CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4420 |
1.4367 |
-0.0053 |
-0.4% |
1.4670 |
| High |
1.4460 |
1.4420 |
-0.0040 |
-0.3% |
1.4715 |
| Low |
1.4405 |
1.4367 |
-0.0038 |
-0.3% |
1.4520 |
| Close |
1.4436 |
1.4413 |
-0.0023 |
-0.2% |
1.4563 |
| Range |
0.0055 |
0.0053 |
-0.0002 |
-3.6% |
0.0195 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
2,422 |
6,284 |
3,862 |
159.5% |
11,318 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4559 |
1.4539 |
1.4442 |
|
| R3 |
1.4506 |
1.4486 |
1.4428 |
|
| R2 |
1.4453 |
1.4453 |
1.4423 |
|
| R1 |
1.4433 |
1.4433 |
1.4418 |
1.4443 |
| PP |
1.4400 |
1.4400 |
1.4400 |
1.4405 |
| S1 |
1.4380 |
1.4380 |
1.4408 |
1.4390 |
| S2 |
1.4347 |
1.4347 |
1.4403 |
|
| S3 |
1.4294 |
1.4327 |
1.4398 |
|
| S4 |
1.4241 |
1.4274 |
1.4384 |
|
|
| 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 |
1.4367 |
0.0348 |
2.4% |
0.0078 |
0.5% |
13% |
False |
True |
3,698 |
| 10 |
1.4805 |
1.4367 |
0.0438 |
3.0% |
0.0072 |
0.5% |
11% |
False |
True |
2,405 |
| 20 |
1.5390 |
1.4367 |
0.1023 |
7.1% |
0.0078 |
0.5% |
4% |
False |
True |
1,748 |
| 40 |
1.5860 |
1.4367 |
0.1493 |
10.4% |
0.0060 |
0.4% |
3% |
False |
True |
1,079 |
| 60 |
1.5860 |
1.4367 |
0.1493 |
10.4% |
0.0048 |
0.3% |
3% |
False |
True |
820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4645 |
|
2.618 |
1.4559 |
|
1.618 |
1.4506 |
|
1.000 |
1.4473 |
|
0.618 |
1.4453 |
|
HIGH |
1.4420 |
|
0.618 |
1.4400 |
|
0.500 |
1.4394 |
|
0.382 |
1.4387 |
|
LOW |
1.4367 |
|
0.618 |
1.4334 |
|
1.000 |
1.4314 |
|
1.618 |
1.4281 |
|
2.618 |
1.4228 |
|
4.250 |
1.4142 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4407 |
1.4516 |
| PP |
1.4400 |
1.4482 |
| S1 |
1.4394 |
1.4447 |
|