CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1.4834 |
1.4587 |
-0.0247 |
-1.7% |
1.4832 |
High |
1.4834 |
1.4655 |
-0.0179 |
-1.2% |
1.4865 |
Low |
1.4700 |
1.4567 |
-0.0133 |
-0.9% |
1.4567 |
Close |
1.4718 |
1.4585 |
-0.0133 |
-0.9% |
1.4585 |
Range |
0.0134 |
0.0088 |
-0.0046 |
-34.3% |
0.0298 |
ATR |
0.0104 |
0.0107 |
0.0003 |
3.3% |
0.0000 |
Volume |
796 |
713 |
-83 |
-10.4% |
6,627 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4866 |
1.4814 |
1.4633 |
|
R3 |
1.4778 |
1.4726 |
1.4609 |
|
R2 |
1.4690 |
1.4690 |
1.4601 |
|
R1 |
1.4638 |
1.4638 |
1.4593 |
1.4620 |
PP |
1.4602 |
1.4602 |
1.4602 |
1.4594 |
S1 |
1.4550 |
1.4550 |
1.4577 |
1.4532 |
S2 |
1.4514 |
1.4514 |
1.4569 |
|
S3 |
1.4426 |
1.4462 |
1.4561 |
|
S4 |
1.4338 |
1.4374 |
1.4537 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5566 |
1.5374 |
1.4749 |
|
R3 |
1.5268 |
1.5076 |
1.4667 |
|
R2 |
1.4970 |
1.4970 |
1.4640 |
|
R1 |
1.4778 |
1.4778 |
1.4612 |
1.4725 |
PP |
1.4672 |
1.4672 |
1.4672 |
1.4646 |
S1 |
1.4480 |
1.4480 |
1.4558 |
1.4427 |
S2 |
1.4374 |
1.4374 |
1.4530 |
|
S3 |
1.4076 |
1.4182 |
1.4503 |
|
S4 |
1.3778 |
1.3884 |
1.4421 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5029 |
2.618 |
1.4885 |
1.618 |
1.4797 |
1.000 |
1.4743 |
0.618 |
1.4709 |
HIGH |
1.4655 |
0.618 |
1.4621 |
0.500 |
1.4611 |
0.382 |
1.4601 |
LOW |
1.4567 |
0.618 |
1.4513 |
1.000 |
1.4479 |
1.618 |
1.4425 |
2.618 |
1.4337 |
4.250 |
1.4193 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4611 |
1.4709 |
PP |
1.4602 |
1.4667 |
S1 |
1.4594 |
1.4626 |
|