CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4364 |
1.4349 |
-0.0015 |
-0.1% |
1.4550 |
| High |
1.4550 |
1.4352 |
-0.0198 |
-1.4% |
1.4790 |
| Low |
1.4364 |
1.4080 |
-0.0284 |
-2.0% |
1.4520 |
| Close |
1.4488 |
1.4134 |
-0.0354 |
-2.4% |
1.4623 |
| Range |
0.0186 |
0.0272 |
0.0086 |
46.2% |
0.0270 |
| ATR |
0.0165 |
0.0182 |
0.0017 |
10.6% |
0.0000 |
| Volume |
175,156 |
233,554 |
58,398 |
33.3% |
1,021,608 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5005 |
1.4841 |
1.4284 |
|
| R3 |
1.4733 |
1.4569 |
1.4209 |
|
| R2 |
1.4461 |
1.4461 |
1.4184 |
|
| R1 |
1.4297 |
1.4297 |
1.4159 |
1.4243 |
| PP |
1.4189 |
1.4189 |
1.4189 |
1.4162 |
| S1 |
1.4025 |
1.4025 |
1.4109 |
1.3971 |
| S2 |
1.3917 |
1.3917 |
1.4084 |
|
| S3 |
1.3645 |
1.3753 |
1.4059 |
|
| S4 |
1.3373 |
1.3481 |
1.3984 |
|
|
| 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 |
1.4730 |
1.4080 |
0.0650 |
4.6% |
0.0162 |
1.1% |
8% |
False |
True |
193,867 |
| 10 |
1.4790 |
1.4080 |
0.0710 |
5.0% |
0.0193 |
1.4% |
8% |
False |
True |
214,686 |
| 20 |
1.4790 |
1.3811 |
0.0979 |
6.9% |
0.0164 |
1.2% |
33% |
False |
False |
161,157 |
| 40 |
1.5390 |
1.3811 |
0.1579 |
11.2% |
0.0120 |
0.8% |
20% |
False |
False |
81,303 |
| 60 |
1.5860 |
1.3811 |
0.2049 |
14.5% |
0.0094 |
0.7% |
16% |
False |
False |
54,338 |
| 80 |
1.5860 |
1.3811 |
0.2049 |
14.5% |
0.0076 |
0.5% |
16% |
False |
False |
40,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5508 |
|
2.618 |
1.5064 |
|
1.618 |
1.4792 |
|
1.000 |
1.4624 |
|
0.618 |
1.4520 |
|
HIGH |
1.4352 |
|
0.618 |
1.4248 |
|
0.500 |
1.4216 |
|
0.382 |
1.4184 |
|
LOW |
1.4080 |
|
0.618 |
1.3912 |
|
1.000 |
1.3808 |
|
1.618 |
1.3640 |
|
2.618 |
1.3368 |
|
4.250 |
1.2924 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4216 |
1.4373 |
| PP |
1.4189 |
1.4293 |
| S1 |
1.4161 |
1.4214 |
|