CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5428 |
1.5483 |
0.0055 |
0.4% |
1.5771 |
| High |
1.5480 |
1.5580 |
0.0100 |
0.6% |
1.5780 |
| Low |
1.5422 |
1.5485 |
0.0063 |
0.4% |
1.5520 |
| Close |
1.5459 |
1.5483 |
0.0024 |
0.2% |
1.5580 |
| Range |
0.0058 |
0.0095 |
0.0037 |
63.8% |
0.0260 |
| ATR |
0.0082 |
0.0084 |
0.0003 |
3.4% |
0.0000 |
| Volume |
493 |
332 |
-161 |
-32.7% |
1,524 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5801 |
1.5737 |
1.5535 |
|
| R3 |
1.5706 |
1.5642 |
1.5509 |
|
| R2 |
1.5611 |
1.5611 |
1.5500 |
|
| R1 |
1.5547 |
1.5547 |
1.5492 |
1.5531 |
| PP |
1.5516 |
1.5516 |
1.5516 |
1.5508 |
| S1 |
1.5452 |
1.5452 |
1.5474 |
1.5436 |
| S2 |
1.5421 |
1.5421 |
1.5466 |
|
| S3 |
1.5326 |
1.5357 |
1.5457 |
|
| S4 |
1.5231 |
1.5262 |
1.5431 |
|
|
| 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 |
1.5984 |
|
2.618 |
1.5829 |
|
1.618 |
1.5734 |
|
1.000 |
1.5675 |
|
0.618 |
1.5639 |
|
HIGH |
1.5580 |
|
0.618 |
1.5544 |
|
0.500 |
1.5533 |
|
0.382 |
1.5521 |
|
LOW |
1.5485 |
|
0.618 |
1.5426 |
|
1.000 |
1.5390 |
|
1.618 |
1.5331 |
|
2.618 |
1.5236 |
|
4.250 |
1.5081 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5533 |
1.5501 |
| PP |
1.5516 |
1.5495 |
| S1 |
1.5500 |
1.5489 |
|