CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4570 |
1.4625 |
0.0055 |
0.4% |
1.4613 |
| High |
1.4595 |
1.4685 |
0.0090 |
0.6% |
1.4805 |
| Low |
1.4520 |
1.4590 |
0.0070 |
0.5% |
1.4565 |
| Close |
1.4564 |
1.4625 |
0.0061 |
0.4% |
1.4687 |
| Range |
0.0075 |
0.0095 |
0.0020 |
26.7% |
0.0240 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.0% |
0.0000 |
| Volume |
617 |
2,558 |
1,941 |
314.6% |
6,750 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4918 |
1.4867 |
1.4677 |
|
| R3 |
1.4823 |
1.4772 |
1.4651 |
|
| R2 |
1.4728 |
1.4728 |
1.4642 |
|
| R1 |
1.4677 |
1.4677 |
1.4634 |
1.4673 |
| PP |
1.4633 |
1.4633 |
1.4633 |
1.4631 |
| S1 |
1.4582 |
1.4582 |
1.4616 |
1.4578 |
| S2 |
1.4538 |
1.4538 |
1.4608 |
|
| S3 |
1.4443 |
1.4487 |
1.4599 |
|
| S4 |
1.4348 |
1.4392 |
1.4573 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5406 |
1.5286 |
1.4819 |
|
| R3 |
1.5166 |
1.5046 |
1.4753 |
|
| R2 |
1.4926 |
1.4926 |
1.4731 |
|
| R1 |
1.4806 |
1.4806 |
1.4709 |
1.4866 |
| PP |
1.4686 |
1.4686 |
1.4686 |
1.4716 |
| S1 |
1.4566 |
1.4566 |
1.4665 |
1.4626 |
| S2 |
1.4446 |
1.4446 |
1.4643 |
|
| S3 |
1.4206 |
1.4326 |
1.4621 |
|
| S4 |
1.3966 |
1.4086 |
1.4555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4805 |
1.4520 |
0.0285 |
1.9% |
0.0073 |
0.5% |
37% |
False |
False |
1,415 |
| 10 |
1.4834 |
1.4520 |
0.0314 |
2.1% |
0.0084 |
0.6% |
33% |
False |
False |
1,235 |
| 20 |
1.5580 |
1.4520 |
0.1060 |
7.2% |
0.0073 |
0.5% |
10% |
False |
False |
1,058 |
| 40 |
1.5860 |
1.4520 |
0.1340 |
9.2% |
0.0056 |
0.4% |
8% |
False |
False |
720 |
| 60 |
1.5860 |
1.4520 |
0.1340 |
9.2% |
0.0043 |
0.3% |
8% |
False |
False |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5089 |
|
2.618 |
1.4934 |
|
1.618 |
1.4839 |
|
1.000 |
1.4780 |
|
0.618 |
1.4744 |
|
HIGH |
1.4685 |
|
0.618 |
1.4649 |
|
0.500 |
1.4638 |
|
0.382 |
1.4626 |
|
LOW |
1.4590 |
|
0.618 |
1.4531 |
|
1.000 |
1.4495 |
|
1.618 |
1.4436 |
|
2.618 |
1.4341 |
|
4.250 |
1.4186 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4638 |
1.4622 |
| PP |
1.4633 |
1.4618 |
| S1 |
1.4629 |
1.4615 |
|