CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5655 |
1.5779 |
0.0124 |
0.8% |
1.5588 |
| High |
1.5746 |
1.5890 |
0.0144 |
0.9% |
1.5890 |
| Low |
1.5653 |
1.5779 |
0.0126 |
0.8% |
1.5570 |
| Close |
1.5728 |
1.5836 |
0.0108 |
0.7% |
1.5836 |
| Range |
0.0093 |
0.0111 |
0.0018 |
19.4% |
0.0320 |
| ATR |
0.0108 |
0.0112 |
0.0004 |
3.6% |
0.0000 |
| Volume |
156,366 |
179,281 |
22,915 |
14.7% |
1,078,871 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6168 |
1.6113 |
1.5897 |
|
| R3 |
1.6057 |
1.6002 |
1.5867 |
|
| R2 |
1.5946 |
1.5946 |
1.5856 |
|
| R1 |
1.5891 |
1.5891 |
1.5846 |
1.5919 |
| PP |
1.5835 |
1.5835 |
1.5835 |
1.5849 |
| S1 |
1.5780 |
1.5780 |
1.5826 |
1.5808 |
| S2 |
1.5724 |
1.5724 |
1.5816 |
|
| S3 |
1.5613 |
1.5669 |
1.5805 |
|
| S4 |
1.5502 |
1.5558 |
1.5775 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6725 |
1.6601 |
1.6012 |
|
| R3 |
1.6405 |
1.6281 |
1.5924 |
|
| R2 |
1.6085 |
1.6085 |
1.5895 |
|
| R1 |
1.5961 |
1.5961 |
1.5865 |
1.6023 |
| PP |
1.5765 |
1.5765 |
1.5765 |
1.5797 |
| S1 |
1.5641 |
1.5641 |
1.5807 |
1.5703 |
| S2 |
1.5445 |
1.5445 |
1.5777 |
|
| S3 |
1.5125 |
1.5321 |
1.5748 |
|
| S4 |
1.4805 |
1.5001 |
1.5660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5890 |
1.5570 |
0.0320 |
2.0% |
0.0082 |
0.5% |
83% |
True |
False |
215,774 |
| 10 |
1.5890 |
1.5570 |
0.0320 |
2.0% |
0.0085 |
0.5% |
83% |
True |
False |
206,001 |
| 20 |
1.5890 |
1.5243 |
0.0647 |
4.1% |
0.0073 |
0.5% |
92% |
True |
False |
200,242 |
| 40 |
1.5890 |
1.5243 |
0.0647 |
4.1% |
0.0074 |
0.5% |
92% |
True |
False |
108,152 |
| 60 |
1.5895 |
1.5235 |
0.0660 |
4.2% |
0.0065 |
0.4% |
91% |
False |
False |
72,317 |
| 80 |
1.5895 |
1.5225 |
0.0670 |
4.2% |
0.0063 |
0.4% |
91% |
False |
False |
54,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6362 |
|
2.618 |
1.6181 |
|
1.618 |
1.6070 |
|
1.000 |
1.6001 |
|
0.618 |
1.5959 |
|
HIGH |
1.5890 |
|
0.618 |
1.5848 |
|
0.500 |
1.5835 |
|
0.382 |
1.5821 |
|
LOW |
1.5779 |
|
0.618 |
1.5710 |
|
1.000 |
1.5668 |
|
1.618 |
1.5599 |
|
2.618 |
1.5488 |
|
4.250 |
1.5307 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5836 |
1.5814 |
| PP |
1.5835 |
1.5792 |
| S1 |
1.5835 |
1.5770 |
|