CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5480 |
1.5360 |
-0.0120 |
-0.8% |
1.5640 |
| High |
1.5515 |
1.5375 |
-0.0140 |
-0.9% |
1.5645 |
| Low |
1.5470 |
1.5350 |
-0.0120 |
-0.8% |
1.5422 |
| Close |
1.5480 |
1.5365 |
-0.0115 |
-0.7% |
1.5438 |
| Range |
0.0045 |
0.0025 |
-0.0020 |
-44.4% |
0.0223 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
4.2% |
0.0000 |
| Volume |
369 |
327 |
-42 |
-11.4% |
2,415 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5438 |
1.5427 |
1.5379 |
|
| R3 |
1.5413 |
1.5402 |
1.5372 |
|
| R2 |
1.5388 |
1.5388 |
1.5370 |
|
| R1 |
1.5377 |
1.5377 |
1.5367 |
1.5383 |
| PP |
1.5363 |
1.5363 |
1.5363 |
1.5366 |
| S1 |
1.5352 |
1.5352 |
1.5363 |
1.5358 |
| S2 |
1.5338 |
1.5338 |
1.5360 |
|
| S3 |
1.5313 |
1.5327 |
1.5358 |
|
| S4 |
1.5288 |
1.5302 |
1.5351 |
|
|
| 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 |
1.5481 |
|
2.618 |
1.5440 |
|
1.618 |
1.5415 |
|
1.000 |
1.5400 |
|
0.618 |
1.5390 |
|
HIGH |
1.5375 |
|
0.618 |
1.5365 |
|
0.500 |
1.5363 |
|
0.382 |
1.5360 |
|
LOW |
1.5350 |
|
0.618 |
1.5335 |
|
1.000 |
1.5325 |
|
1.618 |
1.5310 |
|
2.618 |
1.5285 |
|
4.250 |
1.5244 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5364 |
1.5433 |
| PP |
1.5363 |
1.5410 |
| S1 |
1.5363 |
1.5388 |
|