CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4755 |
1.4755 |
0.0000 |
0.0% |
1.4691 |
| High |
1.4760 |
1.4798 |
0.0038 |
0.3% |
1.4877 |
| Low |
1.4660 |
1.4663 |
0.0003 |
0.0% |
1.4619 |
| Close |
1.4695 |
1.4689 |
-0.0006 |
0.0% |
1.4758 |
| Range |
0.0100 |
0.0135 |
0.0035 |
35.0% |
0.0258 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
0.8% |
0.0000 |
| Volume |
272,695 |
245,246 |
-27,449 |
-10.1% |
1,125,968 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5122 |
1.5040 |
1.4763 |
|
| R3 |
1.4987 |
1.4905 |
1.4726 |
|
| R2 |
1.4852 |
1.4852 |
1.4714 |
|
| R1 |
1.4770 |
1.4770 |
1.4701 |
1.4744 |
| PP |
1.4717 |
1.4717 |
1.4717 |
1.4703 |
| S1 |
1.4635 |
1.4635 |
1.4677 |
1.4609 |
| S2 |
1.4582 |
1.4582 |
1.4664 |
|
| S3 |
1.4447 |
1.4500 |
1.4652 |
|
| S4 |
1.4312 |
1.4365 |
1.4615 |
|
|
| 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 |
1.4820 |
1.4574 |
0.0246 |
1.7% |
0.0091 |
0.6% |
47% |
False |
False |
219,435 |
| 10 |
1.4877 |
1.4574 |
0.0303 |
2.1% |
0.0096 |
0.7% |
38% |
False |
False |
224,168 |
| 20 |
1.5593 |
1.4574 |
0.1019 |
6.9% |
0.0097 |
0.7% |
11% |
False |
False |
237,817 |
| 40 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0097 |
0.7% |
8% |
False |
False |
223,610 |
| 60 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0090 |
0.6% |
8% |
False |
False |
199,348 |
| 80 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0082 |
0.6% |
8% |
False |
False |
149,873 |
| 100 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0075 |
0.5% |
8% |
False |
False |
119,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5372 |
|
2.618 |
1.5151 |
|
1.618 |
1.5016 |
|
1.000 |
1.4933 |
|
0.618 |
1.4881 |
|
HIGH |
1.4798 |
|
0.618 |
1.4746 |
|
0.500 |
1.4731 |
|
0.382 |
1.4715 |
|
LOW |
1.4663 |
|
0.618 |
1.4580 |
|
1.000 |
1.4528 |
|
1.618 |
1.4445 |
|
2.618 |
1.4310 |
|
4.250 |
1.4089 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4731 |
1.4688 |
| PP |
1.4717 |
1.4687 |
| S1 |
1.4703 |
1.4686 |
|