CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4108 |
1.3906 |
-0.0202 |
-1.4% |
1.4550 |
| High |
1.4110 |
1.3908 |
-0.0202 |
-1.4% |
1.4790 |
| Low |
1.4010 |
1.3760 |
-0.0250 |
-1.8% |
1.4520 |
| Close |
1.4084 |
1.3833 |
-0.0251 |
-1.8% |
1.4623 |
| Range |
0.0100 |
0.0148 |
0.0048 |
48.0% |
0.0270 |
| ATR |
0.0178 |
0.0188 |
0.0010 |
5.9% |
0.0000 |
| Volume |
222,462 |
184,138 |
-38,324 |
-17.2% |
1,021,608 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4278 |
1.4203 |
1.3914 |
|
| R3 |
1.4130 |
1.4055 |
1.3874 |
|
| R2 |
1.3982 |
1.3982 |
1.3860 |
|
| R1 |
1.3907 |
1.3907 |
1.3847 |
1.3871 |
| PP |
1.3834 |
1.3834 |
1.3834 |
1.3815 |
| S1 |
1.3759 |
1.3759 |
1.3819 |
1.3723 |
| S2 |
1.3686 |
1.3686 |
1.3806 |
|
| S3 |
1.3538 |
1.3611 |
1.3792 |
|
| S4 |
1.3390 |
1.3463 |
1.3752 |
|
|
| 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 |
1.4665 |
1.3760 |
0.0905 |
6.5% |
0.0158 |
1.1% |
8% |
False |
True |
202,064 |
| 10 |
1.4790 |
1.3760 |
0.1030 |
7.4% |
0.0174 |
1.3% |
7% |
False |
True |
208,291 |
| 20 |
1.4790 |
1.3760 |
0.1030 |
7.4% |
0.0165 |
1.2% |
7% |
False |
True |
180,869 |
| 40 |
1.5390 |
1.3760 |
0.1630 |
11.8% |
0.0125 |
0.9% |
4% |
False |
True |
91,450 |
| 60 |
1.5860 |
1.3760 |
0.2100 |
15.2% |
0.0098 |
0.7% |
3% |
False |
True |
61,108 |
| 80 |
1.5860 |
1.3760 |
0.2100 |
15.2% |
0.0080 |
0.6% |
3% |
False |
True |
45,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4537 |
|
2.618 |
1.4295 |
|
1.618 |
1.4147 |
|
1.000 |
1.4056 |
|
0.618 |
1.3999 |
|
HIGH |
1.3908 |
|
0.618 |
1.3851 |
|
0.500 |
1.3834 |
|
0.382 |
1.3817 |
|
LOW |
1.3760 |
|
0.618 |
1.3669 |
|
1.000 |
1.3612 |
|
1.618 |
1.3521 |
|
2.618 |
1.3373 |
|
4.250 |
1.3131 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3834 |
1.4056 |
| PP |
1.3834 |
1.3982 |
| S1 |
1.3833 |
1.3907 |
|