CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4581 |
1.4755 |
0.0174 |
1.2% |
1.4691 |
| High |
1.4666 |
1.4760 |
0.0094 |
0.6% |
1.4877 |
| Low |
1.4574 |
1.4660 |
0.0086 |
0.6% |
1.4619 |
| Close |
1.4634 |
1.4695 |
0.0061 |
0.4% |
1.4758 |
| Range |
0.0092 |
0.0100 |
0.0008 |
8.7% |
0.0258 |
| ATR |
0.0122 |
0.0122 |
0.0000 |
0.3% |
0.0000 |
| Volume |
140,897 |
272,695 |
131,798 |
93.5% |
1,125,968 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5005 |
1.4950 |
1.4750 |
|
| R3 |
1.4905 |
1.4850 |
1.4723 |
|
| R2 |
1.4805 |
1.4805 |
1.4713 |
|
| R1 |
1.4750 |
1.4750 |
1.4704 |
1.4728 |
| PP |
1.4705 |
1.4705 |
1.4705 |
1.4694 |
| S1 |
1.4650 |
1.4650 |
1.4686 |
1.4628 |
| S2 |
1.4605 |
1.4605 |
1.4677 |
|
| S3 |
1.4505 |
1.4550 |
1.4668 |
|
| S4 |
1.4405 |
1.4450 |
1.4640 |
|
|
| 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 |
1.4574 |
0.0303 |
2.1% |
0.0087 |
0.6% |
40% |
False |
False |
213,764 |
| 10 |
1.4926 |
1.4574 |
0.0352 |
2.4% |
0.0099 |
0.7% |
34% |
False |
False |
228,135 |
| 20 |
1.5662 |
1.4574 |
0.1088 |
7.4% |
0.0097 |
0.7% |
11% |
False |
False |
236,079 |
| 40 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0095 |
0.6% |
9% |
False |
False |
222,627 |
| 60 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0089 |
0.6% |
9% |
False |
False |
195,367 |
| 80 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0080 |
0.5% |
9% |
False |
False |
146,814 |
| 100 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0073 |
0.5% |
9% |
False |
False |
117,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5185 |
|
2.618 |
1.5022 |
|
1.618 |
1.4922 |
|
1.000 |
1.4860 |
|
0.618 |
1.4822 |
|
HIGH |
1.4760 |
|
0.618 |
1.4722 |
|
0.500 |
1.4710 |
|
0.382 |
1.4698 |
|
LOW |
1.4660 |
|
0.618 |
1.4598 |
|
1.000 |
1.4560 |
|
1.618 |
1.4498 |
|
2.618 |
1.4398 |
|
4.250 |
1.4235 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4710 |
1.4690 |
| PP |
1.4705 |
1.4685 |
| S1 |
1.4700 |
1.4680 |
|