CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5718 |
1.5785 |
0.0067 |
0.4% |
1.5446 |
| High |
1.5762 |
1.5831 |
0.0069 |
0.4% |
1.5722 |
| Low |
1.5678 |
1.5785 |
0.0107 |
0.7% |
1.5402 |
| Close |
1.5730 |
1.5828 |
0.0098 |
0.6% |
1.5712 |
| Range |
0.0084 |
0.0046 |
-0.0038 |
-45.2% |
0.0320 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
186,691 |
205,889 |
19,198 |
10.3% |
1,022,232 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5953 |
1.5936 |
1.5853 |
|
| R3 |
1.5907 |
1.5890 |
1.5841 |
|
| R2 |
1.5861 |
1.5861 |
1.5836 |
|
| R1 |
1.5844 |
1.5844 |
1.5832 |
1.5853 |
| PP |
1.5815 |
1.5815 |
1.5815 |
1.5819 |
| S1 |
1.5798 |
1.5798 |
1.5824 |
1.5807 |
| S2 |
1.5769 |
1.5769 |
1.5820 |
|
| S3 |
1.5723 |
1.5752 |
1.5815 |
|
| S4 |
1.5677 |
1.5706 |
1.5803 |
|
|
| 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 |
1.5831 |
1.5654 |
0.0177 |
1.1% |
0.0057 |
0.4% |
98% |
True |
False |
196,295 |
| 10 |
1.5831 |
1.5402 |
0.0429 |
2.7% |
0.0062 |
0.4% |
99% |
True |
False |
193,537 |
| 20 |
1.5831 |
1.5243 |
0.0588 |
3.7% |
0.0076 |
0.5% |
99% |
True |
False |
150,824 |
| 40 |
1.5831 |
1.5235 |
0.0596 |
3.8% |
0.0067 |
0.4% |
99% |
True |
False |
76,135 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0059 |
0.4% |
90% |
False |
False |
50,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6027 |
|
2.618 |
1.5951 |
|
1.618 |
1.5905 |
|
1.000 |
1.5877 |
|
0.618 |
1.5859 |
|
HIGH |
1.5831 |
|
0.618 |
1.5813 |
|
0.500 |
1.5808 |
|
0.382 |
1.5803 |
|
LOW |
1.5785 |
|
0.618 |
1.5757 |
|
1.000 |
1.5739 |
|
1.618 |
1.5711 |
|
2.618 |
1.5665 |
|
4.250 |
1.5590 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5821 |
1.5803 |
| PP |
1.5815 |
1.5778 |
| S1 |
1.5808 |
1.5753 |
|