CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4648 |
1.4761 |
0.0113 |
0.8% |
1.4832 |
| High |
1.4665 |
1.4805 |
0.0140 |
1.0% |
1.4865 |
| Low |
1.4600 |
1.4700 |
0.0100 |
0.7% |
1.4567 |
| Close |
1.4648 |
1.4785 |
0.0137 |
0.9% |
1.4585 |
| Range |
0.0065 |
0.0105 |
0.0040 |
61.5% |
0.0298 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.6% |
0.0000 |
| Volume |
1,047 |
1,308 |
261 |
24.9% |
6,627 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5078 |
1.5037 |
1.4843 |
|
| R3 |
1.4973 |
1.4932 |
1.4814 |
|
| R2 |
1.4868 |
1.4868 |
1.4804 |
|
| R1 |
1.4827 |
1.4827 |
1.4795 |
1.4848 |
| PP |
1.4763 |
1.4763 |
1.4763 |
1.4774 |
| S1 |
1.4722 |
1.4722 |
1.4775 |
1.4743 |
| S2 |
1.4658 |
1.4658 |
1.4766 |
|
| S3 |
1.4553 |
1.4617 |
1.4756 |
|
| S4 |
1.4448 |
1.4512 |
1.4727 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4805 |
1.4565 |
0.0240 |
1.6% |
0.0088 |
0.6% |
92% |
True |
False |
1,157 |
| 10 |
1.4970 |
1.4565 |
0.0405 |
2.7% |
0.0081 |
0.5% |
54% |
False |
False |
1,234 |
| 20 |
1.5645 |
1.4565 |
0.1080 |
7.3% |
0.0068 |
0.5% |
20% |
False |
False |
828 |
| 40 |
1.5860 |
1.4565 |
0.1295 |
8.8% |
0.0052 |
0.4% |
17% |
False |
False |
629 |
| 60 |
1.5860 |
1.4565 |
0.1295 |
8.8% |
0.0039 |
0.3% |
17% |
False |
False |
466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5251 |
|
2.618 |
1.5080 |
|
1.618 |
1.4975 |
|
1.000 |
1.4910 |
|
0.618 |
1.4870 |
|
HIGH |
1.4805 |
|
0.618 |
1.4765 |
|
0.500 |
1.4753 |
|
0.382 |
1.4740 |
|
LOW |
1.4700 |
|
0.618 |
1.4635 |
|
1.000 |
1.4595 |
|
1.618 |
1.4530 |
|
2.618 |
1.4425 |
|
4.250 |
1.4254 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4774 |
1.4752 |
| PP |
1.4763 |
1.4718 |
| S1 |
1.4753 |
1.4685 |
|