CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1.5640 |
1.5490 |
-0.0150 |
-1.0% |
1.5771 |
High |
1.5645 |
1.5490 |
-0.0155 |
-1.0% |
1.5780 |
Low |
1.5608 |
1.5455 |
-0.0153 |
-1.0% |
1.5520 |
Close |
1.5640 |
1.5474 |
-0.0166 |
-1.1% |
1.5580 |
Range |
0.0037 |
0.0035 |
-0.0002 |
-5.4% |
0.0260 |
ATR |
0.0076 |
0.0083 |
0.0008 |
10.3% |
0.0000 |
Volume |
263 |
208 |
-55 |
-20.9% |
1,524 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5578 |
1.5561 |
1.5493 |
|
R3 |
1.5543 |
1.5526 |
1.5484 |
|
R2 |
1.5508 |
1.5508 |
1.5480 |
|
R1 |
1.5491 |
1.5491 |
1.5477 |
1.5482 |
PP |
1.5473 |
1.5473 |
1.5473 |
1.5469 |
S1 |
1.5456 |
1.5456 |
1.5471 |
1.5447 |
S2 |
1.5438 |
1.5438 |
1.5468 |
|
S3 |
1.5403 |
1.5421 |
1.5464 |
|
S4 |
1.5368 |
1.5386 |
1.5455 |
|
|
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 |
1.5639 |
2.618 |
1.5582 |
1.618 |
1.5547 |
1.000 |
1.5525 |
0.618 |
1.5512 |
HIGH |
1.5490 |
0.618 |
1.5477 |
0.500 |
1.5473 |
0.382 |
1.5468 |
LOW |
1.5455 |
0.618 |
1.5433 |
1.000 |
1.5420 |
1.618 |
1.5398 |
2.618 |
1.5363 |
4.250 |
1.5306 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5474 |
1.5550 |
PP |
1.5473 |
1.5525 |
S1 |
1.5473 |
1.5499 |
|