CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5703 |
1.5660 |
-0.0043 |
-0.3% |
1.5813 |
| High |
1.5728 |
1.5672 |
-0.0056 |
-0.4% |
1.5867 |
| Low |
1.5678 |
1.5516 |
-0.0162 |
-1.0% |
1.5592 |
| Close |
1.5714 |
1.5547 |
-0.0167 |
-1.1% |
1.5653 |
| Range |
0.0050 |
0.0156 |
0.0106 |
212.0% |
0.0275 |
| ATR |
0.0101 |
0.0108 |
0.0007 |
6.8% |
0.0000 |
| Volume |
184,428 |
140,262 |
-44,166 |
-23.9% |
960,250 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6046 |
1.5953 |
1.5633 |
|
| R3 |
1.5890 |
1.5797 |
1.5590 |
|
| R2 |
1.5734 |
1.5734 |
1.5576 |
|
| R1 |
1.5641 |
1.5641 |
1.5561 |
1.5610 |
| PP |
1.5578 |
1.5578 |
1.5578 |
1.5563 |
| S1 |
1.5485 |
1.5485 |
1.5533 |
1.5454 |
| S2 |
1.5422 |
1.5422 |
1.5518 |
|
| S3 |
1.5266 |
1.5329 |
1.5504 |
|
| S4 |
1.5110 |
1.5173 |
1.5461 |
|
|
| 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 |
1.5728 |
1.5516 |
0.0212 |
1.4% |
0.0086 |
0.6% |
15% |
False |
True |
199,973 |
| 10 |
1.5867 |
1.5516 |
0.0351 |
2.3% |
0.0091 |
0.6% |
9% |
False |
True |
199,781 |
| 20 |
1.5955 |
1.5516 |
0.0439 |
2.8% |
0.0094 |
0.6% |
7% |
False |
True |
205,861 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0088 |
0.6% |
43% |
False |
False |
168,774 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0074 |
0.5% |
43% |
False |
False |
112,850 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0066 |
0.4% |
43% |
False |
False |
84,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6335 |
|
2.618 |
1.6080 |
|
1.618 |
1.5924 |
|
1.000 |
1.5828 |
|
0.618 |
1.5768 |
|
HIGH |
1.5672 |
|
0.618 |
1.5612 |
|
0.500 |
1.5594 |
|
0.382 |
1.5576 |
|
LOW |
1.5516 |
|
0.618 |
1.5420 |
|
1.000 |
1.5360 |
|
1.618 |
1.5264 |
|
2.618 |
1.5108 |
|
4.250 |
1.4853 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5594 |
1.5622 |
| PP |
1.5578 |
1.5597 |
| S1 |
1.5563 |
1.5572 |
|