CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4082 |
1.3929 |
-0.0153 |
-1.1% |
1.4490 |
| High |
1.4150 |
1.3970 |
-0.0180 |
-1.3% |
1.4537 |
| Low |
1.4015 |
1.3885 |
-0.0130 |
-0.9% |
1.4210 |
| Close |
1.4030 |
1.3947 |
-0.0083 |
-0.6% |
1.4236 |
| Range |
0.0135 |
0.0085 |
-0.0050 |
-37.0% |
0.0327 |
| ATR |
0.0134 |
0.0135 |
0.0001 |
0.6% |
0.0000 |
| Volume |
338,307 |
291,196 |
-47,111 |
-13.9% |
1,215,224 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4189 |
1.4153 |
1.3994 |
|
| R3 |
1.4104 |
1.4068 |
1.3970 |
|
| R2 |
1.4019 |
1.4019 |
1.3963 |
|
| R1 |
1.3983 |
1.3983 |
1.3955 |
1.4001 |
| PP |
1.3934 |
1.3934 |
1.3934 |
1.3943 |
| S1 |
1.3898 |
1.3898 |
1.3939 |
1.3916 |
| S2 |
1.3849 |
1.3849 |
1.3931 |
|
| S3 |
1.3764 |
1.3813 |
1.3924 |
|
| S4 |
1.3679 |
1.3728 |
1.3900 |
|
|
| 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 |
1.4340 |
1.3885 |
0.0455 |
3.3% |
0.0138 |
1.0% |
14% |
False |
True |
359,023 |
| 10 |
1.4798 |
1.3885 |
0.0913 |
6.5% |
0.0126 |
0.9% |
7% |
False |
True |
314,315 |
| 20 |
1.4926 |
1.3885 |
0.1041 |
7.5% |
0.0112 |
0.8% |
6% |
False |
True |
271,225 |
| 40 |
1.5867 |
1.3885 |
0.1982 |
14.2% |
0.0102 |
0.7% |
3% |
False |
True |
245,966 |
| 60 |
1.5955 |
1.3885 |
0.2070 |
14.8% |
0.0095 |
0.7% |
3% |
False |
True |
232,880 |
| 80 |
1.5955 |
1.3885 |
0.2070 |
14.8% |
0.0089 |
0.6% |
3% |
False |
True |
186,006 |
| 100 |
1.5955 |
1.3885 |
0.2070 |
14.8% |
0.0081 |
0.6% |
3% |
False |
True |
148,946 |
| 120 |
1.5955 |
1.3885 |
0.2070 |
14.8% |
0.0077 |
0.6% |
3% |
False |
True |
124,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4331 |
|
2.618 |
1.4193 |
|
1.618 |
1.4108 |
|
1.000 |
1.4055 |
|
0.618 |
1.4023 |
|
HIGH |
1.3970 |
|
0.618 |
1.3938 |
|
0.500 |
1.3928 |
|
0.382 |
1.3917 |
|
LOW |
1.3885 |
|
0.618 |
1.3832 |
|
1.000 |
1.3800 |
|
1.618 |
1.3747 |
|
2.618 |
1.3662 |
|
4.250 |
1.3524 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3941 |
1.4053 |
| PP |
1.3934 |
1.4018 |
| S1 |
1.3928 |
1.3982 |
|