CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3632 |
1.3736 |
0.0104 |
0.8% |
1.4364 |
| High |
1.3745 |
1.3795 |
0.0050 |
0.4% |
1.4550 |
| Low |
1.3585 |
1.3638 |
0.0053 |
0.4% |
1.3695 |
| Close |
1.3652 |
1.3718 |
0.0066 |
0.5% |
1.3829 |
| Range |
0.0160 |
0.0157 |
-0.0003 |
-1.9% |
0.0855 |
| ATR |
0.0208 |
0.0204 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
198,936 |
191,185 |
-7,751 |
-3.9% |
1,029,223 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4188 |
1.4110 |
1.3804 |
|
| R3 |
1.4031 |
1.3953 |
1.3761 |
|
| R2 |
1.3874 |
1.3874 |
1.3747 |
|
| R1 |
1.3796 |
1.3796 |
1.3732 |
1.3757 |
| PP |
1.3717 |
1.3717 |
1.3717 |
1.3697 |
| S1 |
1.3639 |
1.3639 |
1.3704 |
1.3600 |
| S2 |
1.3560 |
1.3560 |
1.3689 |
|
| S3 |
1.3403 |
1.3482 |
1.3675 |
|
| S4 |
1.3246 |
1.3325 |
1.3632 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6590 |
1.6064 |
1.4299 |
|
| R3 |
1.5735 |
1.5209 |
1.4064 |
|
| R2 |
1.4880 |
1.4880 |
1.3986 |
|
| R1 |
1.4354 |
1.4354 |
1.3907 |
1.4190 |
| PP |
1.4025 |
1.4025 |
1.4025 |
1.3942 |
| S1 |
1.3499 |
1.3499 |
1.3751 |
1.3335 |
| S2 |
1.3170 |
1.3170 |
1.3672 |
|
| S3 |
1.2315 |
1.2644 |
1.3594 |
|
| S4 |
1.1460 |
1.1789 |
1.3359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3908 |
1.3461 |
0.0447 |
3.3% |
0.0166 |
1.2% |
57% |
False |
False |
203,129 |
| 10 |
1.4725 |
1.3461 |
0.1264 |
9.2% |
0.0163 |
1.2% |
20% |
False |
False |
199,787 |
| 20 |
1.4790 |
1.3461 |
0.1329 |
9.7% |
0.0169 |
1.2% |
19% |
False |
False |
215,327 |
| 40 |
1.4850 |
1.3461 |
0.1389 |
10.1% |
0.0134 |
1.0% |
19% |
False |
False |
112,114 |
| 60 |
1.5780 |
1.3461 |
0.2319 |
16.9% |
0.0106 |
0.8% |
11% |
False |
False |
74,937 |
| 80 |
1.5860 |
1.3461 |
0.2399 |
17.5% |
0.0088 |
0.6% |
11% |
False |
False |
56,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4462 |
|
2.618 |
1.4206 |
|
1.618 |
1.4049 |
|
1.000 |
1.3952 |
|
0.618 |
1.3892 |
|
HIGH |
1.3795 |
|
0.618 |
1.3735 |
|
0.500 |
1.3717 |
|
0.382 |
1.3698 |
|
LOW |
1.3638 |
|
0.618 |
1.3541 |
|
1.000 |
1.3481 |
|
1.618 |
1.3384 |
|
2.618 |
1.3227 |
|
4.250 |
1.2971 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3718 |
1.3688 |
| PP |
1.3717 |
1.3658 |
| S1 |
1.3717 |
1.3628 |
|