CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5544 |
1.5446 |
-0.0098 |
-0.6% |
1.5391 |
| High |
1.5587 |
1.5455 |
-0.0132 |
-0.8% |
1.5587 |
| Low |
1.5529 |
1.5402 |
-0.0127 |
-0.8% |
1.5391 |
| Close |
1.5557 |
1.5455 |
-0.0102 |
-0.7% |
1.5557 |
| Range |
0.0058 |
0.0053 |
-0.0005 |
-8.6% |
0.0196 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
2.6% |
0.0000 |
| Volume |
185,002 |
209,696 |
24,694 |
13.3% |
959,070 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5596 |
1.5579 |
1.5484 |
|
| R3 |
1.5543 |
1.5526 |
1.5470 |
|
| R2 |
1.5490 |
1.5490 |
1.5465 |
|
| R1 |
1.5473 |
1.5473 |
1.5460 |
1.5482 |
| PP |
1.5437 |
1.5437 |
1.5437 |
1.5442 |
| S1 |
1.5420 |
1.5420 |
1.5450 |
1.5429 |
| S2 |
1.5384 |
1.5384 |
1.5445 |
|
| S3 |
1.5331 |
1.5367 |
1.5440 |
|
| S4 |
1.5278 |
1.5314 |
1.5426 |
|
|
| 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 |
1.5402 |
0.0185 |
1.2% |
0.0048 |
0.3% |
29% |
False |
True |
188,972 |
| 10 |
1.5587 |
1.5243 |
0.0344 |
2.2% |
0.0060 |
0.4% |
62% |
False |
False |
159,484 |
| 20 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0076 |
0.5% |
46% |
False |
False |
83,033 |
| 40 |
1.5701 |
1.5235 |
0.0466 |
3.0% |
0.0059 |
0.4% |
47% |
False |
False |
41,896 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0058 |
0.4% |
33% |
False |
False |
28,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5680 |
|
2.618 |
1.5594 |
|
1.618 |
1.5541 |
|
1.000 |
1.5508 |
|
0.618 |
1.5488 |
|
HIGH |
1.5455 |
|
0.618 |
1.5435 |
|
0.500 |
1.5429 |
|
0.382 |
1.5422 |
|
LOW |
1.5402 |
|
0.618 |
1.5369 |
|
1.000 |
1.5349 |
|
1.618 |
1.5316 |
|
2.618 |
1.5263 |
|
4.250 |
1.5177 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5446 |
1.5495 |
| PP |
1.5437 |
1.5481 |
| S1 |
1.5429 |
1.5468 |
|