CME Euro FX Future December 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 |
1.3863 |
1.3994 |
0.0131 |
0.9% |
1.4139 |
| High |
1.3902 |
1.4143 |
0.0241 |
1.7% |
1.4160 |
| Low |
1.3811 |
1.3986 |
0.0175 |
1.3% |
1.3811 |
| Close |
1.3877 |
1.4142 |
0.0265 |
1.9% |
1.4142 |
| Range |
0.0091 |
0.0157 |
0.0066 |
72.5% |
0.0349 |
| ATR |
0.0124 |
0.0134 |
0.0010 |
8.2% |
0.0000 |
| Volume |
100,272 |
174,782 |
74,510 |
74.3% |
404,735 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4561 |
1.4509 |
1.4228 |
|
| R3 |
1.4404 |
1.4352 |
1.4185 |
|
| R2 |
1.4247 |
1.4247 |
1.4171 |
|
| R1 |
1.4195 |
1.4195 |
1.4156 |
1.4221 |
| PP |
1.4090 |
1.4090 |
1.4090 |
1.4104 |
| S1 |
1.4038 |
1.4038 |
1.4128 |
1.4064 |
| S2 |
1.3933 |
1.3933 |
1.4113 |
|
| S3 |
1.3776 |
1.3881 |
1.4099 |
|
| S4 |
1.3619 |
1.3724 |
1.4056 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5085 |
1.4962 |
1.4334 |
|
| R3 |
1.4736 |
1.4613 |
1.4238 |
|
| R2 |
1.4387 |
1.4387 |
1.4206 |
|
| R1 |
1.4264 |
1.4264 |
1.4174 |
1.4326 |
| PP |
1.4038 |
1.4038 |
1.4038 |
1.4068 |
| S1 |
1.3915 |
1.3915 |
1.4110 |
1.3977 |
| S2 |
1.3689 |
1.3689 |
1.4078 |
|
| S3 |
1.3340 |
1.3566 |
1.4046 |
|
| S4 |
1.2991 |
1.3217 |
1.3950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4160 |
1.3811 |
0.0349 |
2.5% |
0.0144 |
1.0% |
95% |
False |
False |
80,947 |
| 10 |
1.4665 |
1.3811 |
0.0854 |
6.0% |
0.0121 |
0.9% |
39% |
False |
False |
43,652 |
| 20 |
1.4805 |
1.3811 |
0.0994 |
7.0% |
0.0100 |
0.7% |
33% |
False |
False |
22,548 |
| 40 |
1.5780 |
1.3811 |
0.1969 |
13.9% |
0.0079 |
0.6% |
17% |
False |
False |
11,585 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.5% |
0.0064 |
0.5% |
16% |
False |
False |
7,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4810 |
|
2.618 |
1.4554 |
|
1.618 |
1.4397 |
|
1.000 |
1.4300 |
|
0.618 |
1.4240 |
|
HIGH |
1.4143 |
|
0.618 |
1.4083 |
|
0.500 |
1.4065 |
|
0.382 |
1.4046 |
|
LOW |
1.3986 |
|
0.618 |
1.3889 |
|
1.000 |
1.3829 |
|
1.618 |
1.3732 |
|
2.618 |
1.3575 |
|
4.250 |
1.3319 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4116 |
1.4087 |
| PP |
1.4090 |
1.4032 |
| S1 |
1.4065 |
1.3977 |
|