CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5660 |
1.5527 |
-0.0133 |
-0.8% |
1.5813 |
| High |
1.5672 |
1.5563 |
-0.0109 |
-0.7% |
1.5867 |
| Low |
1.5516 |
1.5486 |
-0.0030 |
-0.2% |
1.5592 |
| Close |
1.5547 |
1.5533 |
-0.0014 |
-0.1% |
1.5653 |
| Range |
0.0156 |
0.0077 |
-0.0079 |
-50.6% |
0.0275 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
140,262 |
252,951 |
112,689 |
80.3% |
960,250 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5758 |
1.5723 |
1.5575 |
|
| R3 |
1.5681 |
1.5646 |
1.5554 |
|
| R2 |
1.5604 |
1.5604 |
1.5547 |
|
| R1 |
1.5569 |
1.5569 |
1.5540 |
1.5587 |
| PP |
1.5527 |
1.5527 |
1.5527 |
1.5536 |
| S1 |
1.5492 |
1.5492 |
1.5526 |
1.5510 |
| S2 |
1.5450 |
1.5450 |
1.5519 |
|
| S3 |
1.5373 |
1.5415 |
1.5512 |
|
| S4 |
1.5296 |
1.5338 |
1.5491 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6529 |
1.6366 |
1.5804 |
|
| R3 |
1.6254 |
1.6091 |
1.5729 |
|
| R2 |
1.5979 |
1.5979 |
1.5703 |
|
| R1 |
1.5816 |
1.5816 |
1.5678 |
1.5760 |
| PP |
1.5704 |
1.5704 |
1.5704 |
1.5676 |
| S1 |
1.5541 |
1.5541 |
1.5628 |
1.5485 |
| S2 |
1.5429 |
1.5429 |
1.5603 |
|
| S3 |
1.5154 |
1.5266 |
1.5577 |
|
| S4 |
1.4879 |
1.4991 |
1.5502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5728 |
1.5486 |
0.0242 |
1.6% |
0.0084 |
0.5% |
19% |
False |
True |
202,531 |
| 10 |
1.5867 |
1.5486 |
0.0381 |
2.5% |
0.0089 |
0.6% |
12% |
False |
True |
197,392 |
| 20 |
1.5955 |
1.5486 |
0.0469 |
3.0% |
0.0094 |
0.6% |
10% |
False |
True |
209,174 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0085 |
0.5% |
41% |
False |
False |
175,011 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0075 |
0.5% |
41% |
False |
False |
117,059 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0067 |
0.4% |
41% |
False |
False |
87,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5890 |
|
2.618 |
1.5765 |
|
1.618 |
1.5688 |
|
1.000 |
1.5640 |
|
0.618 |
1.5611 |
|
HIGH |
1.5563 |
|
0.618 |
1.5534 |
|
0.500 |
1.5525 |
|
0.382 |
1.5515 |
|
LOW |
1.5486 |
|
0.618 |
1.5438 |
|
1.000 |
1.5409 |
|
1.618 |
1.5361 |
|
2.618 |
1.5284 |
|
4.250 |
1.5159 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5530 |
1.5607 |
| PP |
1.5527 |
1.5582 |
| S1 |
1.5525 |
1.5558 |
|