CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5531 |
1.5455 |
-0.0076 |
-0.5% |
1.5703 |
| High |
1.5593 |
1.5459 |
-0.0134 |
-0.9% |
1.5728 |
| Low |
1.5526 |
1.5417 |
-0.0109 |
-0.7% |
1.5485 |
| Close |
1.5554 |
1.5439 |
-0.0115 |
-0.7% |
1.5512 |
| Range |
0.0067 |
0.0042 |
-0.0025 |
-37.3% |
0.0243 |
| ATR |
0.0103 |
0.0106 |
0.0002 |
2.3% |
0.0000 |
| Volume |
222,596 |
147,601 |
-74,995 |
-33.7% |
1,046,368 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5564 |
1.5544 |
1.5462 |
|
| R3 |
1.5522 |
1.5502 |
1.5451 |
|
| R2 |
1.5480 |
1.5480 |
1.5447 |
|
| R1 |
1.5460 |
1.5460 |
1.5443 |
1.5449 |
| PP |
1.5438 |
1.5438 |
1.5438 |
1.5433 |
| S1 |
1.5418 |
1.5418 |
1.5435 |
1.5407 |
| S2 |
1.5396 |
1.5396 |
1.5431 |
|
| S3 |
1.5354 |
1.5376 |
1.5427 |
|
| S4 |
1.5312 |
1.5334 |
1.5416 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6151 |
1.5646 |
|
| R3 |
1.6061 |
1.5908 |
1.5579 |
|
| R2 |
1.5818 |
1.5818 |
1.5557 |
|
| R1 |
1.5665 |
1.5665 |
1.5534 |
1.5620 |
| PP |
1.5575 |
1.5575 |
1.5575 |
1.5553 |
| S1 |
1.5422 |
1.5422 |
1.5490 |
1.5377 |
| S2 |
1.5332 |
1.5332 |
1.5467 |
|
| S3 |
1.5089 |
1.5179 |
1.5445 |
|
| S4 |
1.4846 |
1.4936 |
1.5378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5662 |
1.5417 |
0.0245 |
1.6% |
0.0075 |
0.5% |
9% |
False |
True |
218,375 |
| 10 |
1.5728 |
1.5417 |
0.0311 |
2.0% |
0.0080 |
0.5% |
7% |
False |
True |
209,174 |
| 20 |
1.5955 |
1.5417 |
0.0538 |
3.5% |
0.0088 |
0.6% |
4% |
False |
True |
202,539 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0080 |
0.5% |
28% |
False |
False |
194,641 |
| 60 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0078 |
0.5% |
28% |
False |
False |
130,997 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.7% |
0.0069 |
0.4% |
28% |
False |
False |
98,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5638 |
|
2.618 |
1.5569 |
|
1.618 |
1.5527 |
|
1.000 |
1.5501 |
|
0.618 |
1.5485 |
|
HIGH |
1.5459 |
|
0.618 |
1.5443 |
|
0.500 |
1.5438 |
|
0.382 |
1.5433 |
|
LOW |
1.5417 |
|
0.618 |
1.5391 |
|
1.000 |
1.5375 |
|
1.618 |
1.5349 |
|
2.618 |
1.5307 |
|
4.250 |
1.5239 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5439 |
1.5505 |
| PP |
1.5438 |
1.5483 |
| S1 |
1.5438 |
1.5461 |
|