CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5548 |
1.5531 |
-0.0017 |
-0.1% |
1.5703 |
| High |
1.5550 |
1.5593 |
0.0043 |
0.3% |
1.5728 |
| Low |
1.5485 |
1.5526 |
0.0041 |
0.3% |
1.5485 |
| Close |
1.5512 |
1.5554 |
0.0042 |
0.3% |
1.5512 |
| Range |
0.0065 |
0.0067 |
0.0002 |
3.1% |
0.0243 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
258,246 |
222,596 |
-35,650 |
-13.8% |
1,046,368 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5759 |
1.5723 |
1.5591 |
|
| R3 |
1.5692 |
1.5656 |
1.5572 |
|
| R2 |
1.5625 |
1.5625 |
1.5566 |
|
| R1 |
1.5589 |
1.5589 |
1.5560 |
1.5607 |
| PP |
1.5558 |
1.5558 |
1.5558 |
1.5567 |
| S1 |
1.5522 |
1.5522 |
1.5548 |
1.5540 |
| S2 |
1.5491 |
1.5491 |
1.5542 |
|
| S3 |
1.5424 |
1.5455 |
1.5536 |
|
| S4 |
1.5357 |
1.5388 |
1.5517 |
|
|
| 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 |
1.5672 |
1.5485 |
0.0187 |
1.2% |
0.0097 |
0.6% |
37% |
False |
False |
216,907 |
| 10 |
1.5867 |
1.5485 |
0.0382 |
2.5% |
0.0092 |
0.6% |
18% |
False |
False |
207,774 |
| 20 |
1.5955 |
1.5485 |
0.0470 |
3.0% |
0.0088 |
0.6% |
15% |
False |
False |
207,750 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0083 |
0.5% |
44% |
False |
False |
191,507 |
| 60 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0078 |
0.5% |
44% |
False |
False |
128,548 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.6% |
0.0069 |
0.4% |
44% |
False |
False |
96,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5878 |
|
2.618 |
1.5768 |
|
1.618 |
1.5701 |
|
1.000 |
1.5660 |
|
0.618 |
1.5634 |
|
HIGH |
1.5593 |
|
0.618 |
1.5567 |
|
0.500 |
1.5560 |
|
0.382 |
1.5552 |
|
LOW |
1.5526 |
|
0.618 |
1.5485 |
|
1.000 |
1.5459 |
|
1.618 |
1.5418 |
|
2.618 |
1.5351 |
|
4.250 |
1.5241 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5560 |
1.5574 |
| PP |
1.5558 |
1.5567 |
| S1 |
1.5556 |
1.5561 |
|