CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5438 |
1.5480 |
0.0042 |
0.3% |
1.5640 |
| High |
1.5465 |
1.5515 |
0.0050 |
0.3% |
1.5645 |
| Low |
1.5430 |
1.5470 |
0.0040 |
0.3% |
1.5422 |
| Close |
1.5438 |
1.5480 |
0.0042 |
0.3% |
1.5438 |
| Range |
0.0035 |
0.0045 |
0.0010 |
28.6% |
0.0223 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,119 |
369 |
-750 |
-67.0% |
2,415 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5623 |
1.5597 |
1.5505 |
|
| R3 |
1.5578 |
1.5552 |
1.5492 |
|
| R2 |
1.5533 |
1.5533 |
1.5488 |
|
| R1 |
1.5507 |
1.5507 |
1.5484 |
1.5503 |
| PP |
1.5488 |
1.5488 |
1.5488 |
1.5486 |
| S1 |
1.5462 |
1.5462 |
1.5476 |
1.5458 |
| S2 |
1.5443 |
1.5443 |
1.5472 |
|
| S3 |
1.5398 |
1.5417 |
1.5468 |
|
| S4 |
1.5353 |
1.5372 |
1.5455 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6171 |
1.6027 |
1.5561 |
|
| R3 |
1.5948 |
1.5804 |
1.5499 |
|
| R2 |
1.5725 |
1.5725 |
1.5479 |
|
| R1 |
1.5581 |
1.5581 |
1.5458 |
1.5542 |
| PP |
1.5502 |
1.5502 |
1.5502 |
1.5482 |
| S1 |
1.5358 |
1.5358 |
1.5418 |
1.5319 |
| S2 |
1.5279 |
1.5279 |
1.5397 |
|
| S3 |
1.5056 |
1.5135 |
1.5377 |
|
| S4 |
1.4833 |
1.4912 |
1.5315 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5706 |
|
2.618 |
1.5633 |
|
1.618 |
1.5588 |
|
1.000 |
1.5560 |
|
0.618 |
1.5543 |
|
HIGH |
1.5515 |
|
0.618 |
1.5498 |
|
0.500 |
1.5493 |
|
0.382 |
1.5487 |
|
LOW |
1.5470 |
|
0.618 |
1.5442 |
|
1.000 |
1.5425 |
|
1.618 |
1.5397 |
|
2.618 |
1.5352 |
|
4.250 |
1.5279 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5493 |
1.5505 |
| PP |
1.5488 |
1.5497 |
| S1 |
1.5484 |
1.5488 |
|