CME Euro FX Future December 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 |
1.4009 |
1.3863 |
-0.0146 |
-1.0% |
1.4420 |
| High |
1.4080 |
1.3902 |
-0.0178 |
-1.3% |
1.4460 |
| Low |
1.3945 |
1.3811 |
-0.0134 |
-1.0% |
1.4150 |
| Close |
1.3960 |
1.3877 |
-0.0083 |
-0.6% |
1.4168 |
| Range |
0.0135 |
0.0091 |
-0.0044 |
-32.6% |
0.0310 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.6% |
0.0000 |
| Volume |
68,550 |
100,272 |
31,722 |
46.3% |
27,461 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4136 |
1.4098 |
1.3927 |
|
| R3 |
1.4045 |
1.4007 |
1.3902 |
|
| R2 |
1.3954 |
1.3954 |
1.3894 |
|
| R1 |
1.3916 |
1.3916 |
1.3885 |
1.3935 |
| PP |
1.3863 |
1.3863 |
1.3863 |
1.3873 |
| S1 |
1.3825 |
1.3825 |
1.3869 |
1.3844 |
| S2 |
1.3772 |
1.3772 |
1.3860 |
|
| S3 |
1.3681 |
1.3734 |
1.3852 |
|
| S4 |
1.3590 |
1.3643 |
1.3827 |
|
|
| 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 |
1.4270 |
1.3811 |
0.0459 |
3.3% |
0.0137 |
1.0% |
14% |
False |
True |
48,527 |
| 10 |
1.4715 |
1.3811 |
0.0904 |
6.5% |
0.0115 |
0.8% |
7% |
False |
True |
26,464 |
| 20 |
1.4834 |
1.3811 |
0.1023 |
7.4% |
0.0099 |
0.7% |
6% |
False |
True |
13,849 |
| 40 |
1.5780 |
1.3811 |
0.1969 |
14.2% |
0.0075 |
0.5% |
3% |
False |
True |
7,228 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.8% |
0.0062 |
0.4% |
3% |
False |
True |
4,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4289 |
|
2.618 |
1.4140 |
|
1.618 |
1.4049 |
|
1.000 |
1.3993 |
|
0.618 |
1.3958 |
|
HIGH |
1.3902 |
|
0.618 |
1.3867 |
|
0.500 |
1.3857 |
|
0.382 |
1.3846 |
|
LOW |
1.3811 |
|
0.618 |
1.3755 |
|
1.000 |
1.3720 |
|
1.618 |
1.3664 |
|
2.618 |
1.3573 |
|
4.250 |
1.3424 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3870 |
1.3981 |
| PP |
1.3863 |
1.3946 |
| S1 |
1.3857 |
1.3912 |
|