CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4710 |
1.4691 |
-0.0019 |
-0.1% |
1.4984 |
| High |
1.4730 |
1.4720 |
-0.0010 |
-0.1% |
1.4988 |
| Low |
1.4634 |
1.4667 |
0.0033 |
0.2% |
1.4634 |
| Close |
1.4655 |
1.4675 |
0.0020 |
0.1% |
1.4655 |
| Range |
0.0096 |
0.0053 |
-0.0043 |
-44.8% |
0.0354 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
261,626 |
242,567 |
-19,059 |
-7.3% |
1,471,066 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4846 |
1.4814 |
1.4704 |
|
| R3 |
1.4793 |
1.4761 |
1.4690 |
|
| R2 |
1.4740 |
1.4740 |
1.4685 |
|
| R1 |
1.4708 |
1.4708 |
1.4680 |
1.4698 |
| PP |
1.4687 |
1.4687 |
1.4687 |
1.4682 |
| S1 |
1.4655 |
1.4655 |
1.4670 |
1.4645 |
| S2 |
1.4634 |
1.4634 |
1.4665 |
|
| S3 |
1.4581 |
1.4602 |
1.4660 |
|
| S4 |
1.4528 |
1.4549 |
1.4646 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5821 |
1.5592 |
1.4850 |
|
| R3 |
1.5467 |
1.5238 |
1.4752 |
|
| R2 |
1.5113 |
1.5113 |
1.4720 |
|
| R1 |
1.4884 |
1.4884 |
1.4687 |
1.4822 |
| PP |
1.4759 |
1.4759 |
1.4759 |
1.4728 |
| S1 |
1.4530 |
1.4530 |
1.4623 |
1.4468 |
| S2 |
1.4405 |
1.4405 |
1.4590 |
|
| S3 |
1.4051 |
1.4176 |
1.4558 |
|
| S4 |
1.3697 |
1.3822 |
1.4460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4937 |
1.4634 |
0.0303 |
2.1% |
0.0098 |
0.7% |
14% |
False |
False |
264,322 |
| 10 |
1.5470 |
1.4634 |
0.0836 |
5.7% |
0.0101 |
0.7% |
5% |
False |
False |
253,801 |
| 20 |
1.5867 |
1.4634 |
0.1233 |
8.4% |
0.0096 |
0.7% |
3% |
False |
False |
230,788 |
| 40 |
1.5955 |
1.4634 |
0.1321 |
9.0% |
0.0090 |
0.6% |
3% |
False |
False |
219,773 |
| 60 |
1.5955 |
1.4634 |
0.1321 |
9.0% |
0.0085 |
0.6% |
3% |
False |
False |
170,710 |
| 80 |
1.5955 |
1.4634 |
0.1321 |
9.0% |
0.0075 |
0.5% |
3% |
False |
False |
128,223 |
| 100 |
1.5955 |
1.4634 |
0.1321 |
9.0% |
0.0071 |
0.5% |
3% |
False |
False |
102,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4945 |
|
2.618 |
1.4859 |
|
1.618 |
1.4806 |
|
1.000 |
1.4773 |
|
0.618 |
1.4753 |
|
HIGH |
1.4720 |
|
0.618 |
1.4700 |
|
0.500 |
1.4694 |
|
0.382 |
1.4687 |
|
LOW |
1.4667 |
|
0.618 |
1.4634 |
|
1.000 |
1.4614 |
|
1.618 |
1.4581 |
|
2.618 |
1.4528 |
|
4.250 |
1.4442 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4694 |
1.4780 |
| PP |
1.4687 |
1.4745 |
| S1 |
1.4681 |
1.4710 |
|