CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4691 |
1.4662 |
-0.0029 |
-0.2% |
1.4984 |
| High |
1.4720 |
1.4771 |
0.0051 |
0.3% |
1.4988 |
| Low |
1.4667 |
1.4619 |
-0.0048 |
-0.3% |
1.4634 |
| Close |
1.4675 |
1.4745 |
0.0070 |
0.5% |
1.4655 |
| Range |
0.0053 |
0.0152 |
0.0099 |
186.8% |
0.0354 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.8% |
0.0000 |
| Volume |
242,567 |
178,093 |
-64,474 |
-26.6% |
1,471,066 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5168 |
1.5108 |
1.4829 |
|
| R3 |
1.5016 |
1.4956 |
1.4787 |
|
| R2 |
1.4864 |
1.4864 |
1.4773 |
|
| R1 |
1.4804 |
1.4804 |
1.4759 |
1.4834 |
| PP |
1.4712 |
1.4712 |
1.4712 |
1.4727 |
| S1 |
1.4652 |
1.4652 |
1.4731 |
1.4682 |
| S2 |
1.4560 |
1.4560 |
1.4717 |
|
| S3 |
1.4408 |
1.4500 |
1.4703 |
|
| S4 |
1.4256 |
1.4348 |
1.4661 |
|
|
| 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 |
1.4926 |
1.4619 |
0.0307 |
2.1% |
0.0113 |
0.8% |
41% |
False |
True |
244,977 |
| 10 |
1.5470 |
1.4619 |
0.0851 |
5.8% |
0.0112 |
0.8% |
15% |
False |
True |
256,850 |
| 20 |
1.5728 |
1.4619 |
0.1109 |
7.5% |
0.0096 |
0.7% |
11% |
False |
True |
233,012 |
| 40 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0093 |
0.6% |
9% |
False |
True |
218,983 |
| 60 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0087 |
0.6% |
9% |
False |
True |
173,666 |
| 80 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0076 |
0.5% |
9% |
False |
True |
130,439 |
| 100 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0072 |
0.5% |
9% |
False |
True |
104,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5417 |
|
2.618 |
1.5169 |
|
1.618 |
1.5017 |
|
1.000 |
1.4923 |
|
0.618 |
1.4865 |
|
HIGH |
1.4771 |
|
0.618 |
1.4713 |
|
0.500 |
1.4695 |
|
0.382 |
1.4677 |
|
LOW |
1.4619 |
|
0.618 |
1.4525 |
|
1.000 |
1.4467 |
|
1.618 |
1.4373 |
|
2.618 |
1.4221 |
|
4.250 |
1.3973 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4728 |
1.4728 |
| PP |
1.4712 |
1.4712 |
| S1 |
1.4695 |
1.4695 |
|