CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5527 |
1.5578 |
0.0051 |
0.3% |
1.5813 |
| High |
1.5563 |
1.5662 |
0.0099 |
0.6% |
1.5867 |
| Low |
1.5486 |
1.5540 |
0.0054 |
0.3% |
1.5592 |
| Close |
1.5533 |
1.5557 |
0.0024 |
0.2% |
1.5653 |
| Range |
0.0077 |
0.0122 |
0.0045 |
58.4% |
0.0275 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
1.5% |
0.0000 |
| Volume |
252,951 |
210,481 |
-42,470 |
-16.8% |
960,250 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5952 |
1.5877 |
1.5624 |
|
| R3 |
1.5830 |
1.5755 |
1.5591 |
|
| R2 |
1.5708 |
1.5708 |
1.5579 |
|
| R1 |
1.5633 |
1.5633 |
1.5568 |
1.5610 |
| PP |
1.5586 |
1.5586 |
1.5586 |
1.5575 |
| S1 |
1.5511 |
1.5511 |
1.5546 |
1.5488 |
| S2 |
1.5464 |
1.5464 |
1.5535 |
|
| S3 |
1.5342 |
1.5389 |
1.5523 |
|
| S4 |
1.5220 |
1.5267 |
1.5490 |
|
|
| 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 |
1.5728 |
1.5486 |
0.0242 |
1.6% |
0.0093 |
0.6% |
29% |
False |
False |
198,002 |
| 10 |
1.5867 |
1.5486 |
0.0381 |
2.4% |
0.0090 |
0.6% |
19% |
False |
False |
197,143 |
| 20 |
1.5955 |
1.5486 |
0.0469 |
3.0% |
0.0098 |
0.6% |
15% |
False |
False |
209,404 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0087 |
0.6% |
44% |
False |
False |
180,114 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0077 |
0.5% |
45% |
False |
False |
120,558 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0069 |
0.4% |
45% |
False |
False |
90,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6181 |
|
2.618 |
1.5981 |
|
1.618 |
1.5859 |
|
1.000 |
1.5784 |
|
0.618 |
1.5737 |
|
HIGH |
1.5662 |
|
0.618 |
1.5615 |
|
0.500 |
1.5601 |
|
0.382 |
1.5587 |
|
LOW |
1.5540 |
|
0.618 |
1.5465 |
|
1.000 |
1.5418 |
|
1.618 |
1.5343 |
|
2.618 |
1.5221 |
|
4.250 |
1.5022 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5601 |
1.5579 |
| PP |
1.5586 |
1.5572 |
| S1 |
1.5572 |
1.5564 |
|