CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 08-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1.5222 |
1.4934 |
-0.0288 |
-1.9% |
1.5480 |
High |
1.5390 |
1.4970 |
-0.0420 |
-2.7% |
1.5515 |
Low |
1.5211 |
1.4920 |
-0.0291 |
-1.9% |
1.4920 |
Close |
1.5222 |
1.4911 |
-0.0311 |
-2.0% |
1.4911 |
Range |
0.0179 |
0.0050 |
-0.0129 |
-72.1% |
0.0595 |
ATR |
0.0090 |
0.0105 |
0.0015 |
16.8% |
0.0000 |
Volume |
493 |
640 |
147 |
29.8% |
2,259 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5084 |
1.5047 |
1.4939 |
|
R3 |
1.5034 |
1.4997 |
1.4925 |
|
R2 |
1.4984 |
1.4984 |
1.4920 |
|
R1 |
1.4947 |
1.4947 |
1.4916 |
1.4941 |
PP |
1.4934 |
1.4934 |
1.4934 |
1.4930 |
S1 |
1.4897 |
1.4897 |
1.4906 |
1.4891 |
S2 |
1.4884 |
1.4884 |
1.4902 |
|
S3 |
1.4834 |
1.4847 |
1.4897 |
|
S4 |
1.4784 |
1.4797 |
1.4884 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6900 |
1.6501 |
1.5238 |
|
R3 |
1.6305 |
1.5906 |
1.5075 |
|
R2 |
1.5710 |
1.5710 |
1.5020 |
|
R1 |
1.5311 |
1.5311 |
1.4966 |
1.5213 |
PP |
1.5115 |
1.5115 |
1.5115 |
1.5067 |
S1 |
1.4716 |
1.4716 |
1.4856 |
1.4618 |
S2 |
1.4520 |
1.4520 |
1.4802 |
|
S3 |
1.3925 |
1.4121 |
1.4747 |
|
S4 |
1.3330 |
1.3526 |
1.4584 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5183 |
2.618 |
1.5101 |
1.618 |
1.5051 |
1.000 |
1.5020 |
0.618 |
1.5001 |
HIGH |
1.4970 |
0.618 |
1.4951 |
0.500 |
1.4945 |
0.382 |
1.4939 |
LOW |
1.4920 |
0.618 |
1.4889 |
1.000 |
1.4870 |
1.618 |
1.4839 |
2.618 |
1.4789 |
4.250 |
1.4708 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4945 |
1.5155 |
PP |
1.4934 |
1.5074 |
S1 |
1.4922 |
1.4992 |
|