CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5813 |
1.5867 |
0.0054 |
0.3% |
1.5799 |
| High |
1.5850 |
1.5867 |
0.0017 |
0.1% |
1.5955 |
| Low |
1.5786 |
1.5710 |
-0.0076 |
-0.5% |
1.5740 |
| Close |
1.5847 |
1.5740 |
-0.0107 |
-0.7% |
1.5796 |
| Range |
0.0064 |
0.0157 |
0.0093 |
145.3% |
0.0215 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.6% |
0.0000 |
| Volume |
151,468 |
133,607 |
-17,861 |
-11.8% |
1,154,729 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6243 |
1.6149 |
1.5826 |
|
| R3 |
1.6086 |
1.5992 |
1.5783 |
|
| R2 |
1.5929 |
1.5929 |
1.5769 |
|
| R1 |
1.5835 |
1.5835 |
1.5754 |
1.5804 |
| PP |
1.5772 |
1.5772 |
1.5772 |
1.5757 |
| S1 |
1.5678 |
1.5678 |
1.5726 |
1.5647 |
| S2 |
1.5615 |
1.5615 |
1.5711 |
|
| S3 |
1.5458 |
1.5521 |
1.5697 |
|
| S4 |
1.5301 |
1.5364 |
1.5654 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6475 |
1.6351 |
1.5914 |
|
| R3 |
1.6260 |
1.6136 |
1.5855 |
|
| R2 |
1.6045 |
1.6045 |
1.5835 |
|
| R1 |
1.5921 |
1.5921 |
1.5816 |
1.5876 |
| PP |
1.5830 |
1.5830 |
1.5830 |
1.5808 |
| S1 |
1.5706 |
1.5706 |
1.5776 |
1.5661 |
| S2 |
1.5615 |
1.5615 |
1.5757 |
|
| S3 |
1.5400 |
1.5491 |
1.5737 |
|
| S4 |
1.5185 |
1.5276 |
1.5678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5867 |
1.5710 |
0.0157 |
1.0% |
0.0097 |
0.6% |
19% |
True |
True |
199,589 |
| 10 |
1.5955 |
1.5650 |
0.0305 |
1.9% |
0.0096 |
0.6% |
30% |
False |
False |
195,904 |
| 20 |
1.5955 |
1.5495 |
0.0460 |
2.9% |
0.0090 |
0.6% |
53% |
False |
False |
204,953 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.5% |
0.0083 |
0.5% |
70% |
False |
False |
143,993 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0069 |
0.4% |
70% |
False |
False |
96,249 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0066 |
0.4% |
70% |
False |
False |
72,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6534 |
|
2.618 |
1.6278 |
|
1.618 |
1.6121 |
|
1.000 |
1.6024 |
|
0.618 |
1.5964 |
|
HIGH |
1.5867 |
|
0.618 |
1.5807 |
|
0.500 |
1.5789 |
|
0.382 |
1.5770 |
|
LOW |
1.5710 |
|
0.618 |
1.5613 |
|
1.000 |
1.5553 |
|
1.618 |
1.5456 |
|
2.618 |
1.5299 |
|
4.250 |
1.5043 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5789 |
1.5789 |
| PP |
1.5772 |
1.5772 |
| S1 |
1.5756 |
1.5756 |
|