CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3906 |
1.3830 |
-0.0076 |
-0.5% |
1.4364 |
| High |
1.3908 |
1.3890 |
-0.0018 |
-0.1% |
1.4550 |
| Low |
1.3760 |
1.3695 |
-0.0065 |
-0.5% |
1.3695 |
| Close |
1.3833 |
1.3829 |
-0.0004 |
0.0% |
1.3829 |
| Range |
0.0148 |
0.0195 |
0.0047 |
31.8% |
0.0855 |
| ATR |
0.0188 |
0.0189 |
0.0000 |
0.3% |
0.0000 |
| Volume |
184,138 |
213,913 |
29,775 |
16.2% |
1,029,223 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4390 |
1.4304 |
1.3936 |
|
| R3 |
1.4195 |
1.4109 |
1.3883 |
|
| R2 |
1.4000 |
1.4000 |
1.3865 |
|
| R1 |
1.3914 |
1.3914 |
1.3847 |
1.3860 |
| PP |
1.3805 |
1.3805 |
1.3805 |
1.3777 |
| S1 |
1.3719 |
1.3719 |
1.3811 |
1.3665 |
| S2 |
1.3610 |
1.3610 |
1.3793 |
|
| S3 |
1.3415 |
1.3524 |
1.3775 |
|
| S4 |
1.3220 |
1.3329 |
1.3722 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6590 |
1.6064 |
1.4299 |
|
| R3 |
1.5735 |
1.5209 |
1.4064 |
|
| R2 |
1.4880 |
1.4880 |
1.3986 |
|
| R1 |
1.4354 |
1.4354 |
1.3907 |
1.4190 |
| PP |
1.4025 |
1.4025 |
1.4025 |
1.3942 |
| S1 |
1.3499 |
1.3499 |
1.3751 |
1.3335 |
| S2 |
1.3170 |
1.3170 |
1.3672 |
|
| S3 |
1.2315 |
1.2644 |
1.3594 |
|
| S4 |
1.1460 |
1.1789 |
1.3359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4550 |
1.3695 |
0.0855 |
6.2% |
0.0180 |
1.3% |
16% |
False |
True |
205,844 |
| 10 |
1.4790 |
1.3695 |
0.1095 |
7.9% |
0.0168 |
1.2% |
12% |
False |
True |
205,083 |
| 20 |
1.4790 |
1.3695 |
0.1095 |
7.9% |
0.0169 |
1.2% |
12% |
False |
True |
190,931 |
| 40 |
1.4970 |
1.3695 |
0.1275 |
9.2% |
0.0126 |
0.9% |
11% |
False |
True |
96,785 |
| 60 |
1.5860 |
1.3695 |
0.2165 |
15.7% |
0.0101 |
0.7% |
6% |
False |
True |
64,670 |
| 80 |
1.5860 |
1.3695 |
0.2165 |
15.7% |
0.0082 |
0.6% |
6% |
False |
True |
48,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4719 |
|
2.618 |
1.4401 |
|
1.618 |
1.4206 |
|
1.000 |
1.4085 |
|
0.618 |
1.4011 |
|
HIGH |
1.3890 |
|
0.618 |
1.3816 |
|
0.500 |
1.3793 |
|
0.382 |
1.3769 |
|
LOW |
1.3695 |
|
0.618 |
1.3574 |
|
1.000 |
1.3500 |
|
1.618 |
1.3379 |
|
2.618 |
1.3184 |
|
4.250 |
1.2866 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3817 |
1.3903 |
| PP |
1.3805 |
1.3878 |
| S1 |
1.3793 |
1.3854 |
|