CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5779 |
1.5799 |
0.0020 |
0.1% |
1.5588 |
| High |
1.5890 |
1.5880 |
-0.0010 |
-0.1% |
1.5890 |
| Low |
1.5779 |
1.5796 |
0.0017 |
0.1% |
1.5570 |
| Close |
1.5836 |
1.5863 |
0.0027 |
0.2% |
1.5836 |
| Range |
0.0111 |
0.0084 |
-0.0027 |
-24.3% |
0.0320 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
179,281 |
253,117 |
73,836 |
41.2% |
1,078,871 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6098 |
1.6065 |
1.5909 |
|
| R3 |
1.6014 |
1.5981 |
1.5886 |
|
| R2 |
1.5930 |
1.5930 |
1.5878 |
|
| R1 |
1.5897 |
1.5897 |
1.5871 |
1.5914 |
| PP |
1.5846 |
1.5846 |
1.5846 |
1.5855 |
| S1 |
1.5813 |
1.5813 |
1.5855 |
1.5830 |
| S2 |
1.5762 |
1.5762 |
1.5848 |
|
| S3 |
1.5678 |
1.5729 |
1.5840 |
|
| S4 |
1.5594 |
1.5645 |
1.5817 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6725 |
1.6601 |
1.6012 |
|
| R3 |
1.6405 |
1.6281 |
1.5924 |
|
| R2 |
1.6085 |
1.6085 |
1.5895 |
|
| R1 |
1.5961 |
1.5961 |
1.5865 |
1.6023 |
| PP |
1.5765 |
1.5765 |
1.5765 |
1.5797 |
| S1 |
1.5641 |
1.5641 |
1.5807 |
1.5703 |
| S2 |
1.5445 |
1.5445 |
1.5777 |
|
| S3 |
1.5125 |
1.5321 |
1.5748 |
|
| S4 |
1.4805 |
1.5001 |
1.5660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5890 |
1.5590 |
0.0300 |
1.9% |
0.0074 |
0.5% |
91% |
False |
False |
204,837 |
| 10 |
1.5890 |
1.5570 |
0.0320 |
2.0% |
0.0088 |
0.6% |
92% |
False |
False |
209,985 |
| 20 |
1.5890 |
1.5391 |
0.0499 |
3.1% |
0.0073 |
0.5% |
95% |
False |
False |
204,057 |
| 40 |
1.5890 |
1.5243 |
0.0647 |
4.1% |
0.0074 |
0.5% |
96% |
False |
False |
114,463 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0066 |
0.4% |
95% |
False |
False |
76,532 |
| 80 |
1.5895 |
1.5225 |
0.0670 |
4.2% |
0.0063 |
0.4% |
95% |
False |
False |
57,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6237 |
|
2.618 |
1.6100 |
|
1.618 |
1.6016 |
|
1.000 |
1.5964 |
|
0.618 |
1.5932 |
|
HIGH |
1.5880 |
|
0.618 |
1.5848 |
|
0.500 |
1.5838 |
|
0.382 |
1.5828 |
|
LOW |
1.5796 |
|
0.618 |
1.5744 |
|
1.000 |
1.5712 |
|
1.618 |
1.5660 |
|
2.618 |
1.5576 |
|
4.250 |
1.5439 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5855 |
1.5833 |
| PP |
1.5846 |
1.5802 |
| S1 |
1.5838 |
1.5772 |
|