CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 06-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1.5360 |
1.5320 |
-0.0040 |
-0.3% |
1.5640 |
High |
1.5375 |
1.5325 |
-0.0050 |
-0.3% |
1.5645 |
Low |
1.5350 |
1.5308 |
-0.0042 |
-0.3% |
1.5422 |
Close |
1.5365 |
1.5311 |
-0.0054 |
-0.4% |
1.5438 |
Range |
0.0025 |
0.0017 |
-0.0008 |
-32.0% |
0.0223 |
ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
327 |
430 |
103 |
31.5% |
2,415 |
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5366 |
1.5355 |
1.5320 |
|
R3 |
1.5349 |
1.5338 |
1.5316 |
|
R2 |
1.5332 |
1.5332 |
1.5314 |
|
R1 |
1.5321 |
1.5321 |
1.5313 |
1.5318 |
PP |
1.5315 |
1.5315 |
1.5315 |
1.5313 |
S1 |
1.5304 |
1.5304 |
1.5309 |
1.5301 |
S2 |
1.5298 |
1.5298 |
1.5308 |
|
S3 |
1.5281 |
1.5287 |
1.5306 |
|
S4 |
1.5264 |
1.5270 |
1.5302 |
|
|
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 |
1.5397 |
2.618 |
1.5370 |
1.618 |
1.5353 |
1.000 |
1.5342 |
0.618 |
1.5336 |
HIGH |
1.5325 |
0.618 |
1.5319 |
0.500 |
1.5317 |
0.382 |
1.5314 |
LOW |
1.5308 |
0.618 |
1.5297 |
1.000 |
1.5291 |
1.618 |
1.5280 |
2.618 |
1.5263 |
4.250 |
1.5236 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5317 |
1.5412 |
PP |
1.5315 |
1.5378 |
S1 |
1.5313 |
1.5345 |
|