CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5698 |
1.5718 |
0.0020 |
0.1% |
1.5446 |
| High |
1.5730 |
1.5762 |
0.0032 |
0.2% |
1.5722 |
| Low |
1.5675 |
1.5678 |
0.0003 |
0.0% |
1.5402 |
| Close |
1.5690 |
1.5730 |
0.0040 |
0.3% |
1.5712 |
| Range |
0.0055 |
0.0084 |
0.0029 |
52.7% |
0.0320 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
169,171 |
186,691 |
17,520 |
10.4% |
1,022,232 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5975 |
1.5937 |
1.5776 |
|
| R3 |
1.5891 |
1.5853 |
1.5753 |
|
| R2 |
1.5807 |
1.5807 |
1.5745 |
|
| R1 |
1.5769 |
1.5769 |
1.5738 |
1.5788 |
| PP |
1.5723 |
1.5723 |
1.5723 |
1.5733 |
| S1 |
1.5685 |
1.5685 |
1.5722 |
1.5704 |
| S2 |
1.5639 |
1.5639 |
1.5715 |
|
| S3 |
1.5555 |
1.5601 |
1.5707 |
|
| S4 |
1.5471 |
1.5517 |
1.5684 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6572 |
1.6462 |
1.5888 |
|
| R3 |
1.6252 |
1.6142 |
1.5800 |
|
| R2 |
1.5932 |
1.5932 |
1.5771 |
|
| R1 |
1.5822 |
1.5822 |
1.5741 |
1.5877 |
| PP |
1.5612 |
1.5612 |
1.5612 |
1.5640 |
| S1 |
1.5502 |
1.5502 |
1.5683 |
1.5557 |
| S2 |
1.5292 |
1.5292 |
1.5653 |
|
| S3 |
1.4972 |
1.5182 |
1.5624 |
|
| S4 |
1.4652 |
1.4862 |
1.5536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5762 |
1.5495 |
0.0267 |
1.7% |
0.0073 |
0.5% |
88% |
True |
False |
192,144 |
| 10 |
1.5762 |
1.5402 |
0.0360 |
2.3% |
0.0062 |
0.4% |
91% |
True |
False |
192,458 |
| 20 |
1.5762 |
1.5243 |
0.0519 |
3.3% |
0.0077 |
0.5% |
94% |
True |
False |
140,848 |
| 40 |
1.5762 |
1.5235 |
0.0527 |
3.4% |
0.0066 |
0.4% |
94% |
True |
False |
71,001 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0059 |
0.4% |
75% |
False |
False |
47,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6119 |
|
2.618 |
1.5982 |
|
1.618 |
1.5898 |
|
1.000 |
1.5846 |
|
0.618 |
1.5814 |
|
HIGH |
1.5762 |
|
0.618 |
1.5730 |
|
0.500 |
1.5720 |
|
0.382 |
1.5710 |
|
LOW |
1.5678 |
|
0.618 |
1.5626 |
|
1.000 |
1.5594 |
|
1.618 |
1.5542 |
|
2.618 |
1.5458 |
|
4.250 |
1.5321 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5727 |
1.5725 |
| PP |
1.5723 |
1.5721 |
| S1 |
1.5720 |
1.5716 |
|