CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4762 |
1.4834 |
0.0072 |
0.5% |
1.5480 |
| High |
1.4850 |
1.4834 |
-0.0016 |
-0.1% |
1.5515 |
| Low |
1.4760 |
1.4700 |
-0.0060 |
-0.4% |
1.4920 |
| Close |
1.4837 |
1.4718 |
-0.0119 |
-0.8% |
1.4911 |
| Range |
0.0090 |
0.0134 |
0.0044 |
48.9% |
0.0595 |
| ATR |
0.0101 |
0.0104 |
0.0003 |
2.5% |
0.0000 |
| Volume |
1,330 |
796 |
-534 |
-40.2% |
2,259 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5153 |
1.5069 |
1.4792 |
|
| R3 |
1.5019 |
1.4935 |
1.4755 |
|
| R2 |
1.4885 |
1.4885 |
1.4743 |
|
| R1 |
1.4801 |
1.4801 |
1.4730 |
1.4776 |
| PP |
1.4751 |
1.4751 |
1.4751 |
1.4738 |
| S1 |
1.4667 |
1.4667 |
1.4706 |
1.4642 |
| S2 |
1.4617 |
1.4617 |
1.4693 |
|
| S3 |
1.4483 |
1.4533 |
1.4681 |
|
| S4 |
1.4349 |
1.4399 |
1.4644 |
|
|
| 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 |
1.5404 |
|
2.618 |
1.5185 |
|
1.618 |
1.5051 |
|
1.000 |
1.4968 |
|
0.618 |
1.4917 |
|
HIGH |
1.4834 |
|
0.618 |
1.4783 |
|
0.500 |
1.4767 |
|
0.382 |
1.4751 |
|
LOW |
1.4700 |
|
0.618 |
1.4617 |
|
1.000 |
1.4566 |
|
1.618 |
1.4483 |
|
2.618 |
1.4349 |
|
4.250 |
1.4131 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4767 |
1.4783 |
| PP |
1.4751 |
1.4761 |
| S1 |
1.4734 |
1.4740 |
|