CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5813 |
1.5766 |
-0.0047 |
-0.3% |
1.5799 |
| High |
1.5847 |
1.5815 |
-0.0032 |
-0.2% |
1.5955 |
| Low |
1.5740 |
1.5763 |
0.0023 |
0.1% |
1.5740 |
| Close |
1.5770 |
1.5796 |
0.0026 |
0.2% |
1.5796 |
| Range |
0.0107 |
0.0052 |
-0.0055 |
-51.4% |
0.0215 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
212,972 |
223,062 |
10,090 |
4.7% |
1,154,729 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5947 |
1.5924 |
1.5825 |
|
| R3 |
1.5895 |
1.5872 |
1.5810 |
|
| R2 |
1.5843 |
1.5843 |
1.5806 |
|
| R1 |
1.5820 |
1.5820 |
1.5801 |
1.5832 |
| PP |
1.5791 |
1.5791 |
1.5791 |
1.5797 |
| S1 |
1.5768 |
1.5768 |
1.5791 |
1.5780 |
| S2 |
1.5739 |
1.5739 |
1.5786 |
|
| S3 |
1.5687 |
1.5716 |
1.5782 |
|
| S4 |
1.5635 |
1.5664 |
1.5767 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6475 |
1.6351 |
1.5914 |
|
| R3 |
1.6260 |
1.6136 |
1.5855 |
|
| R2 |
1.6045 |
1.6045 |
1.5835 |
|
| R1 |
1.5921 |
1.5921 |
1.5816 |
1.5876 |
| PP |
1.5830 |
1.5830 |
1.5830 |
1.5808 |
| S1 |
1.5706 |
1.5706 |
1.5776 |
1.5661 |
| S2 |
1.5615 |
1.5615 |
1.5757 |
|
| S3 |
1.5400 |
1.5491 |
1.5737 |
|
| S4 |
1.5185 |
1.5276 |
1.5678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5955 |
1.5740 |
0.0215 |
1.4% |
0.0098 |
0.6% |
26% |
False |
False |
230,945 |
| 10 |
1.5955 |
1.5570 |
0.0385 |
2.4% |
0.0090 |
0.6% |
59% |
False |
False |
223,360 |
| 20 |
1.5955 |
1.5402 |
0.0553 |
3.5% |
0.0084 |
0.5% |
71% |
False |
False |
210,434 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.5% |
0.0079 |
0.5% |
78% |
False |
False |
136,906 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0068 |
0.4% |
78% |
False |
False |
91,516 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0065 |
0.4% |
78% |
False |
False |
68,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6036 |
|
2.618 |
1.5951 |
|
1.618 |
1.5899 |
|
1.000 |
1.5867 |
|
0.618 |
1.5847 |
|
HIGH |
1.5815 |
|
0.618 |
1.5795 |
|
0.500 |
1.5789 |
|
0.382 |
1.5783 |
|
LOW |
1.5763 |
|
0.618 |
1.5731 |
|
1.000 |
1.5711 |
|
1.618 |
1.5679 |
|
2.618 |
1.5627 |
|
4.250 |
1.5542 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5794 |
1.5798 |
| PP |
1.5791 |
1.5797 |
| S1 |
1.5789 |
1.5797 |
|