CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4633 |
1.4364 |
-0.0269 |
-1.8% |
1.4550 |
| High |
1.4665 |
1.4550 |
-0.0115 |
-0.8% |
1.4790 |
| Low |
1.4580 |
1.4364 |
-0.0216 |
-1.5% |
1.4520 |
| Close |
1.4623 |
1.4488 |
-0.0135 |
-0.9% |
1.4623 |
| Range |
0.0085 |
0.0186 |
0.0101 |
118.8% |
0.0270 |
| ATR |
0.0157 |
0.0165 |
0.0007 |
4.6% |
0.0000 |
| Volume |
195,011 |
175,156 |
-19,855 |
-10.2% |
1,021,608 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5025 |
1.4943 |
1.4590 |
|
| R3 |
1.4839 |
1.4757 |
1.4539 |
|
| R2 |
1.4653 |
1.4653 |
1.4522 |
|
| R1 |
1.4571 |
1.4571 |
1.4505 |
1.4612 |
| PP |
1.4467 |
1.4467 |
1.4467 |
1.4488 |
| S1 |
1.4385 |
1.4385 |
1.4471 |
1.4426 |
| S2 |
1.4281 |
1.4281 |
1.4454 |
|
| S3 |
1.4095 |
1.4199 |
1.4437 |
|
| S4 |
1.3909 |
1.4013 |
1.4386 |
|
|
| 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 |
1.4770 |
1.4364 |
0.0406 |
2.8% |
0.0139 |
1.0% |
31% |
False |
True |
197,751 |
| 10 |
1.4790 |
1.4030 |
0.0760 |
5.2% |
0.0183 |
1.3% |
60% |
False |
False |
227,046 |
| 20 |
1.4790 |
1.3811 |
0.0979 |
6.8% |
0.0153 |
1.1% |
69% |
False |
False |
149,601 |
| 40 |
1.5515 |
1.3811 |
0.1704 |
11.8% |
0.0114 |
0.8% |
40% |
False |
False |
75,474 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.1% |
0.0092 |
0.6% |
33% |
False |
False |
50,453 |
| 80 |
1.5860 |
1.3811 |
0.2049 |
14.1% |
0.0073 |
0.5% |
33% |
False |
False |
37,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5341 |
|
2.618 |
1.5037 |
|
1.618 |
1.4851 |
|
1.000 |
1.4736 |
|
0.618 |
1.4665 |
|
HIGH |
1.4550 |
|
0.618 |
1.4479 |
|
0.500 |
1.4457 |
|
0.382 |
1.4435 |
|
LOW |
1.4364 |
|
0.618 |
1.4249 |
|
1.000 |
1.4178 |
|
1.618 |
1.4063 |
|
2.618 |
1.3877 |
|
4.250 |
1.3574 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4478 |
1.4545 |
| PP |
1.4467 |
1.4526 |
| S1 |
1.4457 |
1.4507 |
|