CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3830 |
1.3632 |
-0.0198 |
-1.4% |
1.4364 |
| High |
1.3890 |
1.3632 |
-0.0258 |
-1.9% |
1.4550 |
| Low |
1.3695 |
1.3461 |
-0.0234 |
-1.7% |
1.3695 |
| Close |
1.3829 |
1.3461 |
-0.0368 |
-2.7% |
1.3829 |
| Range |
0.0195 |
0.0171 |
-0.0024 |
-12.3% |
0.0855 |
| ATR |
0.0189 |
0.0202 |
0.0013 |
6.8% |
0.0000 |
| Volume |
213,913 |
227,476 |
13,563 |
6.3% |
1,029,223 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4031 |
1.3917 |
1.3555 |
|
| R3 |
1.3860 |
1.3746 |
1.3508 |
|
| R2 |
1.3689 |
1.3689 |
1.3492 |
|
| R1 |
1.3575 |
1.3575 |
1.3477 |
1.3547 |
| PP |
1.3518 |
1.3518 |
1.3518 |
1.3504 |
| S1 |
1.3404 |
1.3404 |
1.3445 |
1.3376 |
| S2 |
1.3347 |
1.3347 |
1.3430 |
|
| S3 |
1.3176 |
1.3233 |
1.3414 |
|
| S4 |
1.3005 |
1.3062 |
1.3367 |
|
|
| 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 |
1.4352 |
1.3461 |
0.0891 |
6.6% |
0.0177 |
1.3% |
0% |
False |
True |
216,308 |
| 10 |
1.4770 |
1.3461 |
0.1309 |
9.7% |
0.0158 |
1.2% |
0% |
False |
True |
207,029 |
| 20 |
1.4790 |
1.3461 |
0.1329 |
9.9% |
0.0168 |
1.2% |
0% |
False |
True |
201,680 |
| 40 |
1.4865 |
1.3461 |
0.1404 |
10.4% |
0.0129 |
1.0% |
0% |
False |
True |
102,456 |
| 60 |
1.5860 |
1.3461 |
0.2399 |
17.8% |
0.0104 |
0.8% |
0% |
False |
True |
68,459 |
| 80 |
1.5860 |
1.3461 |
0.2399 |
17.8% |
0.0084 |
0.6% |
0% |
False |
True |
51,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4359 |
|
2.618 |
1.4080 |
|
1.618 |
1.3909 |
|
1.000 |
1.3803 |
|
0.618 |
1.3738 |
|
HIGH |
1.3632 |
|
0.618 |
1.3567 |
|
0.500 |
1.3547 |
|
0.382 |
1.3526 |
|
LOW |
1.3461 |
|
0.618 |
1.3355 |
|
1.000 |
1.3290 |
|
1.618 |
1.3184 |
|
2.618 |
1.3013 |
|
4.250 |
1.2734 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3547 |
1.3685 |
| PP |
1.3518 |
1.3610 |
| S1 |
1.3490 |
1.3536 |
|