| R1 |
1.5545 |
1.5545 |
1.5543 |
1.5543 |
| PP |
1.5548 |
1.5548 |
1.5548 |
1.5547 |
| S1 |
1.5545 |
1.5545 |
1.5543 |
1.5543 |
| S2 |
1.5548 |
1.5548 |
1.5543 |
|
| S3 |
1.5548 |
1.5545 |
1.5543 |
|
| S4 |
1.5548 |
1.5545 |
1.5543 |
|
|
| 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 |
1.5550 |
|
2.618 |
1.5550 |
|
1.618 |
1.5550 |
|
1.000 |
1.5550 |
|
0.618 |
1.5550 |
|
HIGH |
1.5550 |
|
0.618 |
1.5550 |
|
0.500 |
1.5550 |
|
0.382 |
1.5550 |
|
LOW |
1.5550 |
|
0.618 |
1.5550 |
|
1.000 |
1.5550 |
|
1.618 |
1.5550 |
|
2.618 |
1.5550 |
|
4.250 |
1.5550 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5550 |
1.5559 |
| PP |
1.5548 |
1.5554 |
| S1 |
1.5545 |
1.5548 |
|