CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5451 |
1.5437 |
-0.0014 |
-0.1% |
1.5450 |
| High |
1.5460 |
1.5510 |
0.0050 |
0.3% |
1.5685 |
| Low |
1.5370 |
1.5426 |
0.0056 |
0.4% |
1.5312 |
| Close |
1.5371 |
1.5493 |
0.0122 |
0.8% |
1.5684 |
| Range |
0.0090 |
0.0084 |
-0.0006 |
-6.7% |
0.0373 |
| ATR |
0.0119 |
0.0121 |
0.0001 |
1.2% |
0.0000 |
| Volume |
42,251 |
91,477 |
49,226 |
116.5% |
37,368 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5728 |
1.5695 |
1.5539 |
|
| R3 |
1.5644 |
1.5611 |
1.5516 |
|
| R2 |
1.5560 |
1.5560 |
1.5508 |
|
| R1 |
1.5527 |
1.5527 |
1.5501 |
1.5544 |
| PP |
1.5476 |
1.5476 |
1.5476 |
1.5485 |
| S1 |
1.5443 |
1.5443 |
1.5485 |
1.5460 |
| S2 |
1.5392 |
1.5392 |
1.5478 |
|
| S3 |
1.5308 |
1.5359 |
1.5470 |
|
| S4 |
1.5224 |
1.5275 |
1.5447 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6679 |
1.6555 |
1.5889 |
|
| R3 |
1.6306 |
1.6182 |
1.5787 |
|
| R2 |
1.5933 |
1.5933 |
1.5752 |
|
| R1 |
1.5809 |
1.5809 |
1.5718 |
1.5871 |
| PP |
1.5560 |
1.5560 |
1.5560 |
1.5592 |
| S1 |
1.5436 |
1.5436 |
1.5650 |
1.5498 |
| S2 |
1.5187 |
1.5187 |
1.5616 |
|
| S3 |
1.4814 |
1.5063 |
1.5581 |
|
| S4 |
1.4441 |
1.4690 |
1.5479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5701 |
1.5312 |
0.0389 |
2.5% |
0.0126 |
0.8% |
47% |
False |
False |
36,215 |
| 10 |
1.5701 |
1.5312 |
0.0389 |
2.5% |
0.0106 |
0.7% |
47% |
False |
False |
19,769 |
| 20 |
1.5701 |
1.5312 |
0.0389 |
2.5% |
0.0074 |
0.5% |
47% |
False |
False |
10,311 |
| 40 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0060 |
0.4% |
39% |
False |
False |
5,472 |
| 60 |
1.5895 |
1.5225 |
0.0670 |
4.3% |
0.0060 |
0.4% |
40% |
False |
False |
3,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5867 |
|
2.618 |
1.5730 |
|
1.618 |
1.5646 |
|
1.000 |
1.5594 |
|
0.618 |
1.5562 |
|
HIGH |
1.5510 |
|
0.618 |
1.5478 |
|
0.500 |
1.5468 |
|
0.382 |
1.5458 |
|
LOW |
1.5426 |
|
0.618 |
1.5374 |
|
1.000 |
1.5342 |
|
1.618 |
1.5290 |
|
2.618 |
1.5206 |
|
4.250 |
1.5069 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5485 |
1.5536 |
| PP |
1.5476 |
1.5521 |
| S1 |
1.5468 |
1.5507 |
|