CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4349 |
1.4108 |
-0.0241 |
-1.7% |
1.4550 |
| High |
1.4352 |
1.4110 |
-0.0242 |
-1.7% |
1.4790 |
| Low |
1.4080 |
1.4010 |
-0.0070 |
-0.5% |
1.4520 |
| Close |
1.4134 |
1.4084 |
-0.0050 |
-0.4% |
1.4623 |
| Range |
0.0272 |
0.0100 |
-0.0172 |
-63.2% |
0.0270 |
| ATR |
0.0182 |
0.0178 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
233,554 |
222,462 |
-11,092 |
-4.7% |
1,021,608 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4368 |
1.4326 |
1.4139 |
|
| R3 |
1.4268 |
1.4226 |
1.4112 |
|
| R2 |
1.4168 |
1.4168 |
1.4102 |
|
| R1 |
1.4126 |
1.4126 |
1.4093 |
1.4097 |
| PP |
1.4068 |
1.4068 |
1.4068 |
1.4054 |
| S1 |
1.4026 |
1.4026 |
1.4075 |
1.3997 |
| S2 |
1.3968 |
1.3968 |
1.4066 |
|
| S3 |
1.3868 |
1.3926 |
1.4057 |
|
| S4 |
1.3768 |
1.3826 |
1.4029 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5454 |
1.5309 |
1.4772 |
|
| R3 |
1.5184 |
1.5039 |
1.4697 |
|
| R2 |
1.4914 |
1.4914 |
1.4673 |
|
| R1 |
1.4769 |
1.4769 |
1.4648 |
1.4842 |
| PP |
1.4644 |
1.4644 |
1.4644 |
1.4681 |
| S1 |
1.4499 |
1.4499 |
1.4598 |
1.4572 |
| S2 |
1.4374 |
1.4374 |
1.4574 |
|
| S3 |
1.4104 |
1.4229 |
1.4549 |
|
| S4 |
1.3834 |
1.3959 |
1.4475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4725 |
1.4010 |
0.0715 |
5.1% |
0.0161 |
1.1% |
10% |
False |
True |
196,445 |
| 10 |
1.4790 |
1.4010 |
0.0780 |
5.5% |
0.0174 |
1.2% |
9% |
False |
True |
213,577 |
| 20 |
1.4790 |
1.3811 |
0.0979 |
7.0% |
0.0166 |
1.2% |
28% |
False |
False |
171,966 |
| 40 |
1.5390 |
1.3811 |
0.1579 |
11.2% |
0.0122 |
0.9% |
17% |
False |
False |
86,857 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.5% |
0.0095 |
0.7% |
13% |
False |
False |
58,041 |
| 80 |
1.5860 |
1.3811 |
0.2049 |
14.5% |
0.0078 |
0.6% |
13% |
False |
False |
43,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4535 |
|
2.618 |
1.4372 |
|
1.618 |
1.4272 |
|
1.000 |
1.4210 |
|
0.618 |
1.4172 |
|
HIGH |
1.4110 |
|
0.618 |
1.4072 |
|
0.500 |
1.4060 |
|
0.382 |
1.4048 |
|
LOW |
1.4010 |
|
0.618 |
1.3948 |
|
1.000 |
1.3910 |
|
1.618 |
1.3848 |
|
2.618 |
1.3748 |
|
4.250 |
1.3585 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4076 |
1.4280 |
| PP |
1.4068 |
1.4215 |
| S1 |
1.4060 |
1.4149 |
|