CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4613 |
1.4675 |
0.0062 |
0.4% |
1.4832 |
| High |
1.4650 |
1.4700 |
0.0050 |
0.3% |
1.4865 |
| Low |
1.4601 |
1.4565 |
-0.0036 |
-0.2% |
1.4567 |
| Close |
1.4605 |
1.4675 |
0.0070 |
0.5% |
1.4585 |
| Range |
0.0049 |
0.0135 |
0.0086 |
175.5% |
0.0298 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.1% |
0.0000 |
| Volume |
692 |
2,027 |
1,335 |
192.9% |
6,627 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5052 |
1.4998 |
1.4749 |
|
| R3 |
1.4917 |
1.4863 |
1.4712 |
|
| R2 |
1.4782 |
1.4782 |
1.4700 |
|
| R1 |
1.4728 |
1.4728 |
1.4687 |
1.4743 |
| PP |
1.4647 |
1.4647 |
1.4647 |
1.4654 |
| S1 |
1.4593 |
1.4593 |
1.4663 |
1.4608 |
| S2 |
1.4512 |
1.4512 |
1.4650 |
|
| S3 |
1.4377 |
1.4458 |
1.4638 |
|
| S4 |
1.4242 |
1.4323 |
1.4601 |
|
|
| 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 |
1.5274 |
|
2.618 |
1.5053 |
|
1.618 |
1.4918 |
|
1.000 |
1.4835 |
|
0.618 |
1.4783 |
|
HIGH |
1.4700 |
|
0.618 |
1.4648 |
|
0.500 |
1.4633 |
|
0.382 |
1.4617 |
|
LOW |
1.4565 |
|
0.618 |
1.4482 |
|
1.000 |
1.4430 |
|
1.618 |
1.4347 |
|
2.618 |
1.4212 |
|
4.250 |
1.3991 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4661 |
1.4661 |
| PP |
1.4647 |
1.4647 |
| S1 |
1.4633 |
1.4633 |
|