CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4705 |
1.4633 |
-0.0072 |
-0.5% |
1.4550 |
| High |
1.4725 |
1.4665 |
-0.0060 |
-0.4% |
1.4790 |
| Low |
1.4565 |
1.4580 |
0.0015 |
0.1% |
1.4520 |
| Close |
1.4621 |
1.4623 |
0.0002 |
0.0% |
1.4623 |
| Range |
0.0160 |
0.0085 |
-0.0075 |
-46.9% |
0.0270 |
| ATR |
0.0163 |
0.0157 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
156,045 |
195,011 |
38,966 |
25.0% |
1,021,608 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4878 |
1.4835 |
1.4670 |
|
| R3 |
1.4793 |
1.4750 |
1.4646 |
|
| R2 |
1.4708 |
1.4708 |
1.4639 |
|
| R1 |
1.4665 |
1.4665 |
1.4631 |
1.4644 |
| PP |
1.4623 |
1.4623 |
1.4623 |
1.4612 |
| S1 |
1.4580 |
1.4580 |
1.4615 |
1.4559 |
| S2 |
1.4538 |
1.4538 |
1.4607 |
|
| S3 |
1.4453 |
1.4495 |
1.4600 |
|
| S4 |
1.4368 |
1.4410 |
1.4576 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5454 |
1.5309 |
1.4772 |
|
| R3 |
1.5184 |
1.5039 |
1.4697 |
|
| R2 |
1.4914 |
1.4914 |
1.4673 |
|
| R1 |
1.4769 |
1.4769 |
1.4648 |
1.4842 |
| PP |
1.4644 |
1.4644 |
1.4644 |
1.4681 |
| S1 |
1.4499 |
1.4499 |
1.4598 |
1.4572 |
| S2 |
1.4374 |
1.4374 |
1.4574 |
|
| S3 |
1.4104 |
1.4229 |
1.4549 |
|
| S4 |
1.3834 |
1.3959 |
1.4475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4790 |
1.4520 |
0.0270 |
1.8% |
0.0156 |
1.1% |
38% |
False |
False |
204,321 |
| 10 |
1.4790 |
1.4030 |
0.0760 |
5.2% |
0.0175 |
1.2% |
78% |
False |
False |
238,466 |
| 20 |
1.4790 |
1.3811 |
0.0979 |
6.7% |
0.0148 |
1.0% |
83% |
False |
False |
141,059 |
| 40 |
1.5515 |
1.3811 |
0.1704 |
11.7% |
0.0111 |
0.8% |
48% |
False |
False |
71,123 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.0% |
0.0088 |
0.6% |
40% |
False |
False |
47,542 |
| 80 |
1.5860 |
1.3811 |
0.2049 |
14.0% |
0.0071 |
0.5% |
40% |
False |
False |
35,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5026 |
|
2.618 |
1.4888 |
|
1.618 |
1.4803 |
|
1.000 |
1.4750 |
|
0.618 |
1.4718 |
|
HIGH |
1.4665 |
|
0.618 |
1.4633 |
|
0.500 |
1.4623 |
|
0.382 |
1.4612 |
|
LOW |
1.4580 |
|
0.618 |
1.4527 |
|
1.000 |
1.4495 |
|
1.618 |
1.4442 |
|
2.618 |
1.4357 |
|
4.250 |
1.4219 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4623 |
1.4648 |
| PP |
1.4623 |
1.4639 |
| S1 |
1.4623 |
1.4631 |
|