CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4832 |
1.4842 |
0.0010 |
0.1% |
1.5480 |
| High |
1.4835 |
1.4865 |
0.0030 |
0.2% |
1.5515 |
| Low |
1.4815 |
1.4795 |
-0.0020 |
-0.1% |
1.4920 |
| Close |
1.4831 |
1.4817 |
-0.0014 |
-0.1% |
1.4911 |
| Range |
0.0020 |
0.0070 |
0.0050 |
250.0% |
0.0595 |
| ATR |
0.0105 |
0.0102 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
2,532 |
1,256 |
-1,276 |
-50.4% |
2,259 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5036 |
1.4996 |
1.4856 |
|
| R3 |
1.4966 |
1.4926 |
1.4836 |
|
| R2 |
1.4896 |
1.4896 |
1.4830 |
|
| R1 |
1.4856 |
1.4856 |
1.4823 |
1.4841 |
| PP |
1.4826 |
1.4826 |
1.4826 |
1.4818 |
| S1 |
1.4786 |
1.4786 |
1.4811 |
1.4771 |
| S2 |
1.4756 |
1.4756 |
1.4804 |
|
| S3 |
1.4686 |
1.4716 |
1.4798 |
|
| S4 |
1.4616 |
1.4646 |
1.4779 |
|
|
| 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 |
1.5163 |
|
2.618 |
1.5048 |
|
1.618 |
1.4978 |
|
1.000 |
1.4935 |
|
0.618 |
1.4908 |
|
HIGH |
1.4865 |
|
0.618 |
1.4838 |
|
0.500 |
1.4830 |
|
0.382 |
1.4822 |
|
LOW |
1.4795 |
|
0.618 |
1.4752 |
|
1.000 |
1.4725 |
|
1.618 |
1.4682 |
|
2.618 |
1.4612 |
|
4.250 |
1.4498 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4830 |
1.4883 |
| PP |
1.4826 |
1.4861 |
| S1 |
1.4821 |
1.4839 |
|