CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5418 |
1.5364 |
-0.0054 |
-0.4% |
1.5395 |
| High |
1.5425 |
1.5390 |
-0.0035 |
-0.2% |
1.5435 |
| Low |
1.5370 |
1.5350 |
-0.0020 |
-0.1% |
1.5235 |
| Close |
1.5382 |
1.5364 |
-0.0018 |
-0.1% |
1.5377 |
| Range |
0.0055 |
0.0040 |
-0.0015 |
-27.3% |
0.0200 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
1,208 |
527 |
-681 |
-56.4% |
3,063 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5488 |
1.5466 |
1.5386 |
|
| R3 |
1.5448 |
1.5426 |
1.5375 |
|
| R2 |
1.5408 |
1.5408 |
1.5371 |
|
| R1 |
1.5386 |
1.5386 |
1.5368 |
1.5384 |
| PP |
1.5368 |
1.5368 |
1.5368 |
1.5367 |
| S1 |
1.5346 |
1.5346 |
1.5360 |
1.5344 |
| S2 |
1.5328 |
1.5328 |
1.5357 |
|
| S3 |
1.5288 |
1.5306 |
1.5353 |
|
| S4 |
1.5248 |
1.5266 |
1.5342 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5949 |
1.5863 |
1.5487 |
|
| R3 |
1.5749 |
1.5663 |
1.5432 |
|
| R2 |
1.5549 |
1.5549 |
1.5414 |
|
| R1 |
1.5463 |
1.5463 |
1.5395 |
1.5406 |
| PP |
1.5349 |
1.5349 |
1.5349 |
1.5321 |
| S1 |
1.5263 |
1.5263 |
1.5359 |
1.5206 |
| S2 |
1.5149 |
1.5149 |
1.5340 |
|
| S3 |
1.4949 |
1.5063 |
1.5322 |
|
| S4 |
1.4749 |
1.4863 |
1.5267 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5560 |
|
2.618 |
1.5495 |
|
1.618 |
1.5455 |
|
1.000 |
1.5430 |
|
0.618 |
1.5415 |
|
HIGH |
1.5390 |
|
0.618 |
1.5375 |
|
0.500 |
1.5370 |
|
0.382 |
1.5365 |
|
LOW |
1.5350 |
|
0.618 |
1.5325 |
|
1.000 |
1.5310 |
|
1.618 |
1.5285 |
|
2.618 |
1.5245 |
|
4.250 |
1.5180 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5370 |
1.5400 |
| PP |
1.5368 |
1.5388 |
| S1 |
1.5366 |
1.5376 |
|