CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5670 |
1.5561 |
-0.0109 |
-0.7% |
1.5792 |
| High |
1.5780 |
1.5590 |
-0.0190 |
-1.2% |
1.5860 |
| Low |
1.5645 |
1.5560 |
-0.0085 |
-0.5% |
1.5680 |
| Close |
1.5665 |
1.5561 |
-0.0104 |
-0.7% |
1.5720 |
| Range |
0.0135 |
0.0030 |
-0.0105 |
-77.8% |
0.0180 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.4% |
0.0000 |
| Volume |
149 |
637 |
488 |
327.5% |
3,116 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5660 |
1.5641 |
1.5578 |
|
| R3 |
1.5630 |
1.5611 |
1.5569 |
|
| R2 |
1.5600 |
1.5600 |
1.5567 |
|
| R1 |
1.5581 |
1.5581 |
1.5564 |
1.5576 |
| PP |
1.5570 |
1.5570 |
1.5570 |
1.5568 |
| S1 |
1.5551 |
1.5551 |
1.5558 |
1.5546 |
| S2 |
1.5540 |
1.5540 |
1.5556 |
|
| S3 |
1.5510 |
1.5521 |
1.5553 |
|
| S4 |
1.5480 |
1.5491 |
1.5545 |
|
|
| 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 |
1.5718 |
|
2.618 |
1.5669 |
|
1.618 |
1.5639 |
|
1.000 |
1.5620 |
|
0.618 |
1.5609 |
|
HIGH |
1.5590 |
|
0.618 |
1.5579 |
|
0.500 |
1.5575 |
|
0.382 |
1.5571 |
|
LOW |
1.5560 |
|
0.618 |
1.5541 |
|
1.000 |
1.5530 |
|
1.618 |
1.5511 |
|
2.618 |
1.5481 |
|
4.250 |
1.5433 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5575 |
1.5670 |
| PP |
1.5570 |
1.5634 |
| S1 |
1.5566 |
1.5597 |
|