CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5419 |
1.5544 |
0.0125 |
0.8% |
1.5391 |
| High |
1.5445 |
1.5587 |
0.0142 |
0.9% |
1.5587 |
| Low |
1.5410 |
1.5529 |
0.0119 |
0.8% |
1.5391 |
| Close |
1.5427 |
1.5557 |
0.0130 |
0.8% |
1.5557 |
| Range |
0.0035 |
0.0058 |
0.0023 |
65.7% |
0.0196 |
| ATR |
0.0111 |
0.0114 |
0.0004 |
3.2% |
0.0000 |
| Volume |
166,387 |
185,002 |
18,615 |
11.2% |
959,070 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5732 |
1.5702 |
1.5589 |
|
| R3 |
1.5674 |
1.5644 |
1.5573 |
|
| R2 |
1.5616 |
1.5616 |
1.5568 |
|
| R1 |
1.5586 |
1.5586 |
1.5562 |
1.5601 |
| PP |
1.5558 |
1.5558 |
1.5558 |
1.5565 |
| S1 |
1.5528 |
1.5528 |
1.5552 |
1.5543 |
| S2 |
1.5500 |
1.5500 |
1.5546 |
|
| S3 |
1.5442 |
1.5470 |
1.5541 |
|
| S4 |
1.5384 |
1.5412 |
1.5525 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6100 |
1.6024 |
1.5665 |
|
| R3 |
1.5904 |
1.5828 |
1.5611 |
|
| R2 |
1.5708 |
1.5708 |
1.5593 |
|
| R1 |
1.5632 |
1.5632 |
1.5575 |
1.5670 |
| PP |
1.5512 |
1.5512 |
1.5512 |
1.5531 |
| S1 |
1.5436 |
1.5436 |
1.5539 |
1.5474 |
| S2 |
1.5316 |
1.5316 |
1.5521 |
|
| S3 |
1.5120 |
1.5240 |
1.5503 |
|
| S4 |
1.4924 |
1.5044 |
1.5449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5587 |
1.5391 |
0.0196 |
1.3% |
0.0049 |
0.3% |
85% |
True |
False |
191,814 |
| 10 |
1.5701 |
1.5243 |
0.0458 |
2.9% |
0.0070 |
0.4% |
69% |
False |
False |
140,739 |
| 20 |
1.5701 |
1.5243 |
0.0458 |
2.9% |
0.0075 |
0.5% |
69% |
False |
False |
72,584 |
| 40 |
1.5701 |
1.5235 |
0.0466 |
3.0% |
0.0059 |
0.4% |
69% |
False |
False |
36,673 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0058 |
0.4% |
49% |
False |
False |
24,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5834 |
|
2.618 |
1.5739 |
|
1.618 |
1.5681 |
|
1.000 |
1.5645 |
|
0.618 |
1.5623 |
|
HIGH |
1.5587 |
|
0.618 |
1.5565 |
|
0.500 |
1.5558 |
|
0.382 |
1.5551 |
|
LOW |
1.5529 |
|
0.618 |
1.5493 |
|
1.000 |
1.5471 |
|
1.618 |
1.5435 |
|
2.618 |
1.5377 |
|
4.250 |
1.5283 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5558 |
1.5538 |
| PP |
1.5558 |
1.5518 |
| S1 |
1.5557 |
1.5499 |
|