CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4700 |
1.4705 |
0.0005 |
0.0% |
1.4087 |
| High |
1.4730 |
1.4725 |
-0.0005 |
0.0% |
1.4508 |
| Low |
1.4625 |
1.4565 |
-0.0060 |
-0.4% |
1.4030 |
| Close |
1.4655 |
1.4621 |
-0.0034 |
-0.2% |
1.4443 |
| Range |
0.0105 |
0.0160 |
0.0055 |
52.4% |
0.0478 |
| ATR |
0.0163 |
0.0163 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
209,570 |
156,045 |
-53,525 |
-25.5% |
1,363,060 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5117 |
1.5029 |
1.4709 |
|
| R3 |
1.4957 |
1.4869 |
1.4665 |
|
| R2 |
1.4797 |
1.4797 |
1.4650 |
|
| R1 |
1.4709 |
1.4709 |
1.4636 |
1.4673 |
| PP |
1.4637 |
1.4637 |
1.4637 |
1.4619 |
| S1 |
1.4549 |
1.4549 |
1.4606 |
1.4513 |
| S2 |
1.4477 |
1.4477 |
1.4592 |
|
| S3 |
1.4317 |
1.4389 |
1.4577 |
|
| S4 |
1.4157 |
1.4229 |
1.4533 |
|
|
| 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 |
1.4200 |
0.0590 |
4.0% |
0.0189 |
1.3% |
71% |
False |
False |
214,519 |
| 10 |
1.4790 |
1.3986 |
0.0804 |
5.5% |
0.0182 |
1.2% |
79% |
False |
False |
236,443 |
| 20 |
1.4790 |
1.3811 |
0.0979 |
6.7% |
0.0148 |
1.0% |
83% |
False |
False |
131,453 |
| 40 |
1.5580 |
1.3811 |
0.1769 |
12.1% |
0.0111 |
0.8% |
46% |
False |
False |
66,256 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.0% |
0.0087 |
0.6% |
40% |
False |
False |
44,298 |
| 80 |
1.5860 |
1.3811 |
0.2049 |
14.0% |
0.0070 |
0.5% |
40% |
False |
False |
33,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5405 |
|
2.618 |
1.5144 |
|
1.618 |
1.4984 |
|
1.000 |
1.4885 |
|
0.618 |
1.4824 |
|
HIGH |
1.4725 |
|
0.618 |
1.4664 |
|
0.500 |
1.4645 |
|
0.382 |
1.4626 |
|
LOW |
1.4565 |
|
0.618 |
1.4466 |
|
1.000 |
1.4405 |
|
1.618 |
1.4306 |
|
2.618 |
1.4146 |
|
4.250 |
1.3885 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4645 |
1.4668 |
| PP |
1.4637 |
1.4652 |
| S1 |
1.4629 |
1.4637 |
|