CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5683 |
1.5703 |
0.0020 |
0.1% |
1.5813 |
| High |
1.5685 |
1.5728 |
0.0043 |
0.3% |
1.5867 |
| Low |
1.5626 |
1.5678 |
0.0052 |
0.3% |
1.5592 |
| Close |
1.5653 |
1.5714 |
0.0061 |
0.4% |
1.5653 |
| Range |
0.0059 |
0.0050 |
-0.0009 |
-15.3% |
0.0275 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
201,891 |
184,428 |
-17,463 |
-8.6% |
960,250 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5857 |
1.5835 |
1.5742 |
|
| R3 |
1.5807 |
1.5785 |
1.5728 |
|
| R2 |
1.5757 |
1.5757 |
1.5723 |
|
| R1 |
1.5735 |
1.5735 |
1.5719 |
1.5746 |
| PP |
1.5707 |
1.5707 |
1.5707 |
1.5712 |
| S1 |
1.5685 |
1.5685 |
1.5709 |
1.5696 |
| S2 |
1.5657 |
1.5657 |
1.5705 |
|
| S3 |
1.5607 |
1.5635 |
1.5700 |
|
| S4 |
1.5557 |
1.5585 |
1.5687 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6529 |
1.6366 |
1.5804 |
|
| R3 |
1.6254 |
1.6091 |
1.5729 |
|
| R2 |
1.5979 |
1.5979 |
1.5703 |
|
| R1 |
1.5816 |
1.5816 |
1.5678 |
1.5760 |
| PP |
1.5704 |
1.5704 |
1.5704 |
1.5676 |
| S1 |
1.5541 |
1.5541 |
1.5628 |
1.5485 |
| S2 |
1.5429 |
1.5429 |
1.5603 |
|
| S3 |
1.5154 |
1.5266 |
1.5577 |
|
| S4 |
1.4879 |
1.4991 |
1.5502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5867 |
1.5592 |
0.0275 |
1.8% |
0.0086 |
0.5% |
44% |
False |
False |
198,642 |
| 10 |
1.5955 |
1.5592 |
0.0363 |
2.3% |
0.0090 |
0.6% |
34% |
False |
False |
204,629 |
| 20 |
1.5955 |
1.5570 |
0.0385 |
2.5% |
0.0089 |
0.6% |
37% |
False |
False |
207,307 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.5% |
0.0086 |
0.5% |
66% |
False |
False |
165,328 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0072 |
0.5% |
67% |
False |
False |
110,527 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0065 |
0.4% |
67% |
False |
False |
82,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5941 |
|
2.618 |
1.5859 |
|
1.618 |
1.5809 |
|
1.000 |
1.5778 |
|
0.618 |
1.5759 |
|
HIGH |
1.5728 |
|
0.618 |
1.5709 |
|
0.500 |
1.5703 |
|
0.382 |
1.5697 |
|
LOW |
1.5678 |
|
0.618 |
1.5647 |
|
1.000 |
1.5628 |
|
1.618 |
1.5597 |
|
2.618 |
1.5547 |
|
4.250 |
1.5466 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5710 |
1.5696 |
| PP |
1.5707 |
1.5678 |
| S1 |
1.5703 |
1.5660 |
|