CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5534 |
1.5677 |
0.0143 |
0.9% |
1.5391 |
| High |
1.5620 |
1.5703 |
0.0083 |
0.5% |
1.5587 |
| Low |
1.5495 |
1.5654 |
0.0159 |
1.0% |
1.5391 |
| Close |
1.5603 |
1.5696 |
0.0093 |
0.6% |
1.5557 |
| Range |
0.0125 |
0.0049 |
-0.0076 |
-60.8% |
0.0196 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
185,131 |
206,446 |
21,315 |
11.5% |
959,070 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5831 |
1.5813 |
1.5723 |
|
| R3 |
1.5782 |
1.5764 |
1.5709 |
|
| R2 |
1.5733 |
1.5733 |
1.5705 |
|
| R1 |
1.5715 |
1.5715 |
1.5700 |
1.5724 |
| PP |
1.5684 |
1.5684 |
1.5684 |
1.5689 |
| S1 |
1.5666 |
1.5666 |
1.5692 |
1.5675 |
| S2 |
1.5635 |
1.5635 |
1.5687 |
|
| S3 |
1.5586 |
1.5617 |
1.5683 |
|
| S4 |
1.5537 |
1.5568 |
1.5669 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6100 |
1.6024 |
1.5665 |
|
| R3 |
1.5904 |
1.5828 |
1.5611 |
|
| R2 |
1.5708 |
1.5708 |
1.5593 |
|
| R1 |
1.5632 |
1.5632 |
1.5575 |
1.5670 |
| PP |
1.5512 |
1.5512 |
1.5512 |
1.5531 |
| S1 |
1.5436 |
1.5436 |
1.5539 |
1.5474 |
| S2 |
1.5316 |
1.5316 |
1.5521 |
|
| S3 |
1.5120 |
1.5240 |
1.5503 |
|
| S4 |
1.4924 |
1.5044 |
1.5449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5703 |
1.5402 |
0.0301 |
1.9% |
0.0069 |
0.4% |
98% |
True |
False |
198,790 |
| 10 |
1.5703 |
1.5243 |
0.0460 |
2.9% |
0.0060 |
0.4% |
98% |
True |
False |
194,483 |
| 20 |
1.5703 |
1.5243 |
0.0460 |
2.9% |
0.0082 |
0.5% |
98% |
True |
False |
112,815 |
| 40 |
1.5703 |
1.5235 |
0.0468 |
3.0% |
0.0063 |
0.4% |
99% |
True |
False |
56,824 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0058 |
0.4% |
70% |
False |
False |
38,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5911 |
|
2.618 |
1.5831 |
|
1.618 |
1.5782 |
|
1.000 |
1.5752 |
|
0.618 |
1.5733 |
|
HIGH |
1.5703 |
|
0.618 |
1.5684 |
|
0.500 |
1.5679 |
|
0.382 |
1.5673 |
|
LOW |
1.5654 |
|
0.618 |
1.5624 |
|
1.000 |
1.5605 |
|
1.618 |
1.5575 |
|
2.618 |
1.5526 |
|
4.250 |
1.5446 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5690 |
1.5664 |
| PP |
1.5684 |
1.5631 |
| S1 |
1.5679 |
1.5599 |
|