CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4619 |
1.4563 |
-0.0056 |
-0.4% |
1.4670 |
| High |
1.4715 |
1.4665 |
-0.0050 |
-0.3% |
1.4715 |
| Low |
1.4624 |
1.4570 |
-0.0054 |
-0.4% |
1.4520 |
| Close |
1.4619 |
1.4563 |
-0.0056 |
-0.4% |
1.4563 |
| Range |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0195 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2,893 |
4,333 |
1,440 |
49.8% |
11,318 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4884 |
1.4819 |
1.4615 |
|
| R3 |
1.4789 |
1.4724 |
1.4589 |
|
| R2 |
1.4694 |
1.4694 |
1.4580 |
|
| R1 |
1.4629 |
1.4629 |
1.4572 |
1.4611 |
| PP |
1.4599 |
1.4599 |
1.4599 |
1.4590 |
| S1 |
1.4534 |
1.4534 |
1.4554 |
1.4516 |
| S2 |
1.4504 |
1.4504 |
1.4546 |
|
| S3 |
1.4409 |
1.4439 |
1.4537 |
|
| S4 |
1.4314 |
1.4344 |
1.4511 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5184 |
1.5069 |
1.4670 |
|
| R3 |
1.4989 |
1.4874 |
1.4617 |
|
| R2 |
1.4794 |
1.4794 |
1.4599 |
|
| R1 |
1.4679 |
1.4679 |
1.4581 |
1.4639 |
| PP |
1.4599 |
1.4599 |
1.4599 |
1.4580 |
| S1 |
1.4484 |
1.4484 |
1.4545 |
1.4444 |
| S2 |
1.4404 |
1.4404 |
1.4527 |
|
| S3 |
1.4209 |
1.4289 |
1.4509 |
|
| S4 |
1.4014 |
1.4094 |
1.4456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4715 |
1.4520 |
0.0195 |
1.3% |
0.0081 |
0.6% |
22% |
False |
False |
2,263 |
| 10 |
1.4805 |
1.4520 |
0.0285 |
2.0% |
0.0080 |
0.5% |
15% |
False |
False |
1,806 |
| 20 |
1.5515 |
1.4520 |
0.0995 |
6.8% |
0.0076 |
0.5% |
4% |
False |
False |
1,347 |
| 40 |
1.5860 |
1.4520 |
0.1340 |
9.2% |
0.0061 |
0.4% |
3% |
False |
False |
880 |
| 60 |
1.5860 |
1.4520 |
0.1340 |
9.2% |
0.0047 |
0.3% |
3% |
False |
False |
677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5069 |
|
2.618 |
1.4914 |
|
1.618 |
1.4819 |
|
1.000 |
1.4760 |
|
0.618 |
1.4724 |
|
HIGH |
1.4665 |
|
0.618 |
1.4629 |
|
0.500 |
1.4618 |
|
0.382 |
1.4606 |
|
LOW |
1.4570 |
|
0.618 |
1.4511 |
|
1.000 |
1.4475 |
|
1.618 |
1.4416 |
|
2.618 |
1.4321 |
|
4.250 |
1.4166 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4618 |
1.4643 |
| PP |
1.4599 |
1.4616 |
| S1 |
1.4581 |
1.4590 |
|