CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5689 |
1.5698 |
0.0009 |
0.1% |
1.5446 |
| High |
1.5722 |
1.5730 |
0.0008 |
0.1% |
1.5722 |
| Low |
1.5670 |
1.5675 |
0.0005 |
0.0% |
1.5402 |
| Close |
1.5712 |
1.5690 |
-0.0022 |
-0.1% |
1.5712 |
| Range |
0.0052 |
0.0055 |
0.0003 |
5.8% |
0.0320 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
213,281 |
169,171 |
-44,110 |
-20.7% |
1,022,232 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5863 |
1.5832 |
1.5720 |
|
| R3 |
1.5808 |
1.5777 |
1.5705 |
|
| R2 |
1.5753 |
1.5753 |
1.5700 |
|
| R1 |
1.5722 |
1.5722 |
1.5695 |
1.5710 |
| PP |
1.5698 |
1.5698 |
1.5698 |
1.5693 |
| S1 |
1.5667 |
1.5667 |
1.5685 |
1.5655 |
| S2 |
1.5643 |
1.5643 |
1.5680 |
|
| S3 |
1.5588 |
1.5612 |
1.5675 |
|
| S4 |
1.5533 |
1.5557 |
1.5660 |
|
|
| 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 |
1.5730 |
1.5495 |
0.0235 |
1.5% |
0.0068 |
0.4% |
83% |
True |
False |
196,341 |
| 10 |
1.5730 |
1.5402 |
0.0328 |
2.1% |
0.0058 |
0.4% |
88% |
True |
False |
192,656 |
| 20 |
1.5730 |
1.5243 |
0.0487 |
3.1% |
0.0082 |
0.5% |
92% |
True |
False |
131,686 |
| 40 |
1.5730 |
1.5235 |
0.0495 |
3.2% |
0.0064 |
0.4% |
92% |
True |
False |
66,345 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0057 |
0.4% |
69% |
False |
False |
44,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5964 |
|
2.618 |
1.5874 |
|
1.618 |
1.5819 |
|
1.000 |
1.5785 |
|
0.618 |
1.5764 |
|
HIGH |
1.5730 |
|
0.618 |
1.5709 |
|
0.500 |
1.5703 |
|
0.382 |
1.5696 |
|
LOW |
1.5675 |
|
0.618 |
1.5641 |
|
1.000 |
1.5620 |
|
1.618 |
1.5586 |
|
2.618 |
1.5531 |
|
4.250 |
1.5441 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5703 |
1.5692 |
| PP |
1.5698 |
1.5691 |
| S1 |
1.5694 |
1.5691 |
|