CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1.4587 |
1.4613 |
0.0026 |
0.2% |
1.4832 |
High |
1.4655 |
1.4650 |
-0.0005 |
0.0% |
1.4865 |
Low |
1.4567 |
1.4601 |
0.0034 |
0.2% |
1.4567 |
Close |
1.4585 |
1.4605 |
0.0020 |
0.1% |
1.4585 |
Range |
0.0088 |
0.0049 |
-0.0039 |
-44.3% |
0.0298 |
ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.8% |
0.0000 |
Volume |
713 |
692 |
-21 |
-2.9% |
6,627 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4766 |
1.4734 |
1.4632 |
|
R3 |
1.4717 |
1.4685 |
1.4618 |
|
R2 |
1.4668 |
1.4668 |
1.4614 |
|
R1 |
1.4636 |
1.4636 |
1.4609 |
1.4628 |
PP |
1.4619 |
1.4619 |
1.4619 |
1.4614 |
S1 |
1.4587 |
1.4587 |
1.4601 |
1.4579 |
S2 |
1.4570 |
1.4570 |
1.4596 |
|
S3 |
1.4521 |
1.4538 |
1.4592 |
|
S4 |
1.4472 |
1.4489 |
1.4578 |
|
|
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 |
1.4858 |
2.618 |
1.4778 |
1.618 |
1.4729 |
1.000 |
1.4699 |
0.618 |
1.4680 |
HIGH |
1.4650 |
0.618 |
1.4631 |
0.500 |
1.4626 |
0.382 |
1.4620 |
LOW |
1.4601 |
0.618 |
1.4571 |
1.000 |
1.4552 |
1.618 |
1.4522 |
2.618 |
1.4473 |
4.250 |
1.4393 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4626 |
1.4701 |
PP |
1.4619 |
1.4669 |
S1 |
1.4612 |
1.4637 |
|