CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4508 |
1.4203 |
-0.0305 |
-2.1% |
1.4087 |
| High |
1.4508 |
1.4450 |
-0.0058 |
-0.4% |
1.4508 |
| Low |
1.4355 |
1.4200 |
-0.0155 |
-1.1% |
1.4030 |
| Close |
1.4381 |
1.4443 |
0.0062 |
0.4% |
1.4443 |
| Range |
0.0153 |
0.0250 |
0.0097 |
63.4% |
0.0478 |
| ATR |
0.0146 |
0.0154 |
0.0007 |
5.1% |
0.0000 |
| Volume |
236,995 |
245,999 |
9,004 |
3.8% |
1,363,060 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5114 |
1.5029 |
1.4581 |
|
| R3 |
1.4864 |
1.4779 |
1.4512 |
|
| R2 |
1.4614 |
1.4614 |
1.4489 |
|
| R1 |
1.4529 |
1.4529 |
1.4466 |
1.4572 |
| PP |
1.4364 |
1.4364 |
1.4364 |
1.4386 |
| S1 |
1.4279 |
1.4279 |
1.4420 |
1.4322 |
| S2 |
1.4114 |
1.4114 |
1.4397 |
|
| S3 |
1.3864 |
1.4029 |
1.4374 |
|
| S4 |
1.3614 |
1.3779 |
1.4306 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5761 |
1.5580 |
1.4706 |
|
| R3 |
1.5283 |
1.5102 |
1.4574 |
|
| R2 |
1.4805 |
1.4805 |
1.4531 |
|
| R1 |
1.4624 |
1.4624 |
1.4487 |
1.4715 |
| PP |
1.4327 |
1.4327 |
1.4327 |
1.4372 |
| S1 |
1.4146 |
1.4146 |
1.4399 |
1.4237 |
| S2 |
1.3849 |
1.3849 |
1.4355 |
|
| S3 |
1.3371 |
1.3668 |
1.4312 |
|
| S4 |
1.2893 |
1.3190 |
1.4180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4508 |
1.4030 |
0.0478 |
3.3% |
0.0194 |
1.3% |
86% |
False |
False |
272,612 |
| 10 |
1.4508 |
1.3811 |
0.0697 |
4.8% |
0.0169 |
1.2% |
91% |
False |
False |
176,779 |
| 20 |
1.4730 |
1.3811 |
0.0919 |
6.4% |
0.0127 |
0.9% |
69% |
False |
False |
90,412 |
| 40 |
1.5645 |
1.3811 |
0.1834 |
12.7% |
0.0097 |
0.7% |
34% |
False |
False |
45,620 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.2% |
0.0077 |
0.5% |
31% |
False |
False |
30,557 |
| 80 |
1.5860 |
1.3811 |
0.2049 |
14.2% |
0.0061 |
0.4% |
31% |
False |
False |
22,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5513 |
|
2.618 |
1.5105 |
|
1.618 |
1.4855 |
|
1.000 |
1.4700 |
|
0.618 |
1.4605 |
|
HIGH |
1.4450 |
|
0.618 |
1.4355 |
|
0.500 |
1.4325 |
|
0.382 |
1.4296 |
|
LOW |
1.4200 |
|
0.618 |
1.4046 |
|
1.000 |
1.3950 |
|
1.618 |
1.3796 |
|
2.618 |
1.3546 |
|
4.250 |
1.3138 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4404 |
1.4395 |
| PP |
1.4364 |
1.4347 |
| S1 |
1.4325 |
1.4299 |
|