CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5935 |
1.5847 |
-0.0088 |
-0.6% |
1.5588 |
| High |
1.5955 |
1.5855 |
-0.0100 |
-0.6% |
1.5890 |
| Low |
1.5814 |
1.5750 |
-0.0064 |
-0.4% |
1.5570 |
| Close |
1.5823 |
1.5759 |
-0.0064 |
-0.4% |
1.5836 |
| Range |
0.0141 |
0.0105 |
-0.0036 |
-25.5% |
0.0320 |
| ATR |
0.0112 |
0.0112 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
188,740 |
276,838 |
88,098 |
46.7% |
1,078,871 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6103 |
1.6036 |
1.5817 |
|
| R3 |
1.5998 |
1.5931 |
1.5788 |
|
| R2 |
1.5893 |
1.5893 |
1.5778 |
|
| R1 |
1.5826 |
1.5826 |
1.5769 |
1.5807 |
| PP |
1.5788 |
1.5788 |
1.5788 |
1.5779 |
| S1 |
1.5721 |
1.5721 |
1.5749 |
1.5702 |
| S2 |
1.5683 |
1.5683 |
1.5740 |
|
| S3 |
1.5578 |
1.5616 |
1.5730 |
|
| S4 |
1.5473 |
1.5511 |
1.5701 |
|
|
| 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 |
1.5955 |
1.5653 |
0.0302 |
1.9% |
0.0107 |
0.7% |
35% |
False |
False |
210,868 |
| 10 |
1.5955 |
1.5570 |
0.0385 |
2.4% |
0.0099 |
0.6% |
49% |
False |
False |
220,956 |
| 20 |
1.5955 |
1.5402 |
0.0553 |
3.5% |
0.0081 |
0.5% |
65% |
False |
False |
206,707 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.5% |
0.0076 |
0.5% |
72% |
False |
False |
126,045 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0067 |
0.4% |
73% |
False |
False |
84,265 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0064 |
0.4% |
73% |
False |
False |
63,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6301 |
|
2.618 |
1.6130 |
|
1.618 |
1.6025 |
|
1.000 |
1.5960 |
|
0.618 |
1.5920 |
|
HIGH |
1.5855 |
|
0.618 |
1.5815 |
|
0.500 |
1.5803 |
|
0.382 |
1.5790 |
|
LOW |
1.5750 |
|
0.618 |
1.5685 |
|
1.000 |
1.5645 |
|
1.618 |
1.5580 |
|
2.618 |
1.5475 |
|
4.250 |
1.5304 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5803 |
1.5853 |
| PP |
1.5788 |
1.5821 |
| S1 |
1.5774 |
1.5790 |
|