CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4896 |
1.4889 |
-0.0007 |
0.0% |
1.5531 |
| High |
1.4937 |
1.4918 |
-0.0019 |
-0.1% |
1.5593 |
| Low |
1.4859 |
1.4825 |
-0.0034 |
-0.2% |
1.4978 |
| Close |
1.4888 |
1.4907 |
0.0019 |
0.1% |
1.4982 |
| Range |
0.0078 |
0.0093 |
0.0015 |
19.2% |
0.0615 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
274,819 |
257,688 |
-17,131 |
-6.2% |
1,046,980 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5162 |
1.5128 |
1.4958 |
|
| R3 |
1.5069 |
1.5035 |
1.4933 |
|
| R2 |
1.4976 |
1.4976 |
1.4924 |
|
| R1 |
1.4942 |
1.4942 |
1.4916 |
1.4959 |
| PP |
1.4883 |
1.4883 |
1.4883 |
1.4892 |
| S1 |
1.4849 |
1.4849 |
1.4898 |
1.4866 |
| S2 |
1.4790 |
1.4790 |
1.4890 |
|
| S3 |
1.4697 |
1.4756 |
1.4881 |
|
| S4 |
1.4604 |
1.4663 |
1.4856 |
|
|
| 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 |
1.4825 |
0.0645 |
4.3% |
0.0113 |
0.8% |
13% |
False |
True |
278,064 |
| 10 |
1.5662 |
1.4825 |
0.0837 |
5.6% |
0.0094 |
0.6% |
10% |
False |
True |
244,023 |
| 20 |
1.5867 |
1.4825 |
0.1042 |
7.0% |
0.0091 |
0.6% |
8% |
False |
True |
220,707 |
| 40 |
1.5955 |
1.4825 |
0.1130 |
7.6% |
0.0086 |
0.6% |
7% |
False |
True |
213,707 |
| 60 |
1.5955 |
1.4825 |
0.1130 |
7.6% |
0.0081 |
0.5% |
7% |
False |
True |
157,599 |
| 80 |
1.5955 |
1.4825 |
0.1130 |
7.6% |
0.0073 |
0.5% |
7% |
False |
True |
118,376 |
| 100 |
1.5955 |
1.4825 |
0.1130 |
7.6% |
0.0070 |
0.5% |
7% |
False |
True |
94,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5313 |
|
2.618 |
1.5161 |
|
1.618 |
1.5068 |
|
1.000 |
1.5011 |
|
0.618 |
1.4975 |
|
HIGH |
1.4918 |
|
0.618 |
1.4882 |
|
0.500 |
1.4872 |
|
0.382 |
1.4861 |
|
LOW |
1.4825 |
|
0.618 |
1.4768 |
|
1.000 |
1.4732 |
|
1.618 |
1.4675 |
|
2.618 |
1.4582 |
|
4.250 |
1.4430 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4895 |
1.4907 |
| PP |
1.4883 |
1.4907 |
| S1 |
1.4872 |
1.4907 |
|