CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5785 |
1.5828 |
0.0043 |
0.3% |
1.5446 |
| High |
1.5831 |
1.5830 |
-0.0001 |
0.0% |
1.5722 |
| Low |
1.5785 |
1.5630 |
-0.0155 |
-1.0% |
1.5402 |
| Close |
1.5828 |
1.5639 |
-0.0189 |
-1.2% |
1.5712 |
| Range |
0.0046 |
0.0200 |
0.0154 |
334.8% |
0.0320 |
| ATR |
0.0105 |
0.0112 |
0.0007 |
6.5% |
0.0000 |
| Volume |
205,889 |
206,111 |
222 |
0.1% |
1,022,232 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6300 |
1.6169 |
1.5749 |
|
| R3 |
1.6100 |
1.5969 |
1.5694 |
|
| R2 |
1.5900 |
1.5900 |
1.5676 |
|
| R1 |
1.5769 |
1.5769 |
1.5657 |
1.5735 |
| PP |
1.5700 |
1.5700 |
1.5700 |
1.5682 |
| S1 |
1.5569 |
1.5569 |
1.5621 |
1.5535 |
| S2 |
1.5500 |
1.5500 |
1.5602 |
|
| S3 |
1.5300 |
1.5369 |
1.5584 |
|
| S4 |
1.5100 |
1.5169 |
1.5529 |
|
|
| 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 |
1.5831 |
1.5630 |
0.0201 |
1.3% |
0.0087 |
0.6% |
4% |
False |
True |
196,228 |
| 10 |
1.5831 |
1.5402 |
0.0429 |
2.7% |
0.0078 |
0.5% |
55% |
False |
False |
197,509 |
| 20 |
1.5831 |
1.5243 |
0.0588 |
3.8% |
0.0076 |
0.5% |
67% |
False |
False |
160,573 |
| 40 |
1.5831 |
1.5235 |
0.0596 |
3.8% |
0.0072 |
0.5% |
68% |
False |
False |
81,272 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0062 |
0.4% |
61% |
False |
False |
54,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6680 |
|
2.618 |
1.6354 |
|
1.618 |
1.6154 |
|
1.000 |
1.6030 |
|
0.618 |
1.5954 |
|
HIGH |
1.5830 |
|
0.618 |
1.5754 |
|
0.500 |
1.5730 |
|
0.382 |
1.5706 |
|
LOW |
1.5630 |
|
0.618 |
1.5506 |
|
1.000 |
1.5430 |
|
1.618 |
1.5306 |
|
2.618 |
1.5106 |
|
4.250 |
1.4780 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5730 |
1.5731 |
| PP |
1.5700 |
1.5700 |
| S1 |
1.5669 |
1.5670 |
|