CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4174 |
1.4508 |
0.0334 |
2.4% |
1.4139 |
| High |
1.4380 |
1.4508 |
0.0128 |
0.9% |
1.4160 |
| Low |
1.4090 |
1.4355 |
0.0265 |
1.9% |
1.3811 |
| Close |
1.4371 |
1.4381 |
0.0010 |
0.1% |
1.4142 |
| Range |
0.0290 |
0.0153 |
-0.0137 |
-47.2% |
0.0349 |
| ATR |
0.0146 |
0.0146 |
0.0001 |
0.4% |
0.0000 |
| Volume |
233,549 |
236,995 |
3,446 |
1.5% |
404,735 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4874 |
1.4780 |
1.4465 |
|
| R3 |
1.4721 |
1.4627 |
1.4423 |
|
| R2 |
1.4568 |
1.4568 |
1.4409 |
|
| R1 |
1.4474 |
1.4474 |
1.4395 |
1.4445 |
| PP |
1.4415 |
1.4415 |
1.4415 |
1.4400 |
| S1 |
1.4321 |
1.4321 |
1.4367 |
1.4292 |
| S2 |
1.4262 |
1.4262 |
1.4353 |
|
| S3 |
1.4109 |
1.4168 |
1.4339 |
|
| S4 |
1.3956 |
1.4015 |
1.4297 |
|
|
| 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 |
1.4508 |
1.3986 |
0.0522 |
3.6% |
0.0175 |
1.2% |
76% |
True |
False |
258,368 |
| 10 |
1.4508 |
1.3811 |
0.0697 |
4.8% |
0.0156 |
1.1% |
82% |
True |
False |
153,448 |
| 20 |
1.4805 |
1.3811 |
0.0994 |
6.9% |
0.0119 |
0.8% |
57% |
False |
False |
78,177 |
| 40 |
1.5645 |
1.3811 |
0.1834 |
12.8% |
0.0092 |
0.6% |
31% |
False |
False |
39,480 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.2% |
0.0073 |
0.5% |
28% |
False |
False |
26,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5158 |
|
2.618 |
1.4909 |
|
1.618 |
1.4756 |
|
1.000 |
1.4661 |
|
0.618 |
1.4603 |
|
HIGH |
1.4508 |
|
0.618 |
1.4450 |
|
0.500 |
1.4432 |
|
0.382 |
1.4413 |
|
LOW |
1.4355 |
|
0.618 |
1.4260 |
|
1.000 |
1.4202 |
|
1.618 |
1.4107 |
|
2.618 |
1.3954 |
|
4.250 |
1.3705 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4432 |
1.4344 |
| PP |
1.4415 |
1.4306 |
| S1 |
1.4398 |
1.4269 |
|