CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4475 |
1.4241 |
-0.0234 |
-1.6% |
1.4490 |
| High |
1.4494 |
1.4340 |
-0.0154 |
-1.1% |
1.4537 |
| Low |
1.4317 |
1.4210 |
-0.0107 |
-0.7% |
1.4210 |
| Close |
1.4317 |
1.4236 |
-0.0081 |
-0.6% |
1.4236 |
| Range |
0.0177 |
0.0130 |
-0.0047 |
-26.6% |
0.0327 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.2% |
0.0000 |
| Volume |
278,542 |
401,818 |
123,276 |
44.3% |
1,215,224 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4652 |
1.4574 |
1.4308 |
|
| R3 |
1.4522 |
1.4444 |
1.4272 |
|
| R2 |
1.4392 |
1.4392 |
1.4260 |
|
| R1 |
1.4314 |
1.4314 |
1.4248 |
1.4288 |
| PP |
1.4262 |
1.4262 |
1.4262 |
1.4249 |
| S1 |
1.4184 |
1.4184 |
1.4224 |
1.4158 |
| S2 |
1.4132 |
1.4132 |
1.4212 |
|
| S3 |
1.4002 |
1.4054 |
1.4200 |
|
| S4 |
1.3872 |
1.3924 |
1.4165 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5309 |
1.5099 |
1.4416 |
|
| R3 |
1.4982 |
1.4772 |
1.4326 |
|
| R2 |
1.4655 |
1.4655 |
1.4296 |
|
| R1 |
1.4445 |
1.4445 |
1.4266 |
1.4387 |
| PP |
1.4328 |
1.4328 |
1.4328 |
1.4298 |
| S1 |
1.4118 |
1.4118 |
1.4206 |
1.4060 |
| S2 |
1.4001 |
1.4001 |
1.4176 |
|
| S3 |
1.3674 |
1.3791 |
1.4146 |
|
| S4 |
1.3347 |
1.3464 |
1.4056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4743 |
1.4210 |
0.0533 |
3.7% |
0.0112 |
0.8% |
5% |
False |
True |
300,921 |
| 10 |
1.4820 |
1.4210 |
0.0610 |
4.3% |
0.0102 |
0.7% |
4% |
False |
True |
260,178 |
| 20 |
1.5053 |
1.4210 |
0.0843 |
5.9% |
0.0103 |
0.7% |
3% |
False |
True |
262,203 |
| 40 |
1.5955 |
1.4210 |
0.1745 |
12.3% |
0.0099 |
0.7% |
1% |
False |
True |
233,583 |
| 60 |
1.5955 |
1.4210 |
0.1745 |
12.3% |
0.0089 |
0.6% |
1% |
False |
True |
221,407 |
| 80 |
1.5955 |
1.4210 |
0.1745 |
12.3% |
0.0085 |
0.6% |
1% |
False |
True |
168,633 |
| 100 |
1.5955 |
1.4210 |
0.1745 |
12.3% |
0.0077 |
0.5% |
1% |
False |
True |
135,033 |
| 120 |
1.5955 |
1.4210 |
0.1745 |
12.3% |
0.0075 |
0.5% |
1% |
False |
True |
112,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4893 |
|
2.618 |
1.4680 |
|
1.618 |
1.4550 |
|
1.000 |
1.4470 |
|
0.618 |
1.4420 |
|
HIGH |
1.4340 |
|
0.618 |
1.4290 |
|
0.500 |
1.4275 |
|
0.382 |
1.4260 |
|
LOW |
1.4210 |
|
0.618 |
1.4130 |
|
1.000 |
1.4080 |
|
1.618 |
1.4000 |
|
2.618 |
1.3870 |
|
4.250 |
1.3658 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4275 |
1.4352 |
| PP |
1.4262 |
1.4313 |
| S1 |
1.4249 |
1.4275 |
|