CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5455 |
1.5446 |
-0.0009 |
-0.1% |
1.5703 |
| High |
1.5459 |
1.5448 |
-0.0011 |
-0.1% |
1.5728 |
| Low |
1.5417 |
1.5368 |
-0.0049 |
-0.3% |
1.5485 |
| Close |
1.5439 |
1.5384 |
-0.0055 |
-0.4% |
1.5512 |
| Range |
0.0042 |
0.0080 |
0.0038 |
90.5% |
0.0243 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
147,601 |
210,987 |
63,386 |
42.9% |
1,046,368 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5640 |
1.5592 |
1.5428 |
|
| R3 |
1.5560 |
1.5512 |
1.5406 |
|
| R2 |
1.5480 |
1.5480 |
1.5399 |
|
| R1 |
1.5432 |
1.5432 |
1.5391 |
1.5416 |
| PP |
1.5400 |
1.5400 |
1.5400 |
1.5392 |
| S1 |
1.5352 |
1.5352 |
1.5377 |
1.5336 |
| S2 |
1.5320 |
1.5320 |
1.5369 |
|
| S3 |
1.5240 |
1.5272 |
1.5362 |
|
| S4 |
1.5160 |
1.5192 |
1.5340 |
|
|
| 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 |
1.5662 |
1.5368 |
0.0294 |
1.9% |
0.0075 |
0.5% |
5% |
False |
True |
209,982 |
| 10 |
1.5728 |
1.5368 |
0.0360 |
2.3% |
0.0080 |
0.5% |
4% |
False |
True |
206,256 |
| 20 |
1.5955 |
1.5368 |
0.0587 |
3.8% |
0.0090 |
0.6% |
3% |
False |
True |
203,908 |
| 40 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0080 |
0.5% |
20% |
False |
False |
198,859 |
| 60 |
1.5955 |
1.5243 |
0.0712 |
4.6% |
0.0077 |
0.5% |
20% |
False |
False |
134,506 |
| 80 |
1.5955 |
1.5235 |
0.0720 |
4.7% |
0.0070 |
0.5% |
21% |
False |
False |
101,024 |
| 100 |
1.5955 |
1.5225 |
0.0730 |
4.7% |
0.0067 |
0.4% |
22% |
False |
False |
80,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5788 |
|
2.618 |
1.5657 |
|
1.618 |
1.5577 |
|
1.000 |
1.5528 |
|
0.618 |
1.5497 |
|
HIGH |
1.5448 |
|
0.618 |
1.5417 |
|
0.500 |
1.5408 |
|
0.382 |
1.5399 |
|
LOW |
1.5368 |
|
0.618 |
1.5319 |
|
1.000 |
1.5288 |
|
1.618 |
1.5239 |
|
2.618 |
1.5159 |
|
4.250 |
1.5028 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5408 |
1.5481 |
| PP |
1.5400 |
1.5448 |
| S1 |
1.5392 |
1.5416 |
|