CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4203 |
1.4550 |
0.0347 |
2.4% |
1.4087 |
| High |
1.4450 |
1.4790 |
0.0340 |
2.4% |
1.4508 |
| Low |
1.4200 |
1.4520 |
0.0320 |
2.3% |
1.4030 |
| Close |
1.4443 |
1.4780 |
0.0337 |
2.3% |
1.4443 |
| Range |
0.0250 |
0.0270 |
0.0020 |
8.0% |
0.0478 |
| ATR |
0.0154 |
0.0168 |
0.0014 |
9.0% |
0.0000 |
| Volume |
245,999 |
208,009 |
-37,990 |
-15.4% |
1,363,060 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5507 |
1.5413 |
1.4929 |
|
| R3 |
1.5237 |
1.5143 |
1.4854 |
|
| R2 |
1.4967 |
1.4967 |
1.4830 |
|
| R1 |
1.4873 |
1.4873 |
1.4805 |
1.4920 |
| PP |
1.4697 |
1.4697 |
1.4697 |
1.4720 |
| S1 |
1.4603 |
1.4603 |
1.4755 |
1.4650 |
| S2 |
1.4427 |
1.4427 |
1.4731 |
|
| S3 |
1.4157 |
1.4333 |
1.4706 |
|
| S4 |
1.3887 |
1.4063 |
1.4632 |
|
|
| 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 |
1.4790 |
1.4030 |
0.0760 |
5.1% |
0.0228 |
1.5% |
99% |
True |
False |
256,342 |
| 10 |
1.4790 |
1.3811 |
0.0979 |
6.6% |
0.0178 |
1.2% |
99% |
True |
False |
196,331 |
| 20 |
1.4790 |
1.3811 |
0.0979 |
6.6% |
0.0138 |
0.9% |
99% |
True |
False |
100,729 |
| 40 |
1.5645 |
1.3811 |
0.1834 |
12.4% |
0.0103 |
0.7% |
53% |
False |
False |
50,815 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
13.9% |
0.0081 |
0.5% |
47% |
False |
False |
34,011 |
| 80 |
1.5860 |
1.3811 |
0.2049 |
13.9% |
0.0064 |
0.4% |
47% |
False |
False |
25,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5938 |
|
2.618 |
1.5497 |
|
1.618 |
1.5227 |
|
1.000 |
1.5060 |
|
0.618 |
1.4957 |
|
HIGH |
1.4790 |
|
0.618 |
1.4687 |
|
0.500 |
1.4655 |
|
0.382 |
1.4623 |
|
LOW |
1.4520 |
|
0.618 |
1.4353 |
|
1.000 |
1.4250 |
|
1.618 |
1.4083 |
|
2.618 |
1.3813 |
|
4.250 |
1.3373 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4738 |
1.4685 |
| PP |
1.4697 |
1.4590 |
| S1 |
1.4655 |
1.4495 |
|