CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5490 |
1.5428 |
-0.0062 |
-0.4% |
1.5771 |
| High |
1.5490 |
1.5480 |
-0.0010 |
-0.1% |
1.5780 |
| Low |
1.5455 |
1.5422 |
-0.0033 |
-0.2% |
1.5520 |
| Close |
1.5474 |
1.5459 |
-0.0015 |
-0.1% |
1.5580 |
| Range |
0.0035 |
0.0058 |
0.0023 |
65.7% |
0.0260 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
208 |
493 |
285 |
137.0% |
1,524 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5628 |
1.5601 |
1.5491 |
|
| R3 |
1.5570 |
1.5543 |
1.5475 |
|
| R2 |
1.5512 |
1.5512 |
1.5470 |
|
| R1 |
1.5485 |
1.5485 |
1.5464 |
1.5499 |
| PP |
1.5454 |
1.5454 |
1.5454 |
1.5460 |
| S1 |
1.5427 |
1.5427 |
1.5454 |
1.5441 |
| S2 |
1.5396 |
1.5396 |
1.5448 |
|
| S3 |
1.5338 |
1.5369 |
1.5443 |
|
| S4 |
1.5280 |
1.5311 |
1.5427 |
|
|
| 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 |
1.5727 |
|
2.618 |
1.5632 |
|
1.618 |
1.5574 |
|
1.000 |
1.5538 |
|
0.618 |
1.5516 |
|
HIGH |
1.5480 |
|
0.618 |
1.5458 |
|
0.500 |
1.5451 |
|
0.382 |
1.5444 |
|
LOW |
1.5422 |
|
0.618 |
1.5386 |
|
1.000 |
1.5364 |
|
1.618 |
1.5328 |
|
2.618 |
1.5270 |
|
4.250 |
1.5176 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5456 |
1.5534 |
| PP |
1.5454 |
1.5509 |
| S1 |
1.5451 |
1.5484 |
|