CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5762 |
1.5792 |
0.0030 |
0.2% |
1.5595 |
| High |
1.5762 |
1.5792 |
0.0030 |
0.2% |
1.5762 |
| Low |
1.5762 |
1.5730 |
-0.0032 |
-0.2% |
1.5500 |
| Close |
1.5762 |
1.5789 |
0.0027 |
0.2% |
1.5762 |
| Range |
0.0000 |
0.0062 |
0.0062 |
|
0.0262 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
156 |
622 |
466 |
298.7% |
1,205 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5956 |
1.5935 |
1.5823 |
|
| R3 |
1.5894 |
1.5873 |
1.5806 |
|
| R2 |
1.5832 |
1.5832 |
1.5800 |
|
| R1 |
1.5811 |
1.5811 |
1.5795 |
1.5791 |
| PP |
1.5770 |
1.5770 |
1.5770 |
1.5760 |
| S1 |
1.5749 |
1.5749 |
1.5783 |
1.5729 |
| S2 |
1.5708 |
1.5708 |
1.5778 |
|
| S3 |
1.5646 |
1.5687 |
1.5772 |
|
| S4 |
1.5584 |
1.5625 |
1.5755 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6461 |
1.6373 |
1.5906 |
|
| R3 |
1.6199 |
1.6111 |
1.5834 |
|
| R2 |
1.5937 |
1.5937 |
1.5810 |
|
| R1 |
1.5849 |
1.5849 |
1.5786 |
1.5893 |
| PP |
1.5675 |
1.5675 |
1.5675 |
1.5697 |
| S1 |
1.5587 |
1.5587 |
1.5738 |
1.5631 |
| S2 |
1.5413 |
1.5413 |
1.5714 |
|
| S3 |
1.5151 |
1.5325 |
1.5690 |
|
| S4 |
1.4889 |
1.5063 |
1.5618 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6056 |
|
2.618 |
1.5954 |
|
1.618 |
1.5892 |
|
1.000 |
1.5854 |
|
0.618 |
1.5830 |
|
HIGH |
1.5792 |
|
0.618 |
1.5768 |
|
0.500 |
1.5761 |
|
0.382 |
1.5754 |
|
LOW |
1.5730 |
|
0.618 |
1.5692 |
|
1.000 |
1.5668 |
|
1.618 |
1.5630 |
|
2.618 |
1.5568 |
|
4.250 |
1.5467 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5780 |
1.5767 |
| PP |
1.5770 |
1.5746 |
| S1 |
1.5761 |
1.5724 |
|