CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4087 |
1.4201 |
0.0114 |
0.8% |
1.4139 |
| High |
1.4160 |
1.4205 |
0.0045 |
0.3% |
1.4160 |
| Low |
1.4060 |
1.4030 |
-0.0030 |
-0.2% |
1.3811 |
| Close |
1.4132 |
1.4109 |
-0.0023 |
-0.2% |
1.4142 |
| Range |
0.0100 |
0.0175 |
0.0075 |
75.0% |
0.0349 |
| ATR |
0.0132 |
0.0135 |
0.0003 |
2.4% |
0.0000 |
| Volume |
289,357 |
357,160 |
67,803 |
23.4% |
404,735 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4640 |
1.4549 |
1.4205 |
|
| R3 |
1.4465 |
1.4374 |
1.4157 |
|
| R2 |
1.4290 |
1.4290 |
1.4141 |
|
| R1 |
1.4199 |
1.4199 |
1.4125 |
1.4157 |
| PP |
1.4115 |
1.4115 |
1.4115 |
1.4094 |
| S1 |
1.4024 |
1.4024 |
1.4093 |
1.3982 |
| S2 |
1.3940 |
1.3940 |
1.4077 |
|
| S3 |
1.3765 |
1.3849 |
1.4061 |
|
| S4 |
1.3590 |
1.3674 |
1.4013 |
|
|
| 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 |
1.4205 |
1.3811 |
0.0394 |
2.8% |
0.0132 |
0.9% |
76% |
True |
False |
198,024 |
| 10 |
1.4420 |
1.3811 |
0.0609 |
4.3% |
0.0134 |
0.9% |
49% |
False |
False |
107,629 |
| 20 |
1.4805 |
1.3811 |
0.0994 |
7.0% |
0.0107 |
0.8% |
30% |
False |
False |
54,804 |
| 40 |
1.5780 |
1.3811 |
0.1969 |
14.0% |
0.0085 |
0.6% |
15% |
False |
False |
27,736 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.5% |
0.0068 |
0.5% |
15% |
False |
False |
18,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4949 |
|
2.618 |
1.4663 |
|
1.618 |
1.4488 |
|
1.000 |
1.4380 |
|
0.618 |
1.4313 |
|
HIGH |
1.4205 |
|
0.618 |
1.4138 |
|
0.500 |
1.4118 |
|
0.382 |
1.4097 |
|
LOW |
1.4030 |
|
0.618 |
1.3922 |
|
1.000 |
1.3855 |
|
1.618 |
1.3747 |
|
2.618 |
1.3572 |
|
4.250 |
1.3286 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4118 |
1.4105 |
| PP |
1.4115 |
1.4100 |
| S1 |
1.4112 |
1.4096 |
|