CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4675 |
1.4648 |
-0.0027 |
-0.2% |
1.4832 |
| High |
1.4700 |
1.4665 |
-0.0035 |
-0.2% |
1.4865 |
| Low |
1.4565 |
1.4600 |
0.0035 |
0.2% |
1.4567 |
| Close |
1.4675 |
1.4648 |
-0.0027 |
-0.2% |
1.4585 |
| Range |
0.0135 |
0.0065 |
-0.0070 |
-51.9% |
0.0298 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
2,027 |
1,047 |
-980 |
-48.3% |
6,627 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4833 |
1.4805 |
1.4684 |
|
| R3 |
1.4768 |
1.4740 |
1.4666 |
|
| R2 |
1.4703 |
1.4703 |
1.4660 |
|
| R1 |
1.4675 |
1.4675 |
1.4654 |
1.4681 |
| PP |
1.4638 |
1.4638 |
1.4638 |
1.4640 |
| S1 |
1.4610 |
1.4610 |
1.4642 |
1.4616 |
| S2 |
1.4573 |
1.4573 |
1.4636 |
|
| S3 |
1.4508 |
1.4545 |
1.4630 |
|
| S4 |
1.4443 |
1.4480 |
1.4612 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5566 |
1.5374 |
1.4749 |
|
| R3 |
1.5268 |
1.5076 |
1.4667 |
|
| R2 |
1.4970 |
1.4970 |
1.4640 |
|
| R1 |
1.4778 |
1.4778 |
1.4612 |
1.4725 |
| PP |
1.4672 |
1.4672 |
1.4672 |
1.4646 |
| S1 |
1.4480 |
1.4480 |
1.4558 |
1.4427 |
| S2 |
1.4374 |
1.4374 |
1.4530 |
|
| S3 |
1.4076 |
1.4182 |
1.4503 |
|
| S4 |
1.3778 |
1.3884 |
1.4421 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4941 |
|
2.618 |
1.4835 |
|
1.618 |
1.4770 |
|
1.000 |
1.4730 |
|
0.618 |
1.4705 |
|
HIGH |
1.4665 |
|
0.618 |
1.4640 |
|
0.500 |
1.4633 |
|
0.382 |
1.4625 |
|
LOW |
1.4600 |
|
0.618 |
1.4560 |
|
1.000 |
1.4535 |
|
1.618 |
1.4495 |
|
2.618 |
1.4430 |
|
4.250 |
1.4324 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4643 |
1.4643 |
| PP |
1.4638 |
1.4638 |
| S1 |
1.4633 |
1.4633 |
|