CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5828 |
1.5588 |
-0.0240 |
-1.5% |
1.5698 |
| High |
1.5830 |
1.5695 |
-0.0135 |
-0.9% |
1.5831 |
| Low |
1.5630 |
1.5570 |
-0.0060 |
-0.4% |
1.5630 |
| Close |
1.5639 |
1.5673 |
0.0034 |
0.2% |
1.5639 |
| Range |
0.0200 |
0.0125 |
-0.0075 |
-37.5% |
0.0201 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
0.9% |
0.0000 |
| Volume |
206,111 |
307,800 |
101,689 |
49.3% |
767,862 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6021 |
1.5972 |
1.5742 |
|
| R3 |
1.5896 |
1.5847 |
1.5707 |
|
| R2 |
1.5771 |
1.5771 |
1.5696 |
|
| R1 |
1.5722 |
1.5722 |
1.5684 |
1.5747 |
| PP |
1.5646 |
1.5646 |
1.5646 |
1.5658 |
| S1 |
1.5597 |
1.5597 |
1.5662 |
1.5622 |
| S2 |
1.5521 |
1.5521 |
1.5650 |
|
| S3 |
1.5396 |
1.5472 |
1.5639 |
|
| S4 |
1.5271 |
1.5347 |
1.5604 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6303 |
1.6172 |
1.5750 |
|
| R3 |
1.6102 |
1.5971 |
1.5694 |
|
| R2 |
1.5901 |
1.5901 |
1.5676 |
|
| R1 |
1.5770 |
1.5770 |
1.5657 |
1.5735 |
| PP |
1.5700 |
1.5700 |
1.5700 |
1.5683 |
| S1 |
1.5569 |
1.5569 |
1.5621 |
1.5534 |
| S2 |
1.5499 |
1.5499 |
1.5602 |
|
| S3 |
1.5298 |
1.5368 |
1.5584 |
|
| S4 |
1.5097 |
1.5167 |
1.5528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5831 |
1.5570 |
0.0261 |
1.7% |
0.0102 |
0.7% |
39% |
False |
True |
215,132 |
| 10 |
1.5831 |
1.5402 |
0.0429 |
2.7% |
0.0085 |
0.5% |
63% |
False |
False |
209,789 |
| 20 |
1.5831 |
1.5243 |
0.0588 |
3.8% |
0.0077 |
0.5% |
73% |
False |
False |
175,264 |
| 40 |
1.5831 |
1.5243 |
0.0588 |
3.8% |
0.0073 |
0.5% |
73% |
False |
False |
88,947 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0063 |
0.4% |
66% |
False |
False |
59,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6226 |
|
2.618 |
1.6022 |
|
1.618 |
1.5897 |
|
1.000 |
1.5820 |
|
0.618 |
1.5772 |
|
HIGH |
1.5695 |
|
0.618 |
1.5647 |
|
0.500 |
1.5633 |
|
0.382 |
1.5618 |
|
LOW |
1.5570 |
|
0.618 |
1.5493 |
|
1.000 |
1.5445 |
|
1.618 |
1.5368 |
|
2.618 |
1.5243 |
|
4.250 |
1.5039 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5660 |
1.5701 |
| PP |
1.5646 |
1.5691 |
| S1 |
1.5633 |
1.5682 |
|