CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4670 |
1.4570 |
-0.0100 |
-0.7% |
1.4613 |
| High |
1.4710 |
1.4595 |
-0.0115 |
-0.8% |
1.4805 |
| Low |
1.4660 |
1.4520 |
-0.0140 |
-1.0% |
1.4565 |
| Close |
1.4670 |
1.4564 |
-0.0106 |
-0.7% |
1.4687 |
| Range |
0.0050 |
0.0075 |
0.0025 |
50.0% |
0.0240 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
3.3% |
0.0000 |
| Volume |
917 |
617 |
-300 |
-32.7% |
6,750 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4785 |
1.4749 |
1.4605 |
|
| R3 |
1.4710 |
1.4674 |
1.4585 |
|
| R2 |
1.4635 |
1.4635 |
1.4578 |
|
| R1 |
1.4599 |
1.4599 |
1.4571 |
1.4580 |
| PP |
1.4560 |
1.4560 |
1.4560 |
1.4550 |
| S1 |
1.4524 |
1.4524 |
1.4557 |
1.4505 |
| S2 |
1.4485 |
1.4485 |
1.4550 |
|
| S3 |
1.4410 |
1.4449 |
1.4543 |
|
| S4 |
1.4335 |
1.4374 |
1.4523 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5406 |
1.5286 |
1.4819 |
|
| R3 |
1.5166 |
1.5046 |
1.4753 |
|
| R2 |
1.4926 |
1.4926 |
1.4731 |
|
| R1 |
1.4806 |
1.4806 |
1.4709 |
1.4866 |
| PP |
1.4686 |
1.4686 |
1.4686 |
1.4716 |
| S1 |
1.4566 |
1.4566 |
1.4665 |
1.4626 |
| S2 |
1.4446 |
1.4446 |
1.4643 |
|
| S3 |
1.4206 |
1.4326 |
1.4621 |
|
| S4 |
1.3966 |
1.4086 |
1.4555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4805 |
1.4520 |
0.0285 |
2.0% |
0.0067 |
0.5% |
15% |
False |
True |
1,113 |
| 10 |
1.4850 |
1.4520 |
0.0330 |
2.3% |
0.0083 |
0.6% |
13% |
False |
True |
1,112 |
| 20 |
1.5580 |
1.4520 |
0.1060 |
7.3% |
0.0071 |
0.5% |
4% |
False |
True |
955 |
| 40 |
1.5860 |
1.4520 |
0.1340 |
9.2% |
0.0054 |
0.4% |
3% |
False |
True |
666 |
| 60 |
1.5860 |
1.4520 |
0.1340 |
9.2% |
0.0042 |
0.3% |
3% |
False |
True |
517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4914 |
|
2.618 |
1.4791 |
|
1.618 |
1.4716 |
|
1.000 |
1.4670 |
|
0.618 |
1.4641 |
|
HIGH |
1.4595 |
|
0.618 |
1.4566 |
|
0.500 |
1.4558 |
|
0.382 |
1.4549 |
|
LOW |
1.4520 |
|
0.618 |
1.4474 |
|
1.000 |
1.4445 |
|
1.618 |
1.4399 |
|
2.618 |
1.4324 |
|
4.250 |
1.4201 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4562 |
1.4625 |
| PP |
1.4560 |
1.4605 |
| S1 |
1.4558 |
1.4584 |
|