CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5847 |
1.5813 |
-0.0034 |
-0.2% |
1.5588 |
| High |
1.5855 |
1.5847 |
-0.0008 |
-0.1% |
1.5890 |
| Low |
1.5750 |
1.5740 |
-0.0010 |
-0.1% |
1.5570 |
| Close |
1.5759 |
1.5770 |
0.0011 |
0.1% |
1.5836 |
| Range |
0.0105 |
0.0107 |
0.0002 |
1.9% |
0.0320 |
| ATR |
0.0112 |
0.0111 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
276,838 |
212,972 |
-63,866 |
-23.1% |
1,078,871 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6107 |
1.6045 |
1.5829 |
|
| R3 |
1.6000 |
1.5938 |
1.5799 |
|
| R2 |
1.5893 |
1.5893 |
1.5790 |
|
| R1 |
1.5831 |
1.5831 |
1.5780 |
1.5809 |
| PP |
1.5786 |
1.5786 |
1.5786 |
1.5774 |
| S1 |
1.5724 |
1.5724 |
1.5760 |
1.5702 |
| S2 |
1.5679 |
1.5679 |
1.5750 |
|
| S3 |
1.5572 |
1.5617 |
1.5741 |
|
| S4 |
1.5465 |
1.5510 |
1.5711 |
|
|
| 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 |
1.5740 |
0.0215 |
1.4% |
0.0110 |
0.7% |
14% |
False |
True |
222,189 |
| 10 |
1.5955 |
1.5570 |
0.0385 |
2.4% |
0.0105 |
0.7% |
52% |
False |
False |
221,664 |
| 20 |
1.5955 |
1.5402 |
0.0553 |
3.5% |
0.0083 |
0.5% |
67% |
False |
False |
207,601 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.5% |
0.0079 |
0.5% |
74% |
False |
False |
131,351 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0068 |
0.4% |
74% |
False |
False |
87,809 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0065 |
0.4% |
74% |
False |
False |
65,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6302 |
|
2.618 |
1.6127 |
|
1.618 |
1.6020 |
|
1.000 |
1.5954 |
|
0.618 |
1.5913 |
|
HIGH |
1.5847 |
|
0.618 |
1.5806 |
|
0.500 |
1.5794 |
|
0.382 |
1.5781 |
|
LOW |
1.5740 |
|
0.618 |
1.5674 |
|
1.000 |
1.5633 |
|
1.618 |
1.5567 |
|
2.618 |
1.5460 |
|
4.250 |
1.5285 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5794 |
1.5848 |
| PP |
1.5786 |
1.5822 |
| S1 |
1.5778 |
1.5796 |
|