CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4201 |
1.4174 |
-0.0027 |
-0.2% |
1.4139 |
| High |
1.4205 |
1.4380 |
0.0175 |
1.2% |
1.4160 |
| Low |
1.4030 |
1.4090 |
0.0060 |
0.4% |
1.3811 |
| Close |
1.4109 |
1.4371 |
0.0262 |
1.9% |
1.4142 |
| Range |
0.0175 |
0.0290 |
0.0115 |
65.7% |
0.0349 |
| ATR |
0.0135 |
0.0146 |
0.0011 |
8.2% |
0.0000 |
| Volume |
357,160 |
233,549 |
-123,611 |
-34.6% |
404,735 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5150 |
1.5051 |
1.4531 |
|
| R3 |
1.4860 |
1.4761 |
1.4451 |
|
| R2 |
1.4570 |
1.4570 |
1.4424 |
|
| R1 |
1.4471 |
1.4471 |
1.4398 |
1.4521 |
| PP |
1.4280 |
1.4280 |
1.4280 |
1.4305 |
| S1 |
1.4181 |
1.4181 |
1.4344 |
1.4231 |
| S2 |
1.3990 |
1.3990 |
1.4318 |
|
| S3 |
1.3700 |
1.3891 |
1.4291 |
|
| S4 |
1.3410 |
1.3601 |
1.4212 |
|
|
| 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 |
1.4380 |
1.3811 |
0.0569 |
4.0% |
0.0163 |
1.1% |
98% |
True |
False |
231,024 |
| 10 |
1.4420 |
1.3811 |
0.0609 |
4.2% |
0.0158 |
1.1% |
92% |
False |
False |
130,355 |
| 20 |
1.4805 |
1.3811 |
0.0994 |
6.9% |
0.0115 |
0.8% |
56% |
False |
False |
66,380 |
| 40 |
1.5645 |
1.3811 |
0.1834 |
12.8% |
0.0089 |
0.6% |
31% |
False |
False |
33,571 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.3% |
0.0072 |
0.5% |
27% |
False |
False |
22,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5613 |
|
2.618 |
1.5139 |
|
1.618 |
1.4849 |
|
1.000 |
1.4670 |
|
0.618 |
1.4559 |
|
HIGH |
1.4380 |
|
0.618 |
1.4269 |
|
0.500 |
1.4235 |
|
0.382 |
1.4201 |
|
LOW |
1.4090 |
|
0.618 |
1.3911 |
|
1.000 |
1.3800 |
|
1.618 |
1.3621 |
|
2.618 |
1.3331 |
|
4.250 |
1.2858 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4326 |
1.4316 |
| PP |
1.4280 |
1.4260 |
| S1 |
1.4235 |
1.4205 |
|