CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4842 |
1.4762 |
-0.0080 |
-0.5% |
1.5480 |
| High |
1.4865 |
1.4850 |
-0.0015 |
-0.1% |
1.5515 |
| Low |
1.4795 |
1.4760 |
-0.0035 |
-0.2% |
1.4920 |
| Close |
1.4817 |
1.4837 |
0.0020 |
0.1% |
1.4911 |
| Range |
0.0070 |
0.0090 |
0.0020 |
28.6% |
0.0595 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,256 |
1,330 |
74 |
5.9% |
2,259 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5086 |
1.5051 |
1.4887 |
|
| R3 |
1.4996 |
1.4961 |
1.4862 |
|
| R2 |
1.4906 |
1.4906 |
1.4854 |
|
| R1 |
1.4871 |
1.4871 |
1.4845 |
1.4889 |
| PP |
1.4816 |
1.4816 |
1.4816 |
1.4824 |
| S1 |
1.4781 |
1.4781 |
1.4829 |
1.4799 |
| S2 |
1.4726 |
1.4726 |
1.4821 |
|
| S3 |
1.4636 |
1.4691 |
1.4812 |
|
| S4 |
1.4546 |
1.4601 |
1.4788 |
|
|
| 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 |
1.5233 |
|
2.618 |
1.5086 |
|
1.618 |
1.4996 |
|
1.000 |
1.4940 |
|
0.618 |
1.4906 |
|
HIGH |
1.4850 |
|
0.618 |
1.4816 |
|
0.500 |
1.4805 |
|
0.382 |
1.4794 |
|
LOW |
1.4760 |
|
0.618 |
1.4704 |
|
1.000 |
1.4670 |
|
1.618 |
1.4614 |
|
2.618 |
1.4524 |
|
4.250 |
1.4378 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4826 |
1.4829 |
| PP |
1.4816 |
1.4821 |
| S1 |
1.4805 |
1.4813 |
|