CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4563 |
1.4420 |
-0.0143 |
-1.0% |
1.4670 |
| High |
1.4665 |
1.4460 |
-0.0205 |
-1.4% |
1.4715 |
| Low |
1.4570 |
1.4405 |
-0.0165 |
-1.1% |
1.4520 |
| Close |
1.4563 |
1.4436 |
-0.0127 |
-0.9% |
1.4563 |
| Range |
0.0095 |
0.0055 |
-0.0040 |
-42.1% |
0.0195 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
3.6% |
0.0000 |
| Volume |
4,333 |
2,422 |
-1,911 |
-44.1% |
11,318 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4599 |
1.4572 |
1.4466 |
|
| R3 |
1.4544 |
1.4517 |
1.4451 |
|
| R2 |
1.4489 |
1.4489 |
1.4446 |
|
| R1 |
1.4462 |
1.4462 |
1.4441 |
1.4476 |
| PP |
1.4434 |
1.4434 |
1.4434 |
1.4440 |
| S1 |
1.4407 |
1.4407 |
1.4431 |
1.4421 |
| S2 |
1.4379 |
1.4379 |
1.4426 |
|
| S3 |
1.4324 |
1.4352 |
1.4421 |
|
| S4 |
1.4269 |
1.4297 |
1.4406 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5184 |
1.5069 |
1.4670 |
|
| R3 |
1.4989 |
1.4874 |
1.4617 |
|
| R2 |
1.4794 |
1.4794 |
1.4599 |
|
| R1 |
1.4679 |
1.4679 |
1.4581 |
1.4639 |
| PP |
1.4599 |
1.4599 |
1.4599 |
1.4580 |
| S1 |
1.4484 |
1.4484 |
1.4545 |
1.4444 |
| S2 |
1.4404 |
1.4404 |
1.4527 |
|
| S3 |
1.4209 |
1.4289 |
1.4509 |
|
| S4 |
1.4014 |
1.4094 |
1.4456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4715 |
1.4405 |
0.0310 |
2.1% |
0.0082 |
0.6% |
10% |
False |
True |
2,564 |
| 10 |
1.4805 |
1.4405 |
0.0400 |
2.8% |
0.0081 |
0.6% |
8% |
False |
True |
1,979 |
| 20 |
1.5390 |
1.4405 |
0.0985 |
6.8% |
0.0076 |
0.5% |
3% |
False |
True |
1,450 |
| 40 |
1.5860 |
1.4405 |
0.1455 |
10.1% |
0.0060 |
0.4% |
2% |
False |
True |
929 |
| 60 |
1.5860 |
1.4405 |
0.1455 |
10.1% |
0.0047 |
0.3% |
2% |
False |
True |
718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4694 |
|
2.618 |
1.4604 |
|
1.618 |
1.4549 |
|
1.000 |
1.4515 |
|
0.618 |
1.4494 |
|
HIGH |
1.4460 |
|
0.618 |
1.4439 |
|
0.500 |
1.4433 |
|
0.382 |
1.4426 |
|
LOW |
1.4405 |
|
0.618 |
1.4371 |
|
1.000 |
1.4350 |
|
1.618 |
1.4316 |
|
2.618 |
1.4261 |
|
4.250 |
1.4171 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4435 |
1.4560 |
| PP |
1.4434 |
1.4519 |
| S1 |
1.4433 |
1.4477 |
|