CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5446 |
1.5501 |
0.0055 |
0.4% |
1.5391 |
| High |
1.5455 |
1.5554 |
0.0099 |
0.6% |
1.5587 |
| Low |
1.5402 |
1.5495 |
0.0093 |
0.6% |
1.5391 |
| Close |
1.5455 |
1.5511 |
0.0056 |
0.4% |
1.5557 |
| Range |
0.0053 |
0.0059 |
0.0006 |
11.3% |
0.0196 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
209,696 |
207,678 |
-2,018 |
-1.0% |
959,070 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5697 |
1.5663 |
1.5543 |
|
| R3 |
1.5638 |
1.5604 |
1.5527 |
|
| R2 |
1.5579 |
1.5579 |
1.5522 |
|
| R1 |
1.5545 |
1.5545 |
1.5516 |
1.5562 |
| PP |
1.5520 |
1.5520 |
1.5520 |
1.5529 |
| S1 |
1.5486 |
1.5486 |
1.5506 |
1.5503 |
| S2 |
1.5461 |
1.5461 |
1.5500 |
|
| S3 |
1.5402 |
1.5427 |
1.5495 |
|
| S4 |
1.5343 |
1.5368 |
1.5479 |
|
|
| 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% |
0.0052 |
0.3% |
59% |
False |
False |
192,773 |
| 10 |
1.5587 |
1.5243 |
0.0344 |
2.2% |
0.0057 |
0.4% |
78% |
False |
False |
176,027 |
| 20 |
1.5701 |
1.5243 |
0.0458 |
3.0% |
0.0079 |
0.5% |
59% |
False |
False |
93,380 |
| 40 |
1.5701 |
1.5235 |
0.0466 |
3.0% |
0.0060 |
0.4% |
59% |
False |
False |
47,066 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0058 |
0.4% |
42% |
False |
False |
31,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5805 |
|
2.618 |
1.5708 |
|
1.618 |
1.5649 |
|
1.000 |
1.5613 |
|
0.618 |
1.5590 |
|
HIGH |
1.5554 |
|
0.618 |
1.5531 |
|
0.500 |
1.5525 |
|
0.382 |
1.5518 |
|
LOW |
1.5495 |
|
0.618 |
1.5459 |
|
1.000 |
1.5436 |
|
1.618 |
1.5400 |
|
2.618 |
1.5341 |
|
4.250 |
1.5244 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5525 |
1.5506 |
| PP |
1.5520 |
1.5500 |
| S1 |
1.5516 |
1.5495 |
|