CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4895 |
1.4710 |
-0.0185 |
-1.2% |
1.4984 |
| High |
1.4926 |
1.4730 |
-0.0196 |
-1.3% |
1.4988 |
| Low |
1.4755 |
1.4634 |
-0.0121 |
-0.8% |
1.4634 |
| Close |
1.4788 |
1.4655 |
-0.0133 |
-0.9% |
1.4655 |
| Range |
0.0171 |
0.0096 |
-0.0075 |
-43.9% |
0.0354 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.8% |
0.0000 |
| Volume |
284,914 |
261,626 |
-23,288 |
-8.2% |
1,471,066 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4961 |
1.4904 |
1.4708 |
|
| R3 |
1.4865 |
1.4808 |
1.4681 |
|
| R2 |
1.4769 |
1.4769 |
1.4673 |
|
| R1 |
1.4712 |
1.4712 |
1.4664 |
1.4693 |
| PP |
1.4673 |
1.4673 |
1.4673 |
1.4663 |
| S1 |
1.4616 |
1.4616 |
1.4646 |
1.4597 |
| S2 |
1.4577 |
1.4577 |
1.4637 |
|
| S3 |
1.4481 |
1.4520 |
1.4629 |
|
| S4 |
1.4385 |
1.4424 |
1.4602 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5821 |
1.5592 |
1.4850 |
|
| R3 |
1.5467 |
1.5238 |
1.4752 |
|
| R2 |
1.5113 |
1.5113 |
1.4720 |
|
| R1 |
1.4884 |
1.4884 |
1.4687 |
1.4822 |
| PP |
1.4759 |
1.4759 |
1.4759 |
1.4728 |
| S1 |
1.4530 |
1.4530 |
1.4623 |
1.4468 |
| S2 |
1.4405 |
1.4405 |
1.4590 |
|
| S3 |
1.4051 |
1.4176 |
1.4558 |
|
| S4 |
1.3697 |
1.3822 |
1.4460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4988 |
1.4634 |
0.0354 |
2.4% |
0.0113 |
0.8% |
6% |
False |
True |
294,213 |
| 10 |
1.5593 |
1.4634 |
0.0959 |
6.5% |
0.0102 |
0.7% |
2% |
False |
True |
251,804 |
| 20 |
1.5867 |
1.4634 |
0.1233 |
8.4% |
0.0097 |
0.7% |
2% |
False |
True |
226,233 |
| 40 |
1.5955 |
1.4634 |
0.1321 |
9.0% |
0.0090 |
0.6% |
2% |
False |
True |
218,334 |
| 60 |
1.5955 |
1.4634 |
0.1321 |
9.0% |
0.0085 |
0.6% |
2% |
False |
True |
166,682 |
| 80 |
1.5955 |
1.4634 |
0.1321 |
9.0% |
0.0075 |
0.5% |
2% |
False |
True |
125,195 |
| 100 |
1.5955 |
1.4634 |
0.1321 |
9.0% |
0.0071 |
0.5% |
2% |
False |
True |
100,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5138 |
|
2.618 |
1.4981 |
|
1.618 |
1.4885 |
|
1.000 |
1.4826 |
|
0.618 |
1.4789 |
|
HIGH |
1.4730 |
|
0.618 |
1.4693 |
|
0.500 |
1.4682 |
|
0.382 |
1.4671 |
|
LOW |
1.4634 |
|
0.618 |
1.4575 |
|
1.000 |
1.4538 |
|
1.618 |
1.4479 |
|
2.618 |
1.4383 |
|
4.250 |
1.4226 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4682 |
1.4780 |
| PP |
1.4673 |
1.4738 |
| S1 |
1.4664 |
1.4697 |
|