CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5391 |
1.5419 |
0.0028 |
0.2% |
1.5701 |
| High |
1.5445 |
1.5456 |
0.0011 |
0.1% |
1.5701 |
| Low |
1.5391 |
1.5413 |
0.0022 |
0.1% |
1.5243 |
| Close |
1.5418 |
1.5445 |
0.0027 |
0.2% |
1.5282 |
| Range |
0.0054 |
0.0043 |
-0.0011 |
-20.4% |
0.0458 |
| ATR |
0.0126 |
0.0120 |
-0.0006 |
-4.7% |
0.0000 |
| Volume |
223,904 |
188,675 |
-35,229 |
-15.7% |
448,320 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5567 |
1.5549 |
1.5469 |
|
| R3 |
1.5524 |
1.5506 |
1.5457 |
|
| R2 |
1.5481 |
1.5481 |
1.5453 |
|
| R1 |
1.5463 |
1.5463 |
1.5449 |
1.5472 |
| PP |
1.5438 |
1.5438 |
1.5438 |
1.5443 |
| S1 |
1.5420 |
1.5420 |
1.5441 |
1.5429 |
| S2 |
1.5395 |
1.5395 |
1.5437 |
|
| S3 |
1.5352 |
1.5377 |
1.5433 |
|
| S4 |
1.5309 |
1.5334 |
1.5421 |
|
|
| 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 |
1.5510 |
1.5243 |
0.0267 |
1.7% |
0.0062 |
0.4% |
76% |
False |
False |
159,281 |
| 10 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0091 |
0.6% |
44% |
False |
False |
89,239 |
| 20 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0072 |
0.5% |
44% |
False |
False |
45,384 |
| 40 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0061 |
0.4% |
32% |
False |
False |
23,045 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0059 |
0.4% |
32% |
False |
False |
15,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5639 |
|
2.618 |
1.5569 |
|
1.618 |
1.5526 |
|
1.000 |
1.5499 |
|
0.618 |
1.5483 |
|
HIGH |
1.5456 |
|
0.618 |
1.5440 |
|
0.500 |
1.5435 |
|
0.382 |
1.5429 |
|
LOW |
1.5413 |
|
0.618 |
1.5386 |
|
1.000 |
1.5370 |
|
1.618 |
1.5343 |
|
2.618 |
1.5300 |
|
4.250 |
1.5230 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5442 |
1.5413 |
| PP |
1.5438 |
1.5381 |
| S1 |
1.5435 |
1.5350 |
|