CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5792 |
1.5800 |
0.0008 |
0.1% |
1.5595 |
| High |
1.5792 |
1.5860 |
0.0068 |
0.4% |
1.5762 |
| Low |
1.5730 |
1.5755 |
0.0025 |
0.2% |
1.5500 |
| Close |
1.5789 |
1.5747 |
-0.0042 |
-0.3% |
1.5762 |
| Range |
0.0062 |
0.0105 |
0.0043 |
69.4% |
0.0262 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.0% |
0.0000 |
| Volume |
622 |
851 |
229 |
36.8% |
1,205 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6102 |
1.6030 |
1.5805 |
|
| R3 |
1.5997 |
1.5925 |
1.5776 |
|
| R2 |
1.5892 |
1.5892 |
1.5766 |
|
| R1 |
1.5820 |
1.5820 |
1.5757 |
1.5804 |
| PP |
1.5787 |
1.5787 |
1.5787 |
1.5779 |
| S1 |
1.5715 |
1.5715 |
1.5737 |
1.5699 |
| S2 |
1.5682 |
1.5682 |
1.5728 |
|
| S3 |
1.5577 |
1.5610 |
1.5718 |
|
| S4 |
1.5472 |
1.5505 |
1.5689 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6461 |
1.6373 |
1.5906 |
|
| R3 |
1.6199 |
1.6111 |
1.5834 |
|
| R2 |
1.5937 |
1.5937 |
1.5810 |
|
| R1 |
1.5849 |
1.5849 |
1.5786 |
1.5893 |
| PP |
1.5675 |
1.5675 |
1.5675 |
1.5697 |
| S1 |
1.5587 |
1.5587 |
1.5738 |
1.5631 |
| S2 |
1.5413 |
1.5413 |
1.5714 |
|
| S3 |
1.5151 |
1.5325 |
1.5690 |
|
| S4 |
1.4889 |
1.5063 |
1.5618 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6306 |
|
2.618 |
1.6135 |
|
1.618 |
1.6030 |
|
1.000 |
1.5965 |
|
0.618 |
1.5925 |
|
HIGH |
1.5860 |
|
0.618 |
1.5820 |
|
0.500 |
1.5808 |
|
0.382 |
1.5795 |
|
LOW |
1.5755 |
|
0.618 |
1.5690 |
|
1.000 |
1.5650 |
|
1.618 |
1.5585 |
|
2.618 |
1.5480 |
|
4.250 |
1.5309 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5808 |
1.5795 |
| PP |
1.5787 |
1.5779 |
| S1 |
1.5767 |
1.5763 |
|