CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4435 |
1.4475 |
0.0040 |
0.3% |
1.4756 |
| High |
1.4493 |
1.4494 |
0.0001 |
0.0% |
1.4798 |
| Low |
1.4429 |
1.4317 |
-0.0112 |
-0.8% |
1.4574 |
| Close |
1.4481 |
1.4317 |
-0.0164 |
-1.1% |
1.4631 |
| Range |
0.0064 |
0.0177 |
0.0113 |
176.6% |
0.0224 |
| ATR |
0.0122 |
0.0126 |
0.0004 |
3.2% |
0.0000 |
| Volume |
342,906 |
278,542 |
-64,364 |
-18.8% |
1,143,475 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4907 |
1.4789 |
1.4414 |
|
| R3 |
1.4730 |
1.4612 |
1.4366 |
|
| R2 |
1.4553 |
1.4553 |
1.4349 |
|
| R1 |
1.4435 |
1.4435 |
1.4333 |
1.4406 |
| PP |
1.4376 |
1.4376 |
1.4376 |
1.4361 |
| S1 |
1.4258 |
1.4258 |
1.4301 |
1.4229 |
| S2 |
1.4199 |
1.4199 |
1.4285 |
|
| S3 |
1.4022 |
1.4081 |
1.4268 |
|
| S4 |
1.3845 |
1.3904 |
1.4220 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5340 |
1.5209 |
1.4754 |
|
| R3 |
1.5116 |
1.4985 |
1.4693 |
|
| R2 |
1.4892 |
1.4892 |
1.4672 |
|
| R1 |
1.4761 |
1.4761 |
1.4652 |
1.4715 |
| PP |
1.4668 |
1.4668 |
1.4668 |
1.4644 |
| S1 |
1.4537 |
1.4537 |
1.4610 |
1.4491 |
| S2 |
1.4444 |
1.4444 |
1.4590 |
|
| S3 |
1.4220 |
1.4313 |
1.4569 |
|
| S4 |
1.3996 |
1.4089 |
1.4508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4798 |
1.4317 |
0.0481 |
3.4% |
0.0113 |
0.8% |
0% |
False |
True |
269,606 |
| 10 |
1.4877 |
1.4317 |
0.0560 |
3.9% |
0.0100 |
0.7% |
0% |
False |
True |
241,685 |
| 20 |
1.5470 |
1.4317 |
0.1153 |
8.1% |
0.0106 |
0.7% |
0% |
False |
True |
250,985 |
| 40 |
1.5955 |
1.4317 |
0.1638 |
11.4% |
0.0098 |
0.7% |
0% |
False |
True |
227,447 |
| 60 |
1.5955 |
1.4317 |
0.1638 |
11.4% |
0.0088 |
0.6% |
0% |
False |
True |
216,235 |
| 80 |
1.5955 |
1.4317 |
0.1638 |
11.4% |
0.0085 |
0.6% |
0% |
False |
True |
163,625 |
| 100 |
1.5955 |
1.4317 |
0.1638 |
11.4% |
0.0077 |
0.5% |
0% |
False |
True |
131,016 |
| 120 |
1.5955 |
1.4317 |
0.1638 |
11.4% |
0.0074 |
0.5% |
0% |
False |
True |
109,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5246 |
|
2.618 |
1.4957 |
|
1.618 |
1.4780 |
|
1.000 |
1.4671 |
|
0.618 |
1.4603 |
|
HIGH |
1.4494 |
|
0.618 |
1.4426 |
|
0.500 |
1.4406 |
|
0.382 |
1.4385 |
|
LOW |
1.4317 |
|
0.618 |
1.4208 |
|
1.000 |
1.4140 |
|
1.618 |
1.4031 |
|
2.618 |
1.3854 |
|
4.250 |
1.3565 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4406 |
1.4427 |
| PP |
1.4376 |
1.4390 |
| S1 |
1.4347 |
1.4354 |
|