CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5650 |
1.5655 |
0.0005 |
0.0% |
1.5698 |
| High |
1.5692 |
1.5746 |
0.0054 |
0.3% |
1.5831 |
| Low |
1.5650 |
1.5653 |
0.0003 |
0.0% |
1.5630 |
| Close |
1.5689 |
1.5728 |
0.0039 |
0.2% |
1.5639 |
| Range |
0.0042 |
0.0093 |
0.0051 |
121.4% |
0.0201 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
183,596 |
156,366 |
-27,230 |
-14.8% |
767,862 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5988 |
1.5951 |
1.5779 |
|
| R3 |
1.5895 |
1.5858 |
1.5754 |
|
| R2 |
1.5802 |
1.5802 |
1.5745 |
|
| R1 |
1.5765 |
1.5765 |
1.5737 |
1.5784 |
| PP |
1.5709 |
1.5709 |
1.5709 |
1.5718 |
| S1 |
1.5672 |
1.5672 |
1.5719 |
1.5691 |
| S2 |
1.5616 |
1.5616 |
1.5711 |
|
| S3 |
1.5523 |
1.5579 |
1.5702 |
|
| S4 |
1.5430 |
1.5486 |
1.5677 |
|
|
| 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 |
1.5830 |
1.5570 |
0.0260 |
1.7% |
0.0100 |
0.6% |
61% |
False |
False |
221,140 |
| 10 |
1.5831 |
1.5570 |
0.0261 |
1.7% |
0.0079 |
0.5% |
61% |
False |
False |
208,717 |
| 20 |
1.5831 |
1.5243 |
0.0588 |
3.7% |
0.0070 |
0.4% |
82% |
False |
False |
197,055 |
| 40 |
1.5831 |
1.5243 |
0.0588 |
3.7% |
0.0072 |
0.5% |
82% |
False |
False |
103,683 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0063 |
0.4% |
75% |
False |
False |
69,333 |
| 80 |
1.5895 |
1.5225 |
0.0670 |
4.3% |
0.0063 |
0.4% |
75% |
False |
False |
52,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6141 |
|
2.618 |
1.5989 |
|
1.618 |
1.5896 |
|
1.000 |
1.5839 |
|
0.618 |
1.5803 |
|
HIGH |
1.5746 |
|
0.618 |
1.5710 |
|
0.500 |
1.5700 |
|
0.382 |
1.5689 |
|
LOW |
1.5653 |
|
0.618 |
1.5596 |
|
1.000 |
1.5560 |
|
1.618 |
1.5503 |
|
2.618 |
1.5410 |
|
4.250 |
1.5258 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5719 |
1.5708 |
| PP |
1.5709 |
1.5688 |
| S1 |
1.5700 |
1.5668 |
|