CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4984 |
1.4896 |
-0.0088 |
-0.6% |
1.5531 |
| High |
1.4988 |
1.4937 |
-0.0051 |
-0.3% |
1.5593 |
| Low |
1.4860 |
1.4859 |
-0.0001 |
0.0% |
1.4978 |
| Close |
1.4901 |
1.4888 |
-0.0013 |
-0.1% |
1.4982 |
| Range |
0.0128 |
0.0078 |
-0.0050 |
-39.1% |
0.0615 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
392,019 |
274,819 |
-117,200 |
-29.9% |
1,046,980 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5129 |
1.5086 |
1.4931 |
|
| R3 |
1.5051 |
1.5008 |
1.4909 |
|
| R2 |
1.4973 |
1.4973 |
1.4902 |
|
| R1 |
1.4930 |
1.4930 |
1.4895 |
1.4913 |
| PP |
1.4895 |
1.4895 |
1.4895 |
1.4886 |
| S1 |
1.4852 |
1.4852 |
1.4881 |
1.4835 |
| S2 |
1.4817 |
1.4817 |
1.4874 |
|
| S3 |
1.4739 |
1.4774 |
1.4867 |
|
| S4 |
1.4661 |
1.4696 |
1.4845 |
|
|
| 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 |
1.5470 |
1.4859 |
0.0611 |
4.1% |
0.0110 |
0.7% |
5% |
False |
True |
268,724 |
| 10 |
1.5662 |
1.4859 |
0.0803 |
5.4% |
0.0092 |
0.6% |
4% |
False |
True |
243,549 |
| 20 |
1.5867 |
1.4859 |
0.1008 |
6.8% |
0.0092 |
0.6% |
3% |
False |
True |
221,665 |
| 40 |
1.5955 |
1.4859 |
0.1096 |
7.4% |
0.0085 |
0.6% |
3% |
False |
True |
211,982 |
| 60 |
1.5955 |
1.4859 |
0.1096 |
7.4% |
0.0080 |
0.5% |
3% |
False |
True |
153,324 |
| 80 |
1.5955 |
1.4859 |
0.1096 |
7.4% |
0.0073 |
0.5% |
3% |
False |
True |
115,164 |
| 100 |
1.5955 |
1.4859 |
0.1096 |
7.4% |
0.0070 |
0.5% |
3% |
False |
True |
92,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5269 |
|
2.618 |
1.5141 |
|
1.618 |
1.5063 |
|
1.000 |
1.5015 |
|
0.618 |
1.4985 |
|
HIGH |
1.4937 |
|
0.618 |
1.4907 |
|
0.500 |
1.4898 |
|
0.382 |
1.4889 |
|
LOW |
1.4859 |
|
0.618 |
1.4811 |
|
1.000 |
1.4781 |
|
1.618 |
1.4733 |
|
2.618 |
1.4655 |
|
4.250 |
1.4528 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4898 |
1.4956 |
| PP |
1.4895 |
1.4933 |
| S1 |
1.4891 |
1.4911 |
|