CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5561 |
1.5544 |
-0.0017 |
-0.1% |
1.5792 |
| High |
1.5590 |
1.5580 |
-0.0010 |
-0.1% |
1.5860 |
| Low |
1.5560 |
1.5520 |
-0.0040 |
-0.3% |
1.5680 |
| Close |
1.5561 |
1.5544 |
-0.0017 |
-0.1% |
1.5720 |
| Range |
0.0030 |
0.0060 |
0.0030 |
100.0% |
0.0180 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
637 |
403 |
-234 |
-36.7% |
3,116 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5728 |
1.5696 |
1.5577 |
|
| R3 |
1.5668 |
1.5636 |
1.5561 |
|
| R2 |
1.5608 |
1.5608 |
1.5555 |
|
| R1 |
1.5576 |
1.5576 |
1.5550 |
1.5574 |
| PP |
1.5548 |
1.5548 |
1.5548 |
1.5547 |
| S1 |
1.5516 |
1.5516 |
1.5539 |
1.5514 |
| S2 |
1.5488 |
1.5488 |
1.5533 |
|
| S3 |
1.5428 |
1.5456 |
1.5528 |
|
| S4 |
1.5368 |
1.5396 |
1.5511 |
|
|
| 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 |
1.5835 |
|
2.618 |
1.5737 |
|
1.618 |
1.5677 |
|
1.000 |
1.5640 |
|
0.618 |
1.5617 |
|
HIGH |
1.5580 |
|
0.618 |
1.5557 |
|
0.500 |
1.5550 |
|
0.382 |
1.5543 |
|
LOW |
1.5520 |
|
0.618 |
1.5483 |
|
1.000 |
1.5460 |
|
1.618 |
1.5423 |
|
2.618 |
1.5363 |
|
4.250 |
1.5265 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5550 |
1.5650 |
| PP |
1.5548 |
1.5615 |
| S1 |
1.5546 |
1.5579 |
|