CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4144 |
1.4082 |
-0.0062 |
-0.4% |
1.4490 |
| High |
1.4221 |
1.4150 |
-0.0071 |
-0.5% |
1.4537 |
| Low |
1.4060 |
1.4015 |
-0.0045 |
-0.3% |
1.4210 |
| Close |
1.4164 |
1.4030 |
-0.0134 |
-0.9% |
1.4236 |
| Range |
0.0161 |
0.0135 |
-0.0026 |
-16.1% |
0.0327 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.9% |
0.0000 |
| Volume |
387,157 |
338,307 |
-48,850 |
-12.6% |
1,215,224 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4470 |
1.4385 |
1.4104 |
|
| R3 |
1.4335 |
1.4250 |
1.4067 |
|
| R2 |
1.4200 |
1.4200 |
1.4055 |
|
| R1 |
1.4115 |
1.4115 |
1.4042 |
1.4090 |
| PP |
1.4065 |
1.4065 |
1.4065 |
1.4053 |
| S1 |
1.3980 |
1.3980 |
1.4018 |
1.3955 |
| S2 |
1.3930 |
1.3930 |
1.4005 |
|
| S3 |
1.3795 |
1.3845 |
1.3993 |
|
| S4 |
1.3660 |
1.3710 |
1.3956 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5309 |
1.5099 |
1.4416 |
|
| R3 |
1.4982 |
1.4772 |
1.4326 |
|
| R2 |
1.4655 |
1.4655 |
1.4296 |
|
| R1 |
1.4445 |
1.4445 |
1.4266 |
1.4387 |
| PP |
1.4328 |
1.4328 |
1.4328 |
1.4298 |
| S1 |
1.4118 |
1.4118 |
1.4206 |
1.4060 |
| S2 |
1.4001 |
1.4001 |
1.4176 |
|
| S3 |
1.3674 |
1.3791 |
1.4146 |
|
| S4 |
1.3347 |
1.3464 |
1.4056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4494 |
1.4015 |
0.0479 |
3.4% |
0.0157 |
1.1% |
3% |
False |
True |
356,493 |
| 10 |
1.4798 |
1.4015 |
0.0783 |
5.6% |
0.0127 |
0.9% |
2% |
False |
True |
312,465 |
| 20 |
1.4926 |
1.4015 |
0.0911 |
6.5% |
0.0113 |
0.8% |
2% |
False |
True |
269,550 |
| 40 |
1.5867 |
1.4015 |
0.1852 |
13.2% |
0.0102 |
0.7% |
1% |
False |
True |
245,607 |
| 60 |
1.5955 |
1.4015 |
0.1940 |
13.8% |
0.0094 |
0.7% |
1% |
False |
True |
231,171 |
| 80 |
1.5955 |
1.4015 |
0.1940 |
13.8% |
0.0088 |
0.6% |
1% |
False |
True |
182,380 |
| 100 |
1.5955 |
1.4015 |
0.1940 |
13.8% |
0.0081 |
0.6% |
1% |
False |
True |
146,041 |
| 120 |
1.5955 |
1.4015 |
0.1940 |
13.8% |
0.0077 |
0.5% |
1% |
False |
True |
121,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4724 |
|
2.618 |
1.4503 |
|
1.618 |
1.4368 |
|
1.000 |
1.4285 |
|
0.618 |
1.4233 |
|
HIGH |
1.4150 |
|
0.618 |
1.4098 |
|
0.500 |
1.4083 |
|
0.382 |
1.4067 |
|
LOW |
1.4015 |
|
0.618 |
1.3932 |
|
1.000 |
1.3880 |
|
1.618 |
1.3797 |
|
2.618 |
1.3662 |
|
4.250 |
1.3441 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4083 |
1.4122 |
| PP |
1.4065 |
1.4091 |
| S1 |
1.4048 |
1.4061 |
|