CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5320 |
1.5222 |
-0.0098 |
-0.6% |
1.5640 |
| High |
1.5325 |
1.5390 |
0.0065 |
0.4% |
1.5645 |
| Low |
1.5308 |
1.5211 |
-0.0097 |
-0.6% |
1.5422 |
| Close |
1.5311 |
1.5222 |
-0.0089 |
-0.6% |
1.5438 |
| Range |
0.0017 |
0.0179 |
0.0162 |
952.9% |
0.0223 |
| ATR |
0.0083 |
0.0090 |
0.0007 |
8.2% |
0.0000 |
| Volume |
430 |
493 |
63 |
14.7% |
2,415 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5811 |
1.5696 |
1.5320 |
|
| R3 |
1.5632 |
1.5517 |
1.5271 |
|
| R2 |
1.5453 |
1.5453 |
1.5255 |
|
| R1 |
1.5338 |
1.5338 |
1.5238 |
1.5312 |
| PP |
1.5274 |
1.5274 |
1.5274 |
1.5261 |
| S1 |
1.5159 |
1.5159 |
1.5206 |
1.5133 |
| S2 |
1.5095 |
1.5095 |
1.5189 |
|
| S3 |
1.4916 |
1.4980 |
1.5173 |
|
| S4 |
1.4737 |
1.4801 |
1.5124 |
|
|
| 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 |
1.6151 |
|
2.618 |
1.5859 |
|
1.618 |
1.5680 |
|
1.000 |
1.5569 |
|
0.618 |
1.5501 |
|
HIGH |
1.5390 |
|
0.618 |
1.5322 |
|
0.500 |
1.5301 |
|
0.382 |
1.5279 |
|
LOW |
1.5211 |
|
0.618 |
1.5100 |
|
1.000 |
1.5032 |
|
1.618 |
1.4921 |
|
2.618 |
1.4742 |
|
4.250 |
1.4450 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5301 |
1.5301 |
| PP |
1.5274 |
1.5274 |
| S1 |
1.5248 |
1.5248 |
|