CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5766 |
1.5813 |
0.0047 |
0.3% |
1.5799 |
| High |
1.5815 |
1.5850 |
0.0035 |
0.2% |
1.5955 |
| Low |
1.5763 |
1.5786 |
0.0023 |
0.1% |
1.5740 |
| Close |
1.5796 |
1.5847 |
0.0051 |
0.3% |
1.5796 |
| Range |
0.0052 |
0.0064 |
0.0012 |
23.1% |
0.0215 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
223,062 |
151,468 |
-71,594 |
-32.1% |
1,154,729 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6020 |
1.5997 |
1.5882 |
|
| R3 |
1.5956 |
1.5933 |
1.5865 |
|
| R2 |
1.5892 |
1.5892 |
1.5859 |
|
| R1 |
1.5869 |
1.5869 |
1.5853 |
1.5881 |
| PP |
1.5828 |
1.5828 |
1.5828 |
1.5833 |
| S1 |
1.5805 |
1.5805 |
1.5841 |
1.5817 |
| S2 |
1.5764 |
1.5764 |
1.5835 |
|
| S3 |
1.5700 |
1.5741 |
1.5829 |
|
| S4 |
1.5636 |
1.5677 |
1.5812 |
|
|
| 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% |
0.0094 |
0.6% |
50% |
False |
False |
210,616 |
| 10 |
1.5955 |
1.5590 |
0.0365 |
2.3% |
0.0084 |
0.5% |
70% |
False |
False |
207,726 |
| 20 |
1.5955 |
1.5402 |
0.0553 |
3.5% |
0.0084 |
0.5% |
80% |
False |
False |
208,758 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.5% |
0.0080 |
0.5% |
85% |
False |
False |
140,671 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.5% |
0.0067 |
0.4% |
85% |
False |
False |
94,035 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.5% |
0.0065 |
0.4% |
85% |
False |
False |
70,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6122 |
|
2.618 |
1.6018 |
|
1.618 |
1.5954 |
|
1.000 |
1.5914 |
|
0.618 |
1.5890 |
|
HIGH |
1.5850 |
|
0.618 |
1.5826 |
|
0.500 |
1.5818 |
|
0.382 |
1.5810 |
|
LOW |
1.5786 |
|
0.618 |
1.5746 |
|
1.000 |
1.5722 |
|
1.618 |
1.5682 |
|
2.618 |
1.5618 |
|
4.250 |
1.5514 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5837 |
1.5830 |
| PP |
1.5828 |
1.5812 |
| S1 |
1.5818 |
1.5795 |
|