CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5446 |
1.5441 |
-0.0005 |
0.0% |
1.5703 |
| High |
1.5448 |
1.5470 |
0.0022 |
0.1% |
1.5728 |
| Low |
1.5368 |
1.5280 |
-0.0088 |
-0.6% |
1.5485 |
| Close |
1.5384 |
1.5294 |
-0.0090 |
-0.6% |
1.5512 |
| Range |
0.0080 |
0.0190 |
0.0110 |
137.5% |
0.0243 |
| ATR |
0.0104 |
0.0110 |
0.0006 |
5.9% |
0.0000 |
| Volume |
210,987 |
177,451 |
-33,536 |
-15.9% |
1,046,368 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5918 |
1.5796 |
1.5399 |
|
| R3 |
1.5728 |
1.5606 |
1.5346 |
|
| R2 |
1.5538 |
1.5538 |
1.5329 |
|
| R1 |
1.5416 |
1.5416 |
1.5311 |
1.5382 |
| PP |
1.5348 |
1.5348 |
1.5348 |
1.5331 |
| S1 |
1.5226 |
1.5226 |
1.5277 |
1.5192 |
| S2 |
1.5158 |
1.5158 |
1.5259 |
|
| S3 |
1.4968 |
1.5036 |
1.5242 |
|
| S4 |
1.4778 |
1.4846 |
1.5190 |
|
|
| 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 |
1.5593 |
1.5280 |
0.0313 |
2.0% |
0.0089 |
0.6% |
4% |
False |
True |
203,376 |
| 10 |
1.5728 |
1.5280 |
0.0448 |
2.9% |
0.0091 |
0.6% |
3% |
False |
True |
200,689 |
| 20 |
1.5955 |
1.5280 |
0.0675 |
4.4% |
0.0095 |
0.6% |
2% |
False |
True |
204,963 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.7% |
0.0082 |
0.5% |
7% |
False |
False |
201,009 |
| 60 |
1.5955 |
1.5243 |
0.0712 |
4.7% |
0.0080 |
0.5% |
7% |
False |
False |
137,443 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.7% |
0.0071 |
0.5% |
8% |
False |
False |
103,241 |
| 100 |
1.5955 |
1.5225 |
0.0730 |
4.8% |
0.0069 |
0.5% |
9% |
False |
False |
82,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6278 |
|
2.618 |
1.5967 |
|
1.618 |
1.5777 |
|
1.000 |
1.5660 |
|
0.618 |
1.5587 |
|
HIGH |
1.5470 |
|
0.618 |
1.5397 |
|
0.500 |
1.5375 |
|
0.382 |
1.5353 |
|
LOW |
1.5280 |
|
0.618 |
1.5163 |
|
1.000 |
1.5090 |
|
1.618 |
1.4973 |
|
2.618 |
1.4783 |
|
4.250 |
1.4473 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5375 |
1.5375 |
| PP |
1.5348 |
1.5348 |
| S1 |
1.5321 |
1.5321 |
|