CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5437 |
1.5346 |
-0.0091 |
-0.6% |
1.5450 |
| High |
1.5510 |
1.5378 |
-0.0132 |
-0.9% |
1.5685 |
| Low |
1.5426 |
1.5320 |
-0.0106 |
-0.7% |
1.5312 |
| Close |
1.5493 |
1.5351 |
-0.0142 |
-0.9% |
1.5684 |
| Range |
0.0084 |
0.0058 |
-0.0026 |
-31.0% |
0.0373 |
| ATR |
0.0121 |
0.0125 |
0.0004 |
3.1% |
0.0000 |
| Volume |
91,477 |
115,539 |
24,062 |
26.3% |
37,368 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5524 |
1.5495 |
1.5383 |
|
| R3 |
1.5466 |
1.5437 |
1.5367 |
|
| R2 |
1.5408 |
1.5408 |
1.5362 |
|
| R1 |
1.5379 |
1.5379 |
1.5356 |
1.5394 |
| PP |
1.5350 |
1.5350 |
1.5350 |
1.5357 |
| S1 |
1.5321 |
1.5321 |
1.5346 |
1.5336 |
| S2 |
1.5292 |
1.5292 |
1.5340 |
|
| S3 |
1.5234 |
1.5263 |
1.5335 |
|
| S4 |
1.5176 |
1.5205 |
1.5319 |
|
|
| 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 |
1.5320 |
0.0381 |
2.5% |
0.0097 |
0.6% |
8% |
False |
True |
57,098 |
| 10 |
1.5701 |
1.5312 |
0.0389 |
2.5% |
0.0103 |
0.7% |
10% |
False |
False |
31,148 |
| 20 |
1.5701 |
1.5312 |
0.0389 |
2.5% |
0.0075 |
0.5% |
10% |
False |
False |
16,062 |
| 40 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0061 |
0.4% |
18% |
False |
False |
8,355 |
| 60 |
1.5895 |
1.5225 |
0.0670 |
4.4% |
0.0060 |
0.4% |
19% |
False |
False |
5,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5625 |
|
2.618 |
1.5530 |
|
1.618 |
1.5472 |
|
1.000 |
1.5436 |
|
0.618 |
1.5414 |
|
HIGH |
1.5378 |
|
0.618 |
1.5356 |
|
0.500 |
1.5349 |
|
0.382 |
1.5342 |
|
LOW |
1.5320 |
|
0.618 |
1.5284 |
|
1.000 |
1.5262 |
|
1.618 |
1.5226 |
|
2.618 |
1.5168 |
|
4.250 |
1.5074 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5350 |
1.5415 |
| PP |
1.5350 |
1.5394 |
| S1 |
1.5349 |
1.5372 |
|