CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5800 |
1.5728 |
-0.0072 |
-0.5% |
1.5595 |
| High |
1.5860 |
1.5775 |
-0.0085 |
-0.5% |
1.5762 |
| Low |
1.5755 |
1.5680 |
-0.0075 |
-0.5% |
1.5500 |
| Close |
1.5747 |
1.5683 |
-0.0064 |
-0.4% |
1.5762 |
| Range |
0.0105 |
0.0095 |
-0.0010 |
-9.5% |
0.0262 |
| ATR |
0.0084 |
0.0084 |
0.0001 |
1.0% |
0.0000 |
| Volume |
851 |
826 |
-25 |
-2.9% |
1,205 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5935 |
1.5735 |
|
| R3 |
1.5903 |
1.5840 |
1.5709 |
|
| R2 |
1.5808 |
1.5808 |
1.5700 |
|
| R1 |
1.5745 |
1.5745 |
1.5692 |
1.5729 |
| PP |
1.5713 |
1.5713 |
1.5713 |
1.5705 |
| S1 |
1.5650 |
1.5650 |
1.5674 |
1.5634 |
| S2 |
1.5618 |
1.5618 |
1.5666 |
|
| S3 |
1.5523 |
1.5555 |
1.5657 |
|
| S4 |
1.5428 |
1.5460 |
1.5631 |
|
|
| 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 |
1.6179 |
|
2.618 |
1.6024 |
|
1.618 |
1.5929 |
|
1.000 |
1.5870 |
|
0.618 |
1.5834 |
|
HIGH |
1.5775 |
|
0.618 |
1.5739 |
|
0.500 |
1.5728 |
|
0.382 |
1.5716 |
|
LOW |
1.5680 |
|
0.618 |
1.5621 |
|
1.000 |
1.5585 |
|
1.618 |
1.5526 |
|
2.618 |
1.5431 |
|
4.250 |
1.5276 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5728 |
1.5770 |
| PP |
1.5713 |
1.5741 |
| S1 |
1.5698 |
1.5712 |
|