CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5359 |
1.5312 |
-0.0047 |
-0.3% |
1.5543 |
| High |
1.5355 |
1.5370 |
0.0015 |
0.1% |
1.5550 |
| Low |
1.5355 |
1.5295 |
-0.0060 |
-0.4% |
1.5295 |
| Close |
1.5359 |
1.5312 |
-0.0047 |
-0.3% |
1.5312 |
| Range |
0.0000 |
0.0075 |
0.0075 |
|
0.0255 |
| ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
746 |
890 |
144 |
19.3% |
3,781 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5551 |
1.5506 |
1.5353 |
|
| R3 |
1.5476 |
1.5431 |
1.5333 |
|
| R2 |
1.5401 |
1.5401 |
1.5326 |
|
| R1 |
1.5356 |
1.5356 |
1.5319 |
1.5350 |
| PP |
1.5326 |
1.5326 |
1.5326 |
1.5322 |
| S1 |
1.5281 |
1.5281 |
1.5305 |
1.5275 |
| S2 |
1.5251 |
1.5251 |
1.5298 |
|
| S3 |
1.5176 |
1.5206 |
1.5291 |
|
| S4 |
1.5101 |
1.5131 |
1.5271 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6151 |
1.5986 |
1.5452 |
|
| R3 |
1.5896 |
1.5731 |
1.5382 |
|
| R2 |
1.5641 |
1.5641 |
1.5359 |
|
| R1 |
1.5476 |
1.5476 |
1.5335 |
1.5431 |
| PP |
1.5386 |
1.5386 |
1.5386 |
1.5363 |
| S1 |
1.5221 |
1.5221 |
1.5289 |
1.5176 |
| S2 |
1.5131 |
1.5131 |
1.5265 |
|
| S3 |
1.4876 |
1.4966 |
1.5242 |
|
| S4 |
1.4621 |
1.4711 |
1.5172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5689 |
|
2.618 |
1.5566 |
|
1.618 |
1.5491 |
|
1.000 |
1.5445 |
|
0.618 |
1.5416 |
|
HIGH |
1.5370 |
|
0.618 |
1.5341 |
|
0.500 |
1.5333 |
|
0.382 |
1.5324 |
|
LOW |
1.5295 |
|
0.618 |
1.5249 |
|
1.000 |
1.5220 |
|
1.618 |
1.5174 |
|
2.618 |
1.5099 |
|
4.250 |
1.4976 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5333 |
1.5415 |
| PP |
1.5326 |
1.5381 |
| S1 |
1.5319 |
1.5346 |
|