CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5799 |
1.5935 |
0.0136 |
0.9% |
1.5588 |
| High |
1.5880 |
1.5955 |
0.0075 |
0.5% |
1.5890 |
| Low |
1.5796 |
1.5814 |
0.0018 |
0.1% |
1.5570 |
| Close |
1.5863 |
1.5823 |
-0.0040 |
-0.3% |
1.5836 |
| Range |
0.0084 |
0.0141 |
0.0057 |
67.9% |
0.0320 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.0% |
0.0000 |
| Volume |
253,117 |
188,740 |
-64,377 |
-25.4% |
1,078,871 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6287 |
1.6196 |
1.5901 |
|
| R3 |
1.6146 |
1.6055 |
1.5862 |
|
| R2 |
1.6005 |
1.6005 |
1.5849 |
|
| R1 |
1.5914 |
1.5914 |
1.5836 |
1.5889 |
| PP |
1.5864 |
1.5864 |
1.5864 |
1.5852 |
| S1 |
1.5773 |
1.5773 |
1.5810 |
1.5748 |
| S2 |
1.5723 |
1.5723 |
1.5797 |
|
| S3 |
1.5582 |
1.5632 |
1.5784 |
|
| S4 |
1.5441 |
1.5491 |
1.5745 |
|
|
| 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 |
1.5955 |
1.5650 |
0.0305 |
1.9% |
0.0094 |
0.6% |
57% |
True |
False |
192,220 |
| 10 |
1.5955 |
1.5570 |
0.0385 |
2.4% |
0.0097 |
0.6% |
66% |
True |
False |
211,941 |
| 20 |
1.5955 |
1.5402 |
0.0553 |
3.5% |
0.0077 |
0.5% |
76% |
True |
False |
202,299 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.5% |
0.0074 |
0.5% |
81% |
True |
False |
119,153 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0067 |
0.4% |
82% |
True |
False |
79,663 |
| 80 |
1.5955 |
1.5225 |
0.0730 |
4.6% |
0.0064 |
0.4% |
82% |
True |
False |
59,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6554 |
|
2.618 |
1.6324 |
|
1.618 |
1.6183 |
|
1.000 |
1.6096 |
|
0.618 |
1.6042 |
|
HIGH |
1.5955 |
|
0.618 |
1.5901 |
|
0.500 |
1.5885 |
|
0.382 |
1.5868 |
|
LOW |
1.5814 |
|
0.618 |
1.5727 |
|
1.000 |
1.5673 |
|
1.618 |
1.5586 |
|
2.618 |
1.5445 |
|
4.250 |
1.5215 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5885 |
1.5867 |
| PP |
1.5864 |
1.5852 |
| S1 |
1.5844 |
1.5838 |
|