CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5628 |
1.5650 |
0.0022 |
0.1% |
1.5698 |
| High |
1.5631 |
1.5692 |
0.0061 |
0.4% |
1.5831 |
| Low |
1.5590 |
1.5650 |
0.0060 |
0.4% |
1.5630 |
| Close |
1.5601 |
1.5689 |
0.0088 |
0.6% |
1.5639 |
| Range |
0.0041 |
0.0042 |
0.0001 |
2.4% |
0.0201 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
251,828 |
183,596 |
-68,232 |
-27.1% |
767,862 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5788 |
1.5712 |
|
| R3 |
1.5761 |
1.5746 |
1.5701 |
|
| R2 |
1.5719 |
1.5719 |
1.5697 |
|
| R1 |
1.5704 |
1.5704 |
1.5693 |
1.5712 |
| PP |
1.5677 |
1.5677 |
1.5677 |
1.5681 |
| S1 |
1.5662 |
1.5662 |
1.5685 |
1.5670 |
| S2 |
1.5635 |
1.5635 |
1.5681 |
|
| S3 |
1.5593 |
1.5620 |
1.5677 |
|
| S4 |
1.5551 |
1.5578 |
1.5666 |
|
|
| 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% |
0.0091 |
0.6% |
46% |
False |
False |
231,044 |
| 10 |
1.5831 |
1.5495 |
0.0336 |
2.1% |
0.0082 |
0.5% |
58% |
False |
False |
211,594 |
| 20 |
1.5831 |
1.5243 |
0.0588 |
3.7% |
0.0069 |
0.4% |
76% |
False |
False |
193,810 |
| 40 |
1.5831 |
1.5243 |
0.0588 |
3.7% |
0.0071 |
0.5% |
76% |
False |
False |
99,804 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0063 |
0.4% |
69% |
False |
False |
66,729 |
| 80 |
1.5895 |
1.5225 |
0.0670 |
4.3% |
0.0062 |
0.4% |
69% |
False |
False |
50,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5871 |
|
2.618 |
1.5802 |
|
1.618 |
1.5760 |
|
1.000 |
1.5734 |
|
0.618 |
1.5718 |
|
HIGH |
1.5692 |
|
0.618 |
1.5676 |
|
0.500 |
1.5671 |
|
0.382 |
1.5666 |
|
LOW |
1.5650 |
|
0.618 |
1.5624 |
|
1.000 |
1.5608 |
|
1.618 |
1.5582 |
|
2.618 |
1.5540 |
|
4.250 |
1.5472 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5683 |
1.5670 |
| PP |
1.5677 |
1.5651 |
| S1 |
1.5671 |
1.5633 |
|