CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5677 |
1.5689 |
0.0012 |
0.1% |
1.5446 |
| High |
1.5703 |
1.5722 |
0.0019 |
0.1% |
1.5722 |
| Low |
1.5654 |
1.5670 |
0.0016 |
0.1% |
1.5402 |
| Close |
1.5696 |
1.5712 |
0.0016 |
0.1% |
1.5712 |
| Range |
0.0049 |
0.0052 |
0.0003 |
6.1% |
0.0320 |
| ATR |
0.0115 |
0.0111 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
206,446 |
213,281 |
6,835 |
3.3% |
1,022,232 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5857 |
1.5837 |
1.5741 |
|
| R3 |
1.5805 |
1.5785 |
1.5726 |
|
| R2 |
1.5753 |
1.5753 |
1.5722 |
|
| R1 |
1.5733 |
1.5733 |
1.5717 |
1.5743 |
| PP |
1.5701 |
1.5701 |
1.5701 |
1.5707 |
| S1 |
1.5681 |
1.5681 |
1.5707 |
1.5691 |
| S2 |
1.5649 |
1.5649 |
1.5702 |
|
| S3 |
1.5597 |
1.5629 |
1.5698 |
|
| S4 |
1.5545 |
1.5577 |
1.5683 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6572 |
1.6462 |
1.5888 |
|
| R3 |
1.6252 |
1.6142 |
1.5800 |
|
| R2 |
1.5932 |
1.5932 |
1.5771 |
|
| R1 |
1.5822 |
1.5822 |
1.5741 |
1.5877 |
| PP |
1.5612 |
1.5612 |
1.5612 |
1.5640 |
| S1 |
1.5502 |
1.5502 |
1.5683 |
1.5557 |
| S2 |
1.5292 |
1.5292 |
1.5653 |
|
| S3 |
1.4972 |
1.5182 |
1.5624 |
|
| S4 |
1.4652 |
1.4862 |
1.5536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5722 |
1.5402 |
0.0320 |
2.0% |
0.0068 |
0.4% |
97% |
True |
False |
204,446 |
| 10 |
1.5722 |
1.5391 |
0.0331 |
2.1% |
0.0058 |
0.4% |
97% |
True |
False |
198,130 |
| 20 |
1.5722 |
1.5243 |
0.0479 |
3.0% |
0.0084 |
0.5% |
98% |
True |
False |
123,349 |
| 40 |
1.5722 |
1.5235 |
0.0487 |
3.1% |
0.0064 |
0.4% |
98% |
True |
False |
62,137 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0057 |
0.4% |
72% |
False |
False |
41,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5943 |
|
2.618 |
1.5858 |
|
1.618 |
1.5806 |
|
1.000 |
1.5774 |
|
0.618 |
1.5754 |
|
HIGH |
1.5722 |
|
0.618 |
1.5702 |
|
0.500 |
1.5696 |
|
0.382 |
1.5690 |
|
LOW |
1.5670 |
|
0.618 |
1.5638 |
|
1.000 |
1.5618 |
|
1.618 |
1.5586 |
|
2.618 |
1.5534 |
|
4.250 |
1.5449 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5707 |
1.5678 |
| PP |
1.5701 |
1.5643 |
| S1 |
1.5696 |
1.5609 |
|