CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5578 |
1.5548 |
-0.0030 |
-0.2% |
1.5703 |
| High |
1.5662 |
1.5550 |
-0.0112 |
-0.7% |
1.5728 |
| Low |
1.5540 |
1.5485 |
-0.0055 |
-0.4% |
1.5485 |
| Close |
1.5557 |
1.5512 |
-0.0045 |
-0.3% |
1.5512 |
| Range |
0.0122 |
0.0065 |
-0.0057 |
-46.7% |
0.0243 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
210,481 |
258,246 |
47,765 |
22.7% |
1,046,368 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5676 |
1.5548 |
|
| R3 |
1.5646 |
1.5611 |
1.5530 |
|
| R2 |
1.5581 |
1.5581 |
1.5524 |
|
| R1 |
1.5546 |
1.5546 |
1.5518 |
1.5531 |
| PP |
1.5516 |
1.5516 |
1.5516 |
1.5508 |
| S1 |
1.5481 |
1.5481 |
1.5506 |
1.5466 |
| S2 |
1.5451 |
1.5451 |
1.5500 |
|
| S3 |
1.5386 |
1.5416 |
1.5494 |
|
| S4 |
1.5321 |
1.5351 |
1.5476 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6151 |
1.5646 |
|
| R3 |
1.6061 |
1.5908 |
1.5579 |
|
| R2 |
1.5818 |
1.5818 |
1.5557 |
|
| R1 |
1.5665 |
1.5665 |
1.5534 |
1.5620 |
| PP |
1.5575 |
1.5575 |
1.5575 |
1.5553 |
| S1 |
1.5422 |
1.5422 |
1.5490 |
1.5377 |
| S2 |
1.5332 |
1.5332 |
1.5467 |
|
| S3 |
1.5089 |
1.5179 |
1.5445 |
|
| S4 |
1.4846 |
1.4936 |
1.5378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5728 |
1.5485 |
0.0243 |
1.6% |
0.0094 |
0.6% |
11% |
False |
True |
209,273 |
| 10 |
1.5867 |
1.5485 |
0.0382 |
2.5% |
0.0091 |
0.6% |
7% |
False |
True |
200,661 |
| 20 |
1.5955 |
1.5485 |
0.0470 |
3.0% |
0.0091 |
0.6% |
6% |
False |
True |
212,010 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0083 |
0.5% |
38% |
False |
False |
186,292 |
| 60 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0078 |
0.5% |
38% |
False |
False |
124,852 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0070 |
0.4% |
38% |
False |
False |
93,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5826 |
|
2.618 |
1.5720 |
|
1.618 |
1.5655 |
|
1.000 |
1.5615 |
|
0.618 |
1.5590 |
|
HIGH |
1.5550 |
|
0.618 |
1.5525 |
|
0.500 |
1.5518 |
|
0.382 |
1.5510 |
|
LOW |
1.5485 |
|
0.618 |
1.5445 |
|
1.000 |
1.5420 |
|
1.618 |
1.5380 |
|
2.618 |
1.5315 |
|
4.250 |
1.5209 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5518 |
1.5574 |
| PP |
1.5516 |
1.5553 |
| S1 |
1.5514 |
1.5533 |
|