CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5346 |
1.5267 |
-0.0079 |
-0.5% |
1.5701 |
| High |
1.5378 |
1.5315 |
-0.0063 |
-0.4% |
1.5701 |
| Low |
1.5320 |
1.5243 |
-0.0077 |
-0.5% |
1.5243 |
| Close |
1.5351 |
1.5282 |
-0.0069 |
-0.4% |
1.5282 |
| Range |
0.0058 |
0.0072 |
0.0014 |
24.1% |
0.0458 |
| ATR |
0.0125 |
0.0123 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
115,539 |
176,810 |
61,271 |
53.0% |
448,320 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5496 |
1.5461 |
1.5322 |
|
| R3 |
1.5424 |
1.5389 |
1.5302 |
|
| R2 |
1.5352 |
1.5352 |
1.5295 |
|
| R1 |
1.5317 |
1.5317 |
1.5289 |
1.5335 |
| PP |
1.5280 |
1.5280 |
1.5280 |
1.5289 |
| S1 |
1.5245 |
1.5245 |
1.5275 |
1.5263 |
| S2 |
1.5208 |
1.5208 |
1.5269 |
|
| S3 |
1.5136 |
1.5173 |
1.5262 |
|
| S4 |
1.5064 |
1.5101 |
1.5242 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6783 |
1.6490 |
1.5534 |
|
| R3 |
1.6325 |
1.6032 |
1.5408 |
|
| R2 |
1.5867 |
1.5867 |
1.5366 |
|
| R1 |
1.5574 |
1.5574 |
1.5324 |
1.5492 |
| PP |
1.5409 |
1.5409 |
1.5409 |
1.5367 |
| S1 |
1.5116 |
1.5116 |
1.5240 |
1.5034 |
| S2 |
1.4951 |
1.4951 |
1.5198 |
|
| S3 |
1.4493 |
1.4658 |
1.5156 |
|
| S4 |
1.4035 |
1.4200 |
1.5030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0091 |
0.6% |
9% |
False |
True |
89,664 |
| 10 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0110 |
0.7% |
9% |
False |
True |
48,568 |
| 20 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0075 |
0.5% |
9% |
False |
True |
24,869 |
| 40 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0062 |
0.4% |
7% |
False |
False |
12,769 |
| 60 |
1.5895 |
1.5225 |
0.0670 |
4.4% |
0.0059 |
0.4% |
9% |
False |
False |
8,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5621 |
|
2.618 |
1.5503 |
|
1.618 |
1.5431 |
|
1.000 |
1.5387 |
|
0.618 |
1.5359 |
|
HIGH |
1.5315 |
|
0.618 |
1.5287 |
|
0.500 |
1.5279 |
|
0.382 |
1.5271 |
|
LOW |
1.5243 |
|
0.618 |
1.5199 |
|
1.000 |
1.5171 |
|
1.618 |
1.5127 |
|
2.618 |
1.5055 |
|
4.250 |
1.4937 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5281 |
1.5377 |
| PP |
1.5280 |
1.5345 |
| S1 |
1.5279 |
1.5314 |
|