CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3929 |
1.4110 |
0.0181 |
1.3% |
1.4213 |
| High |
1.3970 |
1.4214 |
0.0244 |
1.7% |
1.4229 |
| Low |
1.3885 |
1.4090 |
0.0205 |
1.5% |
1.3885 |
| Close |
1.3947 |
1.4214 |
0.0267 |
1.9% |
1.4214 |
| Range |
0.0085 |
0.0124 |
0.0039 |
45.9% |
0.0344 |
| ATR |
0.0135 |
0.0144 |
0.0009 |
7.0% |
0.0000 |
| Volume |
291,196 |
237,325 |
-53,871 |
-18.5% |
1,630,626 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4545 |
1.4503 |
1.4282 |
|
| R3 |
1.4421 |
1.4379 |
1.4248 |
|
| R2 |
1.4297 |
1.4297 |
1.4237 |
|
| R1 |
1.4255 |
1.4255 |
1.4225 |
1.4276 |
| PP |
1.4173 |
1.4173 |
1.4173 |
1.4183 |
| S1 |
1.4131 |
1.4131 |
1.4203 |
1.4152 |
| S2 |
1.4049 |
1.4049 |
1.4191 |
|
| S3 |
1.3925 |
1.4007 |
1.4180 |
|
| S4 |
1.3801 |
1.3883 |
1.4146 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5141 |
1.5022 |
1.4403 |
|
| R3 |
1.4797 |
1.4678 |
1.4309 |
|
| R2 |
1.4453 |
1.4453 |
1.4277 |
|
| R1 |
1.4334 |
1.4334 |
1.4246 |
1.4394 |
| PP |
1.4109 |
1.4109 |
1.4109 |
1.4139 |
| S1 |
1.3990 |
1.3990 |
1.4182 |
1.4050 |
| S2 |
1.3765 |
1.3765 |
1.4151 |
|
| S3 |
1.3421 |
1.3646 |
1.4119 |
|
| S4 |
1.3077 |
1.3302 |
1.4025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4229 |
1.3885 |
0.0344 |
2.4% |
0.0137 |
1.0% |
96% |
False |
False |
326,125 |
| 10 |
1.4743 |
1.3885 |
0.0858 |
6.0% |
0.0124 |
0.9% |
38% |
False |
False |
313,523 |
| 20 |
1.4877 |
1.3885 |
0.0992 |
7.0% |
0.0110 |
0.8% |
33% |
False |
False |
268,845 |
| 40 |
1.5867 |
1.3885 |
0.1982 |
13.9% |
0.0102 |
0.7% |
17% |
False |
False |
246,575 |
| 60 |
1.5955 |
1.3885 |
0.2070 |
14.6% |
0.0096 |
0.7% |
16% |
False |
False |
233,584 |
| 80 |
1.5955 |
1.3885 |
0.2070 |
14.6% |
0.0091 |
0.6% |
16% |
False |
False |
188,963 |
| 100 |
1.5955 |
1.3885 |
0.2070 |
14.6% |
0.0081 |
0.6% |
16% |
False |
False |
151,315 |
| 120 |
1.5955 |
1.3885 |
0.2070 |
14.6% |
0.0078 |
0.5% |
16% |
False |
False |
126,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4741 |
|
2.618 |
1.4539 |
|
1.618 |
1.4415 |
|
1.000 |
1.4338 |
|
0.618 |
1.4291 |
|
HIGH |
1.4214 |
|
0.618 |
1.4167 |
|
0.500 |
1.4152 |
|
0.382 |
1.4137 |
|
LOW |
1.4090 |
|
0.618 |
1.4013 |
|
1.000 |
1.3966 |
|
1.618 |
1.3889 |
|
2.618 |
1.3765 |
|
4.250 |
1.3563 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4193 |
1.4159 |
| PP |
1.4173 |
1.4104 |
| S1 |
1.4152 |
1.4050 |
|