CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4721 |
1.4490 |
-0.0231 |
-1.6% |
1.4756 |
| High |
1.4743 |
1.4537 |
-0.0206 |
-1.4% |
1.4798 |
| Low |
1.4631 |
1.4462 |
-0.0169 |
-1.2% |
1.4574 |
| Close |
1.4631 |
1.4504 |
-0.0127 |
-0.9% |
1.4631 |
| Range |
0.0112 |
0.0075 |
-0.0037 |
-33.0% |
0.0224 |
| ATR |
0.0122 |
0.0125 |
0.0003 |
2.8% |
0.0000 |
| Volume |
289,381 |
191,958 |
-97,423 |
-33.7% |
1,143,475 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4726 |
1.4690 |
1.4545 |
|
| R3 |
1.4651 |
1.4615 |
1.4525 |
|
| R2 |
1.4576 |
1.4576 |
1.4518 |
|
| R1 |
1.4540 |
1.4540 |
1.4511 |
1.4558 |
| PP |
1.4501 |
1.4501 |
1.4501 |
1.4510 |
| S1 |
1.4465 |
1.4465 |
1.4497 |
1.4483 |
| S2 |
1.4426 |
1.4426 |
1.4490 |
|
| S3 |
1.4351 |
1.4390 |
1.4483 |
|
| S4 |
1.4276 |
1.4315 |
1.4463 |
|
|
| 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 |
1.4462 |
0.0336 |
2.3% |
0.0103 |
0.7% |
13% |
False |
True |
228,035 |
| 10 |
1.4877 |
1.4462 |
0.0415 |
2.9% |
0.0099 |
0.7% |
10% |
False |
True |
221,883 |
| 20 |
1.5470 |
1.4462 |
0.1008 |
6.9% |
0.0100 |
0.7% |
4% |
False |
True |
237,842 |
| 40 |
1.5955 |
1.4462 |
0.1493 |
10.3% |
0.0094 |
0.6% |
3% |
False |
True |
222,796 |
| 60 |
1.5955 |
1.4462 |
0.1493 |
10.3% |
0.0088 |
0.6% |
3% |
False |
True |
206,952 |
| 80 |
1.5955 |
1.4462 |
0.1493 |
10.3% |
0.0083 |
0.6% |
3% |
False |
True |
155,872 |
| 100 |
1.5955 |
1.4462 |
0.1493 |
10.3% |
0.0075 |
0.5% |
3% |
False |
True |
124,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4856 |
|
2.618 |
1.4733 |
|
1.618 |
1.4658 |
|
1.000 |
1.4612 |
|
0.618 |
1.4583 |
|
HIGH |
1.4537 |
|
0.618 |
1.4508 |
|
0.500 |
1.4500 |
|
0.382 |
1.4491 |
|
LOW |
1.4462 |
|
0.618 |
1.4416 |
|
1.000 |
1.4387 |
|
1.618 |
1.4341 |
|
2.618 |
1.4266 |
|
4.250 |
1.4143 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4503 |
1.4630 |
| PP |
1.4501 |
1.4588 |
| S1 |
1.4500 |
1.4546 |
|