CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5429 |
1.5419 |
-0.0010 |
-0.1% |
1.5701 |
| High |
1.5464 |
1.5445 |
-0.0019 |
-0.1% |
1.5701 |
| Low |
1.5411 |
1.5410 |
-0.0001 |
0.0% |
1.5243 |
| Close |
1.5458 |
1.5427 |
-0.0031 |
-0.2% |
1.5282 |
| Range |
0.0053 |
0.0035 |
-0.0018 |
-34.0% |
0.0458 |
| ATR |
0.0115 |
0.0111 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
195,102 |
166,387 |
-28,715 |
-14.7% |
448,320 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5532 |
1.5515 |
1.5446 |
|
| R3 |
1.5497 |
1.5480 |
1.5437 |
|
| R2 |
1.5462 |
1.5462 |
1.5433 |
|
| R1 |
1.5445 |
1.5445 |
1.5430 |
1.5454 |
| PP |
1.5427 |
1.5427 |
1.5427 |
1.5432 |
| S1 |
1.5410 |
1.5410 |
1.5424 |
1.5419 |
| S2 |
1.5392 |
1.5392 |
1.5421 |
|
| S3 |
1.5357 |
1.5375 |
1.5417 |
|
| S4 |
1.5322 |
1.5340 |
1.5408 |
|
|
| 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 |
1.5464 |
1.5243 |
0.0221 |
1.4% |
0.0051 |
0.3% |
83% |
False |
False |
190,175 |
| 10 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0074 |
0.5% |
40% |
False |
False |
123,637 |
| 20 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0075 |
0.5% |
40% |
False |
False |
63,378 |
| 40 |
1.5701 |
1.5235 |
0.0466 |
3.0% |
0.0060 |
0.4% |
41% |
False |
False |
32,056 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0059 |
0.4% |
29% |
False |
False |
21,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5594 |
|
2.618 |
1.5537 |
|
1.618 |
1.5502 |
|
1.000 |
1.5480 |
|
0.618 |
1.5467 |
|
HIGH |
1.5445 |
|
0.618 |
1.5432 |
|
0.500 |
1.5428 |
|
0.382 |
1.5423 |
|
LOW |
1.5410 |
|
0.618 |
1.5388 |
|
1.000 |
1.5375 |
|
1.618 |
1.5353 |
|
2.618 |
1.5318 |
|
4.250 |
1.5261 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5428 |
1.5437 |
| PP |
1.5427 |
1.5434 |
| S1 |
1.5427 |
1.5430 |
|