CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5395 |
1.5426 |
0.0031 |
0.2% |
1.5543 |
| High |
1.5395 |
1.5435 |
0.0040 |
0.3% |
1.5550 |
| Low |
1.5395 |
1.5426 |
0.0031 |
0.2% |
1.5295 |
| Close |
1.5395 |
1.5427 |
0.0032 |
0.2% |
1.5312 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0255 |
| ATR |
0.0107 |
0.0102 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
415 |
557 |
142 |
34.2% |
3,781 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5456 |
1.5451 |
1.5432 |
|
| R3 |
1.5447 |
1.5442 |
1.5429 |
|
| R2 |
1.5438 |
1.5438 |
1.5429 |
|
| R1 |
1.5433 |
1.5433 |
1.5428 |
1.5436 |
| PP |
1.5429 |
1.5429 |
1.5429 |
1.5431 |
| S1 |
1.5424 |
1.5424 |
1.5426 |
1.5427 |
| S2 |
1.5420 |
1.5420 |
1.5425 |
|
| S3 |
1.5411 |
1.5415 |
1.5425 |
|
| S4 |
1.5402 |
1.5406 |
1.5422 |
|
|
| 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 |
1.5473 |
|
2.618 |
1.5459 |
|
1.618 |
1.5450 |
|
1.000 |
1.5444 |
|
0.618 |
1.5441 |
|
HIGH |
1.5435 |
|
0.618 |
1.5432 |
|
0.500 |
1.5431 |
|
0.382 |
1.5429 |
|
LOW |
1.5426 |
|
0.618 |
1.5420 |
|
1.000 |
1.5417 |
|
1.618 |
1.5411 |
|
2.618 |
1.5402 |
|
4.250 |
1.5388 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5431 |
1.5406 |
| PP |
1.5429 |
1.5386 |
| S1 |
1.5428 |
1.5365 |
|