CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4729 |
1.4700 |
-0.0029 |
-0.2% |
1.4087 |
| High |
1.4770 |
1.4730 |
-0.0040 |
-0.3% |
1.4508 |
| Low |
1.4610 |
1.4625 |
0.0015 |
0.1% |
1.4030 |
| Close |
1.4702 |
1.4655 |
-0.0047 |
-0.3% |
1.4443 |
| Range |
0.0160 |
0.0105 |
-0.0055 |
-34.4% |
0.0478 |
| ATR |
0.0168 |
0.0163 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
252,973 |
209,570 |
-43,403 |
-17.2% |
1,363,060 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4985 |
1.4925 |
1.4713 |
|
| R3 |
1.4880 |
1.4820 |
1.4684 |
|
| R2 |
1.4775 |
1.4775 |
1.4674 |
|
| R1 |
1.4715 |
1.4715 |
1.4665 |
1.4693 |
| PP |
1.4670 |
1.4670 |
1.4670 |
1.4659 |
| S1 |
1.4610 |
1.4610 |
1.4645 |
1.4588 |
| S2 |
1.4565 |
1.4565 |
1.4636 |
|
| S3 |
1.4460 |
1.4505 |
1.4626 |
|
| S4 |
1.4355 |
1.4400 |
1.4597 |
|
|
| 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 |
1.4200 |
0.0590 |
4.0% |
0.0188 |
1.3% |
77% |
False |
False |
230,709 |
| 10 |
1.4790 |
1.3811 |
0.0979 |
6.7% |
0.0175 |
1.2% |
86% |
False |
False |
230,866 |
| 20 |
1.4790 |
1.3811 |
0.0979 |
6.7% |
0.0145 |
1.0% |
86% |
False |
False |
123,779 |
| 40 |
1.5580 |
1.3811 |
0.1769 |
12.1% |
0.0108 |
0.7% |
48% |
False |
False |
62,367 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.0% |
0.0084 |
0.6% |
41% |
False |
False |
41,704 |
| 80 |
1.5860 |
1.3811 |
0.2049 |
14.0% |
0.0068 |
0.5% |
41% |
False |
False |
31,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5176 |
|
2.618 |
1.5005 |
|
1.618 |
1.4900 |
|
1.000 |
1.4835 |
|
0.618 |
1.4795 |
|
HIGH |
1.4730 |
|
0.618 |
1.4690 |
|
0.500 |
1.4678 |
|
0.382 |
1.4665 |
|
LOW |
1.4625 |
|
0.618 |
1.4560 |
|
1.000 |
1.4520 |
|
1.618 |
1.4455 |
|
2.618 |
1.4350 |
|
4.250 |
1.4179 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4678 |
1.4655 |
| PP |
1.4670 |
1.4655 |
| S1 |
1.4663 |
1.4655 |
|