CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4794 |
1.4756 |
-0.0038 |
-0.3% |
1.4691 |
| High |
1.4820 |
1.4785 |
-0.0035 |
-0.2% |
1.4877 |
| Low |
1.4745 |
1.4730 |
-0.0015 |
-0.1% |
1.4619 |
| Close |
1.4758 |
1.4741 |
-0.0017 |
-0.1% |
1.4758 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.7% |
0.0258 |
| ATR |
0.0123 |
0.0118 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
243,083 |
195,256 |
-47,827 |
-19.7% |
1,125,968 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4917 |
1.4884 |
1.4771 |
|
| R3 |
1.4862 |
1.4829 |
1.4756 |
|
| R2 |
1.4807 |
1.4807 |
1.4751 |
|
| R1 |
1.4774 |
1.4774 |
1.4746 |
1.4763 |
| PP |
1.4752 |
1.4752 |
1.4752 |
1.4747 |
| S1 |
1.4719 |
1.4719 |
1.4736 |
1.4708 |
| S2 |
1.4697 |
1.4697 |
1.4731 |
|
| S3 |
1.4642 |
1.4664 |
1.4726 |
|
| S4 |
1.4587 |
1.4609 |
1.4711 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5525 |
1.5400 |
1.4900 |
|
| R3 |
1.5267 |
1.5142 |
1.4829 |
|
| R2 |
1.5009 |
1.5009 |
1.4805 |
|
| R1 |
1.4884 |
1.4884 |
1.4782 |
1.4947 |
| PP |
1.4751 |
1.4751 |
1.4751 |
1.4783 |
| S1 |
1.4626 |
1.4626 |
1.4734 |
1.4689 |
| S2 |
1.4493 |
1.4493 |
1.4711 |
|
| S3 |
1.4235 |
1.4368 |
1.4687 |
|
| S4 |
1.3977 |
1.4110 |
1.4616 |
|
|
| 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 |
1.8% |
0.0096 |
0.6% |
47% |
False |
False |
215,731 |
| 10 |
1.4937 |
1.4619 |
0.0318 |
2.2% |
0.0097 |
0.7% |
38% |
False |
False |
240,027 |
| 20 |
1.5672 |
1.4619 |
0.1053 |
7.1% |
0.0099 |
0.7% |
12% |
False |
False |
235,060 |
| 40 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0094 |
0.6% |
9% |
False |
False |
221,183 |
| 60 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0090 |
0.6% |
9% |
False |
False |
188,572 |
| 80 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0079 |
0.5% |
9% |
False |
False |
141,660 |
| 100 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0072 |
0.5% |
9% |
False |
False |
113,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5019 |
|
2.618 |
1.4929 |
|
1.618 |
1.4874 |
|
1.000 |
1.4840 |
|
0.618 |
1.4819 |
|
HIGH |
1.4785 |
|
0.618 |
1.4764 |
|
0.500 |
1.4758 |
|
0.382 |
1.4751 |
|
LOW |
1.4730 |
|
0.618 |
1.4696 |
|
1.000 |
1.4675 |
|
1.618 |
1.4641 |
|
2.618 |
1.4586 |
|
4.250 |
1.4496 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4758 |
1.4804 |
| PP |
1.4752 |
1.4783 |
| S1 |
1.4747 |
1.4762 |
|