CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5580 |
1.5640 |
0.0060 |
0.4% |
1.5771 |
| High |
1.5590 |
1.5645 |
0.0055 |
0.4% |
1.5780 |
| Low |
1.5570 |
1.5608 |
0.0038 |
0.2% |
1.5520 |
| Close |
1.5580 |
1.5640 |
0.0060 |
0.4% |
1.5580 |
| Range |
0.0020 |
0.0037 |
0.0017 |
85.0% |
0.0260 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
190 |
263 |
73 |
38.4% |
1,524 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5742 |
1.5728 |
1.5660 |
|
| R3 |
1.5705 |
1.5691 |
1.5650 |
|
| R2 |
1.5668 |
1.5668 |
1.5647 |
|
| R1 |
1.5654 |
1.5654 |
1.5643 |
1.5659 |
| PP |
1.5631 |
1.5631 |
1.5631 |
1.5633 |
| S1 |
1.5617 |
1.5617 |
1.5637 |
1.5622 |
| S2 |
1.5594 |
1.5594 |
1.5633 |
|
| S3 |
1.5557 |
1.5580 |
1.5630 |
|
| S4 |
1.5520 |
1.5543 |
1.5620 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6407 |
1.6253 |
1.5723 |
|
| R3 |
1.6147 |
1.5993 |
1.5652 |
|
| R2 |
1.5887 |
1.5887 |
1.5628 |
|
| R1 |
1.5733 |
1.5733 |
1.5604 |
1.5680 |
| PP |
1.5627 |
1.5627 |
1.5627 |
1.5600 |
| S1 |
1.5473 |
1.5473 |
1.5556 |
1.5420 |
| S2 |
1.5367 |
1.5367 |
1.5532 |
|
| S3 |
1.5107 |
1.5213 |
1.5509 |
|
| S4 |
1.4847 |
1.4953 |
1.5437 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5802 |
|
2.618 |
1.5742 |
|
1.618 |
1.5705 |
|
1.000 |
1.5682 |
|
0.618 |
1.5668 |
|
HIGH |
1.5645 |
|
0.618 |
1.5631 |
|
0.500 |
1.5627 |
|
0.382 |
1.5622 |
|
LOW |
1.5608 |
|
0.618 |
1.5585 |
|
1.000 |
1.5571 |
|
1.618 |
1.5548 |
|
2.618 |
1.5511 |
|
4.250 |
1.5451 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5636 |
1.5621 |
| PP |
1.5631 |
1.5602 |
| S1 |
1.5627 |
1.5583 |
|