CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5588 |
1.5628 |
0.0040 |
0.3% |
1.5698 |
| High |
1.5695 |
1.5631 |
-0.0064 |
-0.4% |
1.5831 |
| Low |
1.5570 |
1.5590 |
0.0020 |
0.1% |
1.5630 |
| Close |
1.5673 |
1.5601 |
-0.0072 |
-0.5% |
1.5639 |
| Range |
0.0125 |
0.0041 |
-0.0084 |
-67.2% |
0.0201 |
| ATR |
0.0113 |
0.0110 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
307,800 |
251,828 |
-55,972 |
-18.2% |
767,862 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5730 |
1.5707 |
1.5624 |
|
| R3 |
1.5689 |
1.5666 |
1.5612 |
|
| R2 |
1.5648 |
1.5648 |
1.5609 |
|
| R1 |
1.5625 |
1.5625 |
1.5605 |
1.5616 |
| PP |
1.5607 |
1.5607 |
1.5607 |
1.5603 |
| S1 |
1.5584 |
1.5584 |
1.5597 |
1.5575 |
| S2 |
1.5566 |
1.5566 |
1.5593 |
|
| S3 |
1.5525 |
1.5543 |
1.5590 |
|
| S4 |
1.5484 |
1.5502 |
1.5578 |
|
|
| 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% |
0.0099 |
0.6% |
12% |
False |
False |
231,663 |
| 10 |
1.5831 |
1.5495 |
0.0336 |
2.2% |
0.0084 |
0.5% |
32% |
False |
False |
214,002 |
| 20 |
1.5831 |
1.5243 |
0.0588 |
3.8% |
0.0072 |
0.5% |
61% |
False |
False |
186,743 |
| 40 |
1.5831 |
1.5243 |
0.0588 |
3.8% |
0.0072 |
0.5% |
61% |
False |
False |
95,226 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0063 |
0.4% |
55% |
False |
False |
63,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5805 |
|
2.618 |
1.5738 |
|
1.618 |
1.5697 |
|
1.000 |
1.5672 |
|
0.618 |
1.5656 |
|
HIGH |
1.5631 |
|
0.618 |
1.5615 |
|
0.500 |
1.5611 |
|
0.382 |
1.5606 |
|
LOW |
1.5590 |
|
0.618 |
1.5565 |
|
1.000 |
1.5549 |
|
1.618 |
1.5524 |
|
2.618 |
1.5483 |
|
4.250 |
1.5416 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5611 |
1.5700 |
| PP |
1.5607 |
1.5667 |
| S1 |
1.5604 |
1.5634 |
|