CME Euro FX Future December 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 |
1.4076 |
1.4009 |
-0.0067 |
-0.5% |
1.4420 |
| High |
1.4151 |
1.4080 |
-0.0071 |
-0.5% |
1.4460 |
| Low |
1.3990 |
1.3945 |
-0.0045 |
-0.3% |
1.4150 |
| Close |
1.4094 |
1.3960 |
-0.0134 |
-1.0% |
1.4168 |
| Range |
0.0161 |
0.0135 |
-0.0026 |
-16.1% |
0.0310 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.7% |
0.0000 |
| Volume |
48,640 |
68,550 |
19,910 |
40.9% |
27,461 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4400 |
1.4315 |
1.4034 |
|
| R3 |
1.4265 |
1.4180 |
1.3997 |
|
| R2 |
1.4130 |
1.4130 |
1.3985 |
|
| R1 |
1.4045 |
1.4045 |
1.3972 |
1.4020 |
| PP |
1.3995 |
1.3995 |
1.3995 |
1.3983 |
| S1 |
1.3910 |
1.3910 |
1.3948 |
1.3885 |
| S2 |
1.3860 |
1.3860 |
1.3935 |
|
| S3 |
1.3725 |
1.3775 |
1.3923 |
|
| S4 |
1.3590 |
1.3640 |
1.3886 |
|
|
| 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 |
1.3945 |
0.0475 |
3.4% |
0.0153 |
1.1% |
3% |
False |
True |
29,687 |
| 10 |
1.4715 |
1.3945 |
0.0770 |
5.5% |
0.0115 |
0.8% |
2% |
False |
True |
16,692 |
| 20 |
1.4850 |
1.3945 |
0.0905 |
6.5% |
0.0099 |
0.7% |
2% |
False |
True |
8,902 |
| 40 |
1.5780 |
1.3945 |
0.1835 |
13.1% |
0.0075 |
0.5% |
1% |
False |
True |
4,741 |
| 60 |
1.5860 |
1.3945 |
0.1915 |
13.7% |
0.0060 |
0.4% |
1% |
False |
True |
3,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4654 |
|
2.618 |
1.4433 |
|
1.618 |
1.4298 |
|
1.000 |
1.4215 |
|
0.618 |
1.4163 |
|
HIGH |
1.4080 |
|
0.618 |
1.4028 |
|
0.500 |
1.4013 |
|
0.382 |
1.3997 |
|
LOW |
1.3945 |
|
0.618 |
1.3862 |
|
1.000 |
1.3810 |
|
1.618 |
1.3727 |
|
2.618 |
1.3592 |
|
4.250 |
1.3371 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4013 |
1.4053 |
| PP |
1.3995 |
1.4022 |
| S1 |
1.3978 |
1.3991 |
|