CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5053 |
1.4984 |
-0.0069 |
-0.5% |
1.5531 |
| High |
1.5053 |
1.4988 |
-0.0065 |
-0.4% |
1.5593 |
| Low |
1.4978 |
1.4860 |
-0.0118 |
-0.8% |
1.4978 |
| Close |
1.4982 |
1.4901 |
-0.0081 |
-0.5% |
1.4982 |
| Range |
0.0075 |
0.0128 |
0.0053 |
70.7% |
0.0615 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
0.2% |
0.0000 |
| Volume |
288,345 |
392,019 |
103,674 |
36.0% |
1,046,980 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5300 |
1.5229 |
1.4971 |
|
| R3 |
1.5172 |
1.5101 |
1.4936 |
|
| R2 |
1.5044 |
1.5044 |
1.4924 |
|
| R1 |
1.4973 |
1.4973 |
1.4913 |
1.4945 |
| PP |
1.4916 |
1.4916 |
1.4916 |
1.4902 |
| S1 |
1.4845 |
1.4845 |
1.4889 |
1.4817 |
| S2 |
1.4788 |
1.4788 |
1.4878 |
|
| S3 |
1.4660 |
1.4717 |
1.4866 |
|
| S4 |
1.4532 |
1.4589 |
1.4831 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7029 |
1.6621 |
1.5320 |
|
| R3 |
1.6414 |
1.6006 |
1.5151 |
|
| R2 |
1.5799 |
1.5799 |
1.5095 |
|
| R1 |
1.5391 |
1.5391 |
1.5038 |
1.5288 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5133 |
| S1 |
1.4776 |
1.4776 |
1.4926 |
1.4673 |
| S2 |
1.4569 |
1.4569 |
1.4869 |
|
| S3 |
1.3954 |
1.4161 |
1.4813 |
|
| S4 |
1.3339 |
1.3546 |
1.4644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5470 |
1.4860 |
0.0610 |
4.1% |
0.0103 |
0.7% |
7% |
False |
True |
243,280 |
| 10 |
1.5672 |
1.4860 |
0.0812 |
5.4% |
0.0100 |
0.7% |
5% |
False |
True |
230,093 |
| 20 |
1.5955 |
1.4860 |
0.1095 |
7.3% |
0.0095 |
0.6% |
4% |
False |
True |
217,361 |
| 40 |
1.5955 |
1.4860 |
0.1095 |
7.3% |
0.0084 |
0.6% |
4% |
False |
True |
210,709 |
| 60 |
1.5955 |
1.4860 |
0.1095 |
7.3% |
0.0081 |
0.5% |
4% |
False |
True |
148,762 |
| 80 |
1.5955 |
1.4860 |
0.1095 |
7.3% |
0.0073 |
0.5% |
4% |
False |
True |
111,739 |
| 100 |
1.5955 |
1.4860 |
0.1095 |
7.3% |
0.0069 |
0.5% |
4% |
False |
True |
89,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5532 |
|
2.618 |
1.5323 |
|
1.618 |
1.5195 |
|
1.000 |
1.5116 |
|
0.618 |
1.5067 |
|
HIGH |
1.4988 |
|
0.618 |
1.4939 |
|
0.500 |
1.4924 |
|
0.382 |
1.4909 |
|
LOW |
1.4860 |
|
0.618 |
1.4781 |
|
1.000 |
1.4732 |
|
1.618 |
1.4653 |
|
2.618 |
1.4525 |
|
4.250 |
1.4316 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4924 |
1.5165 |
| PP |
1.4916 |
1.5077 |
| S1 |
1.4909 |
1.4989 |
|