CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4550 |
1.4729 |
0.0179 |
1.2% |
1.4087 |
| High |
1.4790 |
1.4770 |
-0.0020 |
-0.1% |
1.4508 |
| Low |
1.4520 |
1.4610 |
0.0090 |
0.6% |
1.4030 |
| Close |
1.4780 |
1.4702 |
-0.0078 |
-0.5% |
1.4443 |
| Range |
0.0270 |
0.0160 |
-0.0110 |
-40.7% |
0.0478 |
| ATR |
0.0168 |
0.0168 |
0.0000 |
0.1% |
0.0000 |
| Volume |
208,009 |
252,973 |
44,964 |
21.6% |
1,363,060 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5174 |
1.5098 |
1.4790 |
|
| R3 |
1.5014 |
1.4938 |
1.4746 |
|
| R2 |
1.4854 |
1.4854 |
1.4731 |
|
| R1 |
1.4778 |
1.4778 |
1.4717 |
1.4736 |
| PP |
1.4694 |
1.4694 |
1.4694 |
1.4673 |
| S1 |
1.4618 |
1.4618 |
1.4687 |
1.4576 |
| S2 |
1.4534 |
1.4534 |
1.4673 |
|
| S3 |
1.4374 |
1.4458 |
1.4658 |
|
| S4 |
1.4214 |
1.4298 |
1.4614 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5761 |
1.5580 |
1.4706 |
|
| R3 |
1.5283 |
1.5102 |
1.4574 |
|
| R2 |
1.4805 |
1.4805 |
1.4531 |
|
| R1 |
1.4624 |
1.4624 |
1.4487 |
1.4715 |
| PP |
1.4327 |
1.4327 |
1.4327 |
1.4372 |
| S1 |
1.4146 |
1.4146 |
1.4399 |
1.4237 |
| S2 |
1.3849 |
1.3849 |
1.4355 |
|
| S3 |
1.3371 |
1.3668 |
1.4312 |
|
| S4 |
1.2893 |
1.3190 |
1.4180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4790 |
1.4090 |
0.0700 |
4.8% |
0.0225 |
1.5% |
87% |
False |
False |
235,505 |
| 10 |
1.4790 |
1.3811 |
0.0979 |
6.7% |
0.0178 |
1.2% |
91% |
False |
False |
216,764 |
| 20 |
1.4790 |
1.3811 |
0.0979 |
6.7% |
0.0144 |
1.0% |
91% |
False |
False |
113,331 |
| 40 |
1.5580 |
1.3811 |
0.1769 |
12.0% |
0.0106 |
0.7% |
50% |
False |
False |
57,133 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
13.9% |
0.0083 |
0.6% |
43% |
False |
False |
38,218 |
| 80 |
1.5860 |
1.3811 |
0.2049 |
13.9% |
0.0066 |
0.5% |
43% |
False |
False |
28,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5450 |
|
2.618 |
1.5189 |
|
1.618 |
1.5029 |
|
1.000 |
1.4930 |
|
0.618 |
1.4869 |
|
HIGH |
1.4770 |
|
0.618 |
1.4709 |
|
0.500 |
1.4690 |
|
0.382 |
1.4671 |
|
LOW |
1.4610 |
|
0.618 |
1.4511 |
|
1.000 |
1.4450 |
|
1.618 |
1.4351 |
|
2.618 |
1.4191 |
|
4.250 |
1.3930 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4698 |
1.4633 |
| PP |
1.4694 |
1.4564 |
| S1 |
1.4690 |
1.4495 |
|