CME Euro FX (E) Future March 2009
| 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 |
1.4519 |
1.4642 |
0.0123 |
0.8% |
1.4807 |
| High |
1.4545 |
1.4642 |
0.0097 |
0.7% |
1.4807 |
| Low |
1.4518 |
1.4615 |
0.0097 |
0.7% |
1.4485 |
| Close |
1.4543 |
1.4613 |
0.0070 |
0.5% |
1.4523 |
| Range |
0.0027 |
0.0027 |
0.0000 |
0.0% |
0.0322 |
| ATR |
|
|
|
|
|
| Volume |
15 |
206 |
191 |
1,273.3% |
221 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4704 |
1.4686 |
1.4628 |
|
| R3 |
1.4677 |
1.4659 |
1.4620 |
|
| R2 |
1.4650 |
1.4650 |
1.4618 |
|
| R1 |
1.4632 |
1.4632 |
1.4615 |
1.4628 |
| PP |
1.4623 |
1.4623 |
1.4623 |
1.4621 |
| S1 |
1.4605 |
1.4605 |
1.4611 |
1.4601 |
| S2 |
1.4596 |
1.4596 |
1.4608 |
|
| S3 |
1.4569 |
1.4578 |
1.4606 |
|
| S4 |
1.4542 |
1.4551 |
1.4598 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5571 |
1.5369 |
1.4700 |
|
| R3 |
1.5249 |
1.5047 |
1.4612 |
|
| R2 |
1.4927 |
1.4927 |
1.4582 |
|
| R1 |
1.4725 |
1.4725 |
1.4553 |
1.4665 |
| PP |
1.4605 |
1.4605 |
1.4605 |
1.4575 |
| S1 |
1.4403 |
1.4403 |
1.4493 |
1.4343 |
| S2 |
1.4283 |
1.4283 |
1.4464 |
|
| S3 |
1.3961 |
1.4081 |
1.4434 |
|
| S4 |
1.3639 |
1.3759 |
1.4346 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4757 |
|
2.618 |
1.4713 |
|
1.618 |
1.4686 |
|
1.000 |
1.4669 |
|
0.618 |
1.4659 |
|
HIGH |
1.4642 |
|
0.618 |
1.4632 |
|
0.500 |
1.4629 |
|
0.382 |
1.4625 |
|
LOW |
1.4615 |
|
0.618 |
1.4598 |
|
1.000 |
1.4588 |
|
1.618 |
1.4571 |
|
2.618 |
1.4544 |
|
4.250 |
1.4500 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4629 |
1.4597 |
| PP |
1.4623 |
1.4580 |
| S1 |
1.4618 |
1.4564 |
|