CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3994 |
1.4087 |
0.0093 |
0.7% |
1.4139 |
| High |
1.4143 |
1.4160 |
0.0017 |
0.1% |
1.4160 |
| Low |
1.3986 |
1.4060 |
0.0074 |
0.5% |
1.3811 |
| Close |
1.4142 |
1.4132 |
-0.0010 |
-0.1% |
1.4142 |
| Range |
0.0157 |
0.0100 |
-0.0057 |
-36.3% |
0.0349 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
174,782 |
289,357 |
114,575 |
65.6% |
404,735 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4417 |
1.4375 |
1.4187 |
|
| R3 |
1.4317 |
1.4275 |
1.4160 |
|
| R2 |
1.4217 |
1.4217 |
1.4150 |
|
| R1 |
1.4175 |
1.4175 |
1.4141 |
1.4196 |
| PP |
1.4117 |
1.4117 |
1.4117 |
1.4128 |
| S1 |
1.4075 |
1.4075 |
1.4123 |
1.4096 |
| S2 |
1.4017 |
1.4017 |
1.4114 |
|
| S3 |
1.3917 |
1.3975 |
1.4105 |
|
| S4 |
1.3817 |
1.3875 |
1.4077 |
|
|
| 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% |
0.0129 |
0.9% |
92% |
True |
False |
136,320 |
| 10 |
1.4460 |
1.3811 |
0.0649 |
4.6% |
0.0122 |
0.9% |
49% |
False |
False |
72,155 |
| 20 |
1.4805 |
1.3811 |
0.0994 |
7.0% |
0.0101 |
0.7% |
32% |
False |
False |
36,981 |
| 40 |
1.5780 |
1.3811 |
0.1969 |
13.9% |
0.0081 |
0.6% |
16% |
False |
False |
18,811 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.5% |
0.0065 |
0.5% |
16% |
False |
False |
12,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4585 |
|
2.618 |
1.4422 |
|
1.618 |
1.4322 |
|
1.000 |
1.4260 |
|
0.618 |
1.4222 |
|
HIGH |
1.4160 |
|
0.618 |
1.4122 |
|
0.500 |
1.4110 |
|
0.382 |
1.4098 |
|
LOW |
1.4060 |
|
0.618 |
1.3998 |
|
1.000 |
1.3960 |
|
1.618 |
1.3898 |
|
2.618 |
1.3798 |
|
4.250 |
1.3635 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4125 |
1.4083 |
| PP |
1.4117 |
1.4034 |
| S1 |
1.4110 |
1.3986 |
|