CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4889 |
1.4895 |
0.0006 |
0.0% |
1.5531 |
| High |
1.4918 |
1.4926 |
0.0008 |
0.1% |
1.5593 |
| Low |
1.4825 |
1.4755 |
-0.0070 |
-0.5% |
1.4978 |
| Close |
1.4907 |
1.4788 |
-0.0119 |
-0.8% |
1.4982 |
| Range |
0.0093 |
0.0171 |
0.0078 |
83.9% |
0.0615 |
| ATR |
0.0120 |
0.0123 |
0.0004 |
3.1% |
0.0000 |
| Volume |
257,688 |
284,914 |
27,226 |
10.6% |
1,046,980 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5336 |
1.5233 |
1.4882 |
|
| R3 |
1.5165 |
1.5062 |
1.4835 |
|
| R2 |
1.4994 |
1.4994 |
1.4819 |
|
| R1 |
1.4891 |
1.4891 |
1.4804 |
1.4857 |
| PP |
1.4823 |
1.4823 |
1.4823 |
1.4806 |
| S1 |
1.4720 |
1.4720 |
1.4772 |
1.4686 |
| S2 |
1.4652 |
1.4652 |
1.4757 |
|
| S3 |
1.4481 |
1.4549 |
1.4741 |
|
| S4 |
1.4310 |
1.4378 |
1.4694 |
|
|
| 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 |
1.5053 |
1.4755 |
0.0298 |
2.0% |
0.0109 |
0.7% |
11% |
False |
True |
299,557 |
| 10 |
1.5593 |
1.4755 |
0.0838 |
5.7% |
0.0099 |
0.7% |
4% |
False |
True |
251,466 |
| 20 |
1.5867 |
1.4755 |
0.1112 |
7.5% |
0.0095 |
0.6% |
3% |
False |
True |
224,305 |
| 40 |
1.5955 |
1.4755 |
0.1200 |
8.1% |
0.0089 |
0.6% |
3% |
False |
True |
215,953 |
| 60 |
1.5955 |
1.4755 |
0.1200 |
8.1% |
0.0084 |
0.6% |
3% |
False |
True |
162,336 |
| 80 |
1.5955 |
1.4755 |
0.1200 |
8.1% |
0.0074 |
0.5% |
3% |
False |
True |
121,933 |
| 100 |
1.5955 |
1.4755 |
0.1200 |
8.1% |
0.0071 |
0.5% |
3% |
False |
True |
97,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5653 |
|
2.618 |
1.5374 |
|
1.618 |
1.5203 |
|
1.000 |
1.5097 |
|
0.618 |
1.5032 |
|
HIGH |
1.4926 |
|
0.618 |
1.4861 |
|
0.500 |
1.4841 |
|
0.382 |
1.4820 |
|
LOW |
1.4755 |
|
0.618 |
1.4649 |
|
1.000 |
1.4584 |
|
1.618 |
1.4478 |
|
2.618 |
1.4307 |
|
4.250 |
1.4028 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4841 |
1.4846 |
| PP |
1.4823 |
1.4827 |
| S1 |
1.4806 |
1.4807 |
|