CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5694 |
1.5724 |
0.0030 |
0.2% |
1.5792 |
| High |
1.5694 |
1.5725 |
0.0031 |
0.2% |
1.5860 |
| Low |
1.5694 |
1.5710 |
0.0016 |
0.1% |
1.5680 |
| Close |
1.5694 |
1.5720 |
0.0026 |
0.2% |
1.5720 |
| Range |
0.0000 |
0.0015 |
0.0015 |
|
0.0180 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
498 |
319 |
-179 |
-35.9% |
3,116 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5763 |
1.5757 |
1.5728 |
|
| R3 |
1.5748 |
1.5742 |
1.5724 |
|
| R2 |
1.5733 |
1.5733 |
1.5723 |
|
| R1 |
1.5727 |
1.5727 |
1.5721 |
1.5723 |
| PP |
1.5718 |
1.5718 |
1.5718 |
1.5716 |
| S1 |
1.5712 |
1.5712 |
1.5719 |
1.5708 |
| S2 |
1.5703 |
1.5703 |
1.5717 |
|
| S3 |
1.5688 |
1.5697 |
1.5716 |
|
| S4 |
1.5673 |
1.5682 |
1.5712 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6293 |
1.6187 |
1.5819 |
|
| R3 |
1.6113 |
1.6007 |
1.5770 |
|
| R2 |
1.5933 |
1.5933 |
1.5753 |
|
| R1 |
1.5827 |
1.5827 |
1.5737 |
1.5790 |
| PP |
1.5753 |
1.5753 |
1.5753 |
1.5735 |
| S1 |
1.5647 |
1.5647 |
1.5704 |
1.5610 |
| S2 |
1.5573 |
1.5573 |
1.5687 |
|
| S3 |
1.5393 |
1.5467 |
1.5671 |
|
| S4 |
1.5213 |
1.5287 |
1.5621 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5789 |
|
2.618 |
1.5764 |
|
1.618 |
1.5749 |
|
1.000 |
1.5740 |
|
0.618 |
1.5734 |
|
HIGH |
1.5725 |
|
0.618 |
1.5719 |
|
0.500 |
1.5718 |
|
0.382 |
1.5716 |
|
LOW |
1.5710 |
|
0.618 |
1.5701 |
|
1.000 |
1.5695 |
|
1.618 |
1.5686 |
|
2.618 |
1.5671 |
|
4.250 |
1.5646 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5719 |
1.5728 |
| PP |
1.5718 |
1.5725 |
| S1 |
1.5718 |
1.5723 |
|