CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5633 |
1.5683 |
0.0050 |
0.3% |
1.5813 |
| High |
1.5671 |
1.5685 |
0.0014 |
0.1% |
1.5867 |
| Low |
1.5592 |
1.5626 |
0.0034 |
0.2% |
1.5592 |
| Close |
1.5616 |
1.5653 |
0.0037 |
0.2% |
1.5653 |
| Range |
0.0079 |
0.0059 |
-0.0020 |
-25.3% |
0.0275 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
233,124 |
201,891 |
-31,233 |
-13.4% |
960,250 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5832 |
1.5801 |
1.5685 |
|
| R3 |
1.5773 |
1.5742 |
1.5669 |
|
| R2 |
1.5714 |
1.5714 |
1.5664 |
|
| R1 |
1.5683 |
1.5683 |
1.5658 |
1.5669 |
| PP |
1.5655 |
1.5655 |
1.5655 |
1.5648 |
| S1 |
1.5624 |
1.5624 |
1.5648 |
1.5610 |
| S2 |
1.5596 |
1.5596 |
1.5642 |
|
| S3 |
1.5537 |
1.5565 |
1.5637 |
|
| S4 |
1.5478 |
1.5506 |
1.5621 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6529 |
1.6366 |
1.5804 |
|
| R3 |
1.6254 |
1.6091 |
1.5729 |
|
| R2 |
1.5979 |
1.5979 |
1.5703 |
|
| R1 |
1.5816 |
1.5816 |
1.5678 |
1.5760 |
| PP |
1.5704 |
1.5704 |
1.5704 |
1.5676 |
| S1 |
1.5541 |
1.5541 |
1.5628 |
1.5485 |
| S2 |
1.5429 |
1.5429 |
1.5603 |
|
| S3 |
1.5154 |
1.5266 |
1.5577 |
|
| S4 |
1.4879 |
1.4991 |
1.5502 |
|
|
| 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% |
0.0089 |
0.6% |
22% |
False |
False |
192,050 |
| 10 |
1.5955 |
1.5592 |
0.0363 |
2.3% |
0.0093 |
0.6% |
17% |
False |
False |
211,497 |
| 20 |
1.5955 |
1.5570 |
0.0385 |
2.5% |
0.0089 |
0.6% |
22% |
False |
False |
208,749 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.5% |
0.0085 |
0.5% |
58% |
False |
False |
160,782 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0072 |
0.5% |
58% |
False |
False |
107,466 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0066 |
0.4% |
58% |
False |
False |
80,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5936 |
|
2.618 |
1.5839 |
|
1.618 |
1.5780 |
|
1.000 |
1.5744 |
|
0.618 |
1.5721 |
|
HIGH |
1.5685 |
|
0.618 |
1.5662 |
|
0.500 |
1.5656 |
|
0.382 |
1.5649 |
|
LOW |
1.5626 |
|
0.618 |
1.5590 |
|
1.000 |
1.5567 |
|
1.618 |
1.5531 |
|
2.618 |
1.5472 |
|
4.250 |
1.5375 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5656 |
1.5653 |
| PP |
1.5655 |
1.5652 |
| S1 |
1.5654 |
1.5652 |
|