CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4490 |
1.4435 |
-0.0055 |
-0.4% |
1.4756 |
| High |
1.4537 |
1.4493 |
-0.0044 |
-0.3% |
1.4798 |
| Low |
1.4462 |
1.4429 |
-0.0033 |
-0.2% |
1.4574 |
| Close |
1.4504 |
1.4481 |
-0.0023 |
-0.2% |
1.4631 |
| Range |
0.0075 |
0.0064 |
-0.0011 |
-14.7% |
0.0224 |
| ATR |
0.0125 |
0.0122 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
191,958 |
342,906 |
150,948 |
78.6% |
1,143,475 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4660 |
1.4634 |
1.4516 |
|
| R3 |
1.4596 |
1.4570 |
1.4499 |
|
| R2 |
1.4532 |
1.4532 |
1.4493 |
|
| R1 |
1.4506 |
1.4506 |
1.4487 |
1.4519 |
| PP |
1.4468 |
1.4468 |
1.4468 |
1.4474 |
| S1 |
1.4442 |
1.4442 |
1.4475 |
1.4455 |
| S2 |
1.4404 |
1.4404 |
1.4469 |
|
| S3 |
1.4340 |
1.4378 |
1.4463 |
|
| S4 |
1.4276 |
1.4314 |
1.4446 |
|
|
| 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 |
1.4429 |
0.0369 |
2.5% |
0.0097 |
0.7% |
14% |
False |
True |
268,437 |
| 10 |
1.4877 |
1.4429 |
0.0448 |
3.1% |
0.0091 |
0.6% |
12% |
False |
True |
238,364 |
| 20 |
1.5470 |
1.4429 |
0.1041 |
7.2% |
0.0101 |
0.7% |
5% |
False |
True |
247,607 |
| 40 |
1.5955 |
1.4429 |
0.1526 |
10.5% |
0.0094 |
0.7% |
3% |
False |
True |
225,073 |
| 60 |
1.5955 |
1.4429 |
0.1526 |
10.5% |
0.0087 |
0.6% |
3% |
False |
True |
212,296 |
| 80 |
1.5955 |
1.4429 |
0.1526 |
10.5% |
0.0083 |
0.6% |
3% |
False |
True |
160,149 |
| 100 |
1.5955 |
1.4429 |
0.1526 |
10.5% |
0.0075 |
0.5% |
3% |
False |
True |
128,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4765 |
|
2.618 |
1.4661 |
|
1.618 |
1.4597 |
|
1.000 |
1.4557 |
|
0.618 |
1.4533 |
|
HIGH |
1.4493 |
|
0.618 |
1.4469 |
|
0.500 |
1.4461 |
|
0.382 |
1.4453 |
|
LOW |
1.4429 |
|
0.618 |
1.4389 |
|
1.000 |
1.4365 |
|
1.618 |
1.4325 |
|
2.618 |
1.4261 |
|
4.250 |
1.4157 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4474 |
1.4586 |
| PP |
1.4468 |
1.4551 |
| S1 |
1.4461 |
1.4516 |
|