CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4712 |
1.4796 |
0.0084 |
0.6% |
1.4984 |
| High |
1.4740 |
1.4877 |
0.0137 |
0.9% |
1.4988 |
| Low |
1.4655 |
1.4765 |
0.0110 |
0.8% |
1.4634 |
| Close |
1.4718 |
1.4857 |
0.0139 |
0.9% |
1.4655 |
| Range |
0.0085 |
0.0112 |
0.0027 |
31.8% |
0.0354 |
| ATR |
0.0121 |
0.0124 |
0.0003 |
2.2% |
0.0000 |
| Volume |
245,333 |
216,892 |
-28,441 |
-11.6% |
1,471,066 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5169 |
1.5125 |
1.4919 |
|
| R3 |
1.5057 |
1.5013 |
1.4888 |
|
| R2 |
1.4945 |
1.4945 |
1.4878 |
|
| R1 |
1.4901 |
1.4901 |
1.4867 |
1.4923 |
| PP |
1.4833 |
1.4833 |
1.4833 |
1.4844 |
| S1 |
1.4789 |
1.4789 |
1.4847 |
1.4811 |
| S2 |
1.4721 |
1.4721 |
1.4836 |
|
| S3 |
1.4609 |
1.4677 |
1.4826 |
|
| S4 |
1.4497 |
1.4565 |
1.4795 |
|
|
| 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 |
1.4877 |
1.4619 |
0.0258 |
1.7% |
0.0100 |
0.7% |
92% |
True |
False |
228,902 |
| 10 |
1.5053 |
1.4619 |
0.0434 |
2.9% |
0.0104 |
0.7% |
55% |
False |
False |
264,229 |
| 20 |
1.5728 |
1.4619 |
0.1109 |
7.5% |
0.0098 |
0.7% |
21% |
False |
False |
232,459 |
| 40 |
1.5955 |
1.4619 |
0.1336 |
9.0% |
0.0093 |
0.6% |
18% |
False |
False |
220,718 |
| 60 |
1.5955 |
1.4619 |
0.1336 |
9.0% |
0.0090 |
0.6% |
18% |
False |
False |
181,339 |
| 80 |
1.5955 |
1.4619 |
0.1336 |
9.0% |
0.0078 |
0.5% |
18% |
False |
False |
136,201 |
| 100 |
1.5955 |
1.4619 |
0.1336 |
9.0% |
0.0073 |
0.5% |
18% |
False |
False |
109,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5353 |
|
2.618 |
1.5170 |
|
1.618 |
1.5058 |
|
1.000 |
1.4989 |
|
0.618 |
1.4946 |
|
HIGH |
1.4877 |
|
0.618 |
1.4834 |
|
0.500 |
1.4821 |
|
0.382 |
1.4808 |
|
LOW |
1.4765 |
|
0.618 |
1.4696 |
|
1.000 |
1.4653 |
|
1.618 |
1.4584 |
|
2.618 |
1.4472 |
|
4.250 |
1.4289 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4845 |
1.4821 |
| PP |
1.4833 |
1.4784 |
| S1 |
1.4821 |
1.4748 |
|