CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4210 |
1.4139 |
-0.0071 |
-0.5% |
1.4420 |
| High |
1.4270 |
1.4160 |
-0.0110 |
-0.8% |
1.4460 |
| Low |
1.4150 |
1.3983 |
-0.0167 |
-1.2% |
1.4150 |
| Close |
1.4168 |
1.4032 |
-0.0136 |
-1.0% |
1.4168 |
| Range |
0.0120 |
0.0177 |
0.0057 |
47.5% |
0.0310 |
| ATR |
0.0111 |
0.0117 |
0.0005 |
4.7% |
0.0000 |
| Volume |
12,686 |
12,491 |
-195 |
-1.5% |
27,461 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4589 |
1.4488 |
1.4129 |
|
| R3 |
1.4412 |
1.4311 |
1.4081 |
|
| R2 |
1.4235 |
1.4235 |
1.4064 |
|
| R1 |
1.4134 |
1.4134 |
1.4048 |
1.4096 |
| PP |
1.4058 |
1.4058 |
1.4058 |
1.4040 |
| S1 |
1.3957 |
1.3957 |
1.4016 |
1.3919 |
| S2 |
1.3881 |
1.3881 |
1.4000 |
|
| S3 |
1.3704 |
1.3780 |
1.3983 |
|
| S4 |
1.3527 |
1.3603 |
1.3935 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5189 |
1.4989 |
1.4339 |
|
| R3 |
1.4879 |
1.4679 |
1.4253 |
|
| R2 |
1.4569 |
1.4569 |
1.4225 |
|
| R1 |
1.4369 |
1.4369 |
1.4196 |
1.4314 |
| PP |
1.4259 |
1.4259 |
1.4259 |
1.4232 |
| S1 |
1.4059 |
1.4059 |
1.4140 |
1.4004 |
| S2 |
1.3949 |
1.3949 |
1.4111 |
|
| S3 |
1.3639 |
1.3749 |
1.4083 |
|
| S4 |
1.3329 |
1.3439 |
1.3998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4460 |
1.3983 |
0.0477 |
3.4% |
0.0115 |
0.8% |
10% |
False |
True |
7,990 |
| 10 |
1.4715 |
1.3983 |
0.0732 |
5.2% |
0.0098 |
0.7% |
7% |
False |
True |
5,127 |
| 20 |
1.4865 |
1.3983 |
0.0882 |
6.3% |
0.0089 |
0.6% |
6% |
False |
True |
3,232 |
| 40 |
1.5860 |
1.3983 |
0.1877 |
13.4% |
0.0072 |
0.5% |
3% |
False |
True |
1,849 |
| 60 |
1.5860 |
1.3983 |
0.1877 |
13.4% |
0.0056 |
0.4% |
3% |
False |
True |
1,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4912 |
|
2.618 |
1.4623 |
|
1.618 |
1.4446 |
|
1.000 |
1.4337 |
|
0.618 |
1.4269 |
|
HIGH |
1.4160 |
|
0.618 |
1.4092 |
|
0.500 |
1.4072 |
|
0.382 |
1.4051 |
|
LOW |
1.3983 |
|
0.618 |
1.3874 |
|
1.000 |
1.3806 |
|
1.618 |
1.3697 |
|
2.618 |
1.3520 |
|
4.250 |
1.3231 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4072 |
1.4202 |
| PP |
1.4058 |
1.4145 |
| S1 |
1.4045 |
1.4089 |
|