CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4139 |
1.4076 |
-0.0063 |
-0.4% |
1.4420 |
| High |
1.4160 |
1.4151 |
-0.0009 |
-0.1% |
1.4460 |
| Low |
1.3983 |
1.3990 |
0.0007 |
0.1% |
1.4150 |
| Close |
1.4032 |
1.4094 |
0.0062 |
0.4% |
1.4168 |
| Range |
0.0177 |
0.0161 |
-0.0016 |
-9.0% |
0.0310 |
| ATR |
0.0117 |
0.0120 |
0.0003 |
2.7% |
0.0000 |
| Volume |
12,491 |
48,640 |
36,149 |
289.4% |
27,461 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4561 |
1.4489 |
1.4183 |
|
| R3 |
1.4400 |
1.4328 |
1.4138 |
|
| R2 |
1.4239 |
1.4239 |
1.4124 |
|
| R1 |
1.4167 |
1.4167 |
1.4109 |
1.4203 |
| PP |
1.4078 |
1.4078 |
1.4078 |
1.4097 |
| S1 |
1.4006 |
1.4006 |
1.4079 |
1.4042 |
| S2 |
1.3917 |
1.3917 |
1.4064 |
|
| S3 |
1.3756 |
1.3845 |
1.4050 |
|
| S4 |
1.3595 |
1.3684 |
1.4005 |
|
|
| 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 |
1.4420 |
1.3983 |
0.0437 |
3.1% |
0.0136 |
1.0% |
25% |
False |
False |
17,234 |
| 10 |
1.4715 |
1.3983 |
0.0732 |
5.2% |
0.0109 |
0.8% |
15% |
False |
False |
9,899 |
| 20 |
1.4865 |
1.3983 |
0.0882 |
6.3% |
0.0096 |
0.7% |
13% |
False |
False |
5,537 |
| 40 |
1.5860 |
1.3983 |
0.1877 |
13.3% |
0.0074 |
0.5% |
6% |
False |
False |
3,049 |
| 60 |
1.5860 |
1.3983 |
0.1877 |
13.3% |
0.0059 |
0.4% |
6% |
False |
False |
2,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4835 |
|
2.618 |
1.4572 |
|
1.618 |
1.4411 |
|
1.000 |
1.4312 |
|
0.618 |
1.4250 |
|
HIGH |
1.4151 |
|
0.618 |
1.4089 |
|
0.500 |
1.4071 |
|
0.382 |
1.4052 |
|
LOW |
1.3990 |
|
0.618 |
1.3891 |
|
1.000 |
1.3829 |
|
1.618 |
1.3730 |
|
2.618 |
1.3569 |
|
4.250 |
1.3306 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4086 |
1.4127 |
| PP |
1.4078 |
1.4116 |
| S1 |
1.4071 |
1.4105 |
|