CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4755 |
1.4721 |
-0.0034 |
-0.2% |
1.4756 |
| High |
1.4798 |
1.4743 |
-0.0055 |
-0.4% |
1.4798 |
| Low |
1.4663 |
1.4631 |
-0.0032 |
-0.2% |
1.4574 |
| Close |
1.4689 |
1.4631 |
-0.0058 |
-0.4% |
1.4631 |
| Range |
0.0135 |
0.0112 |
-0.0023 |
-17.0% |
0.0224 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
245,246 |
289,381 |
44,135 |
18.0% |
1,143,475 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5004 |
1.4930 |
1.4693 |
|
| R3 |
1.4892 |
1.4818 |
1.4662 |
|
| R2 |
1.4780 |
1.4780 |
1.4652 |
|
| R1 |
1.4706 |
1.4706 |
1.4641 |
1.4687 |
| PP |
1.4668 |
1.4668 |
1.4668 |
1.4659 |
| S1 |
1.4594 |
1.4594 |
1.4621 |
1.4575 |
| S2 |
1.4556 |
1.4556 |
1.4610 |
|
| S3 |
1.4444 |
1.4482 |
1.4600 |
|
| S4 |
1.4332 |
1.4370 |
1.4569 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5340 |
1.5209 |
1.4754 |
|
| R3 |
1.5116 |
1.4985 |
1.4693 |
|
| R2 |
1.4892 |
1.4892 |
1.4672 |
|
| R1 |
1.4761 |
1.4761 |
1.4652 |
1.4715 |
| PP |
1.4668 |
1.4668 |
1.4668 |
1.4644 |
| S1 |
1.4537 |
1.4537 |
1.4610 |
1.4491 |
| S2 |
1.4444 |
1.4444 |
1.4590 |
|
| S3 |
1.4220 |
1.4313 |
1.4569 |
|
| S4 |
1.3996 |
1.4089 |
1.4508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4798 |
1.4574 |
0.0224 |
1.5% |
0.0099 |
0.7% |
25% |
False |
False |
228,695 |
| 10 |
1.4877 |
1.4574 |
0.0303 |
2.1% |
0.0097 |
0.7% |
19% |
False |
False |
226,944 |
| 20 |
1.5593 |
1.4574 |
0.1019 |
7.0% |
0.0100 |
0.7% |
6% |
False |
False |
239,374 |
| 40 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0095 |
0.7% |
4% |
False |
False |
225,692 |
| 60 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0089 |
0.6% |
4% |
False |
False |
203,986 |
| 80 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0083 |
0.6% |
4% |
False |
False |
153,482 |
| 100 |
1.5955 |
1.4574 |
0.1381 |
9.4% |
0.0076 |
0.5% |
4% |
False |
False |
122,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5219 |
|
2.618 |
1.5036 |
|
1.618 |
1.4924 |
|
1.000 |
1.4855 |
|
0.618 |
1.4812 |
|
HIGH |
1.4743 |
|
0.618 |
1.4700 |
|
0.500 |
1.4687 |
|
0.382 |
1.4674 |
|
LOW |
1.4631 |
|
0.618 |
1.4562 |
|
1.000 |
1.4519 |
|
1.618 |
1.4450 |
|
2.618 |
1.4338 |
|
4.250 |
1.4155 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4687 |
1.4715 |
| PP |
1.4668 |
1.4687 |
| S1 |
1.4650 |
1.4659 |
|