CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5441 |
1.5053 |
-0.0388 |
-2.5% |
1.5531 |
| High |
1.5470 |
1.5053 |
-0.0417 |
-2.7% |
1.5593 |
| Low |
1.5280 |
1.4978 |
-0.0302 |
-2.0% |
1.4978 |
| Close |
1.5294 |
1.4982 |
-0.0312 |
-2.0% |
1.4982 |
| Range |
0.0190 |
0.0075 |
-0.0115 |
-60.5% |
0.0615 |
| ATR |
0.0110 |
0.0125 |
0.0015 |
13.4% |
0.0000 |
| Volume |
177,451 |
288,345 |
110,894 |
62.5% |
1,046,980 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5229 |
1.5181 |
1.5023 |
|
| R3 |
1.5154 |
1.5106 |
1.5003 |
|
| R2 |
1.5079 |
1.5079 |
1.4996 |
|
| R1 |
1.5031 |
1.5031 |
1.4989 |
1.5018 |
| PP |
1.5004 |
1.5004 |
1.5004 |
1.4998 |
| S1 |
1.4956 |
1.4956 |
1.4975 |
1.4943 |
| S2 |
1.4929 |
1.4929 |
1.4968 |
|
| S3 |
1.4854 |
1.4881 |
1.4961 |
|
| S4 |
1.4779 |
1.4806 |
1.4941 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7029 |
1.6621 |
1.5320 |
|
| R3 |
1.6414 |
1.6006 |
1.5151 |
|
| R2 |
1.5799 |
1.5799 |
1.5095 |
|
| R1 |
1.5391 |
1.5391 |
1.5038 |
1.5288 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5133 |
| S1 |
1.4776 |
1.4776 |
1.4926 |
1.4673 |
| S2 |
1.4569 |
1.4569 |
1.4869 |
|
| S3 |
1.3954 |
1.4161 |
1.4813 |
|
| S4 |
1.3339 |
1.3546 |
1.4644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5593 |
1.4978 |
0.0615 |
4.1% |
0.0091 |
0.6% |
1% |
False |
True |
209,396 |
| 10 |
1.5728 |
1.4978 |
0.0750 |
5.0% |
0.0092 |
0.6% |
1% |
False |
True |
209,334 |
| 20 |
1.5955 |
1.4978 |
0.0977 |
6.5% |
0.0093 |
0.6% |
0% |
False |
True |
210,416 |
| 40 |
1.5955 |
1.4978 |
0.0977 |
6.5% |
0.0083 |
0.6% |
0% |
False |
True |
205,329 |
| 60 |
1.5955 |
1.4978 |
0.0977 |
6.5% |
0.0080 |
0.5% |
0% |
False |
True |
142,240 |
| 80 |
1.5955 |
1.4978 |
0.0977 |
6.5% |
0.0072 |
0.5% |
0% |
False |
True |
106,842 |
| 100 |
1.5955 |
1.4978 |
0.0977 |
6.5% |
0.0069 |
0.5% |
0% |
False |
True |
85,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5372 |
|
2.618 |
1.5249 |
|
1.618 |
1.5174 |
|
1.000 |
1.5128 |
|
0.618 |
1.5099 |
|
HIGH |
1.5053 |
|
0.618 |
1.5024 |
|
0.500 |
1.5016 |
|
0.382 |
1.5007 |
|
LOW |
1.4978 |
|
0.618 |
1.4932 |
|
1.000 |
1.4903 |
|
1.618 |
1.4857 |
|
2.618 |
1.4782 |
|
4.250 |
1.4659 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5016 |
1.5224 |
| PP |
1.5004 |
1.5143 |
| S1 |
1.4993 |
1.5063 |
|