CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5688 |
1.5633 |
-0.0055 |
-0.4% |
1.5799 |
| High |
1.5712 |
1.5671 |
-0.0041 |
-0.3% |
1.5955 |
| Low |
1.5627 |
1.5592 |
-0.0035 |
-0.2% |
1.5740 |
| Close |
1.5633 |
1.5616 |
-0.0017 |
-0.1% |
1.5796 |
| Range |
0.0085 |
0.0079 |
-0.0006 |
-7.1% |
0.0215 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
240,160 |
233,124 |
-7,036 |
-2.9% |
1,154,729 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5863 |
1.5819 |
1.5659 |
|
| R3 |
1.5784 |
1.5740 |
1.5638 |
|
| R2 |
1.5705 |
1.5705 |
1.5630 |
|
| R1 |
1.5661 |
1.5661 |
1.5623 |
1.5644 |
| PP |
1.5626 |
1.5626 |
1.5626 |
1.5618 |
| S1 |
1.5582 |
1.5582 |
1.5609 |
1.5565 |
| S2 |
1.5547 |
1.5547 |
1.5602 |
|
| S3 |
1.5468 |
1.5503 |
1.5594 |
|
| S4 |
1.5389 |
1.5424 |
1.5573 |
|
|
| 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 |
1.5592 |
0.0275 |
1.8% |
0.0087 |
0.6% |
9% |
False |
True |
196,284 |
| 10 |
1.5955 |
1.5592 |
0.0363 |
2.3% |
0.0099 |
0.6% |
7% |
False |
True |
209,236 |
| 20 |
1.5955 |
1.5570 |
0.0385 |
2.5% |
0.0089 |
0.6% |
12% |
False |
False |
208,977 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0086 |
0.6% |
52% |
False |
False |
155,779 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0072 |
0.5% |
53% |
False |
False |
104,114 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0066 |
0.4% |
53% |
False |
False |
78,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6007 |
|
2.618 |
1.5878 |
|
1.618 |
1.5799 |
|
1.000 |
1.5750 |
|
0.618 |
1.5720 |
|
HIGH |
1.5671 |
|
0.618 |
1.5641 |
|
0.500 |
1.5632 |
|
0.382 |
1.5622 |
|
LOW |
1.5592 |
|
0.618 |
1.5543 |
|
1.000 |
1.5513 |
|
1.618 |
1.5464 |
|
2.618 |
1.5385 |
|
4.250 |
1.5256 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5632 |
1.5730 |
| PP |
1.5626 |
1.5692 |
| S1 |
1.5621 |
1.5654 |
|