CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4796 |
1.4794 |
-0.0002 |
0.0% |
1.4691 |
| High |
1.4877 |
1.4820 |
-0.0057 |
-0.4% |
1.4877 |
| Low |
1.4765 |
1.4745 |
-0.0020 |
-0.1% |
1.4619 |
| Close |
1.4857 |
1.4758 |
-0.0099 |
-0.7% |
1.4758 |
| Range |
0.0112 |
0.0075 |
-0.0037 |
-33.0% |
0.0258 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
216,892 |
243,083 |
26,191 |
12.1% |
1,125,968 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4999 |
1.4954 |
1.4799 |
|
| R3 |
1.4924 |
1.4879 |
1.4779 |
|
| R2 |
1.4849 |
1.4849 |
1.4772 |
|
| R1 |
1.4804 |
1.4804 |
1.4765 |
1.4789 |
| PP |
1.4774 |
1.4774 |
1.4774 |
1.4767 |
| S1 |
1.4729 |
1.4729 |
1.4751 |
1.4714 |
| S2 |
1.4699 |
1.4699 |
1.4744 |
|
| S3 |
1.4624 |
1.4654 |
1.4737 |
|
| S4 |
1.4549 |
1.4579 |
1.4717 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5525 |
1.5400 |
1.4900 |
|
| R3 |
1.5267 |
1.5142 |
1.4829 |
|
| R2 |
1.5009 |
1.5009 |
1.4805 |
|
| R1 |
1.4884 |
1.4884 |
1.4782 |
1.4947 |
| PP |
1.4751 |
1.4751 |
1.4751 |
1.4783 |
| S1 |
1.4626 |
1.4626 |
1.4734 |
1.4689 |
| S2 |
1.4493 |
1.4493 |
1.4711 |
|
| S3 |
1.4235 |
1.4368 |
1.4687 |
|
| S4 |
1.3977 |
1.4110 |
1.4616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4877 |
1.4619 |
0.0258 |
1.7% |
0.0095 |
0.6% |
54% |
False |
False |
225,193 |
| 10 |
1.4988 |
1.4619 |
0.0369 |
2.5% |
0.0104 |
0.7% |
38% |
False |
False |
259,703 |
| 20 |
1.5728 |
1.4619 |
0.1109 |
7.5% |
0.0098 |
0.7% |
13% |
False |
False |
234,519 |
| 40 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0094 |
0.6% |
10% |
False |
False |
221,634 |
| 60 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0090 |
0.6% |
10% |
False |
False |
185,361 |
| 80 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0078 |
0.5% |
10% |
False |
False |
139,229 |
| 100 |
1.5955 |
1.4619 |
0.1336 |
9.1% |
0.0073 |
0.5% |
10% |
False |
False |
111,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5139 |
|
2.618 |
1.5016 |
|
1.618 |
1.4941 |
|
1.000 |
1.4895 |
|
0.618 |
1.4866 |
|
HIGH |
1.4820 |
|
0.618 |
1.4791 |
|
0.500 |
1.4783 |
|
0.382 |
1.4774 |
|
LOW |
1.4745 |
|
0.618 |
1.4699 |
|
1.000 |
1.4670 |
|
1.618 |
1.4624 |
|
2.618 |
1.4549 |
|
4.250 |
1.4426 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4783 |
1.4766 |
| PP |
1.4774 |
1.4763 |
| S1 |
1.4766 |
1.4761 |
|