CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5483 |
1.5438 |
-0.0045 |
-0.3% |
1.5640 |
| High |
1.5580 |
1.5465 |
-0.0115 |
-0.7% |
1.5645 |
| Low |
1.5485 |
1.5430 |
-0.0055 |
-0.4% |
1.5422 |
| Close |
1.5483 |
1.5438 |
-0.0045 |
-0.3% |
1.5438 |
| Range |
0.0095 |
0.0035 |
-0.0060 |
-63.2% |
0.0223 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
332 |
1,119 |
787 |
237.0% |
2,415 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5549 |
1.5529 |
1.5457 |
|
| R3 |
1.5514 |
1.5494 |
1.5448 |
|
| R2 |
1.5479 |
1.5479 |
1.5444 |
|
| R1 |
1.5459 |
1.5459 |
1.5441 |
1.5456 |
| PP |
1.5444 |
1.5444 |
1.5444 |
1.5443 |
| S1 |
1.5424 |
1.5424 |
1.5435 |
1.5421 |
| S2 |
1.5409 |
1.5409 |
1.5432 |
|
| S3 |
1.5374 |
1.5389 |
1.5428 |
|
| S4 |
1.5339 |
1.5354 |
1.5419 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6171 |
1.6027 |
1.5561 |
|
| R3 |
1.5948 |
1.5804 |
1.5499 |
|
| R2 |
1.5725 |
1.5725 |
1.5479 |
|
| R1 |
1.5581 |
1.5581 |
1.5458 |
1.5542 |
| PP |
1.5502 |
1.5502 |
1.5502 |
1.5482 |
| S1 |
1.5358 |
1.5358 |
1.5418 |
1.5319 |
| S2 |
1.5279 |
1.5279 |
1.5397 |
|
| S3 |
1.5056 |
1.5135 |
1.5377 |
|
| S4 |
1.4833 |
1.4912 |
1.5315 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5614 |
|
2.618 |
1.5557 |
|
1.618 |
1.5522 |
|
1.000 |
1.5500 |
|
0.618 |
1.5487 |
|
HIGH |
1.5465 |
|
0.618 |
1.5452 |
|
0.500 |
1.5448 |
|
0.382 |
1.5443 |
|
LOW |
1.5430 |
|
0.618 |
1.5408 |
|
1.000 |
1.5395 |
|
1.618 |
1.5373 |
|
2.618 |
1.5338 |
|
4.250 |
1.5281 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5448 |
1.5501 |
| PP |
1.5444 |
1.5480 |
| S1 |
1.5441 |
1.5459 |
|