CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5867 |
1.5688 |
-0.0179 |
-1.1% |
1.5799 |
| High |
1.5867 |
1.5712 |
-0.0155 |
-1.0% |
1.5955 |
| Low |
1.5710 |
1.5627 |
-0.0083 |
-0.5% |
1.5740 |
| Close |
1.5740 |
1.5633 |
-0.0107 |
-0.7% |
1.5796 |
| Range |
0.0157 |
0.0085 |
-0.0072 |
-45.9% |
0.0215 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.4% |
0.0000 |
| Volume |
133,607 |
240,160 |
106,553 |
79.8% |
1,154,729 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5912 |
1.5858 |
1.5680 |
|
| R3 |
1.5827 |
1.5773 |
1.5656 |
|
| R2 |
1.5742 |
1.5742 |
1.5649 |
|
| R1 |
1.5688 |
1.5688 |
1.5641 |
1.5673 |
| PP |
1.5657 |
1.5657 |
1.5657 |
1.5650 |
| S1 |
1.5603 |
1.5603 |
1.5625 |
1.5588 |
| S2 |
1.5572 |
1.5572 |
1.5617 |
|
| S3 |
1.5487 |
1.5518 |
1.5610 |
|
| S4 |
1.5402 |
1.5433 |
1.5586 |
|
|
| 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 |
1.5627 |
0.0240 |
1.5% |
0.0093 |
0.6% |
3% |
False |
True |
192,253 |
| 10 |
1.5955 |
1.5627 |
0.0328 |
2.1% |
0.0100 |
0.6% |
2% |
False |
True |
201,561 |
| 20 |
1.5955 |
1.5495 |
0.0460 |
2.9% |
0.0091 |
0.6% |
30% |
False |
False |
206,577 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0085 |
0.5% |
55% |
False |
False |
149,979 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0071 |
0.5% |
55% |
False |
False |
100,236 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0066 |
0.4% |
55% |
False |
False |
75,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6073 |
|
2.618 |
1.5935 |
|
1.618 |
1.5850 |
|
1.000 |
1.5797 |
|
0.618 |
1.5765 |
|
HIGH |
1.5712 |
|
0.618 |
1.5680 |
|
0.500 |
1.5670 |
|
0.382 |
1.5659 |
|
LOW |
1.5627 |
|
0.618 |
1.5574 |
|
1.000 |
1.5542 |
|
1.618 |
1.5489 |
|
2.618 |
1.5404 |
|
4.250 |
1.5266 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5670 |
1.5747 |
| PP |
1.5657 |
1.5709 |
| S1 |
1.5645 |
1.5671 |
|