CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3632 |
1.3632 |
0.0000 |
0.0% |
1.4364 |
| High |
1.3632 |
1.3745 |
0.0113 |
0.8% |
1.4550 |
| Low |
1.3461 |
1.3585 |
0.0124 |
0.9% |
1.3695 |
| Close |
1.3461 |
1.3652 |
0.0191 |
1.4% |
1.3829 |
| Range |
0.0171 |
0.0160 |
-0.0011 |
-6.4% |
0.0855 |
| ATR |
0.0202 |
0.0208 |
0.0006 |
2.9% |
0.0000 |
| Volume |
227,476 |
198,936 |
-28,540 |
-12.5% |
1,029,223 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4141 |
1.4056 |
1.3740 |
|
| R3 |
1.3981 |
1.3896 |
1.3696 |
|
| R2 |
1.3821 |
1.3821 |
1.3681 |
|
| R1 |
1.3736 |
1.3736 |
1.3667 |
1.3779 |
| PP |
1.3661 |
1.3661 |
1.3661 |
1.3682 |
| S1 |
1.3576 |
1.3576 |
1.3637 |
1.3619 |
| S2 |
1.3501 |
1.3501 |
1.3623 |
|
| S3 |
1.3341 |
1.3416 |
1.3608 |
|
| S4 |
1.3181 |
1.3256 |
1.3564 |
|
|
| 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 |
1.4110 |
1.3461 |
0.0649 |
4.8% |
0.0155 |
1.1% |
29% |
False |
False |
209,385 |
| 10 |
1.4730 |
1.3461 |
0.1269 |
9.3% |
0.0158 |
1.2% |
15% |
False |
False |
201,626 |
| 20 |
1.4790 |
1.3461 |
0.1329 |
9.7% |
0.0168 |
1.2% |
14% |
False |
False |
209,195 |
| 40 |
1.4865 |
1.3461 |
0.1404 |
10.3% |
0.0132 |
1.0% |
14% |
False |
False |
107,366 |
| 60 |
1.5860 |
1.3461 |
0.2399 |
17.6% |
0.0106 |
0.8% |
8% |
False |
False |
71,764 |
| 80 |
1.5860 |
1.3461 |
0.2399 |
17.6% |
0.0086 |
0.6% |
8% |
False |
False |
53,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4425 |
|
2.618 |
1.4164 |
|
1.618 |
1.4004 |
|
1.000 |
1.3905 |
|
0.618 |
1.3844 |
|
HIGH |
1.3745 |
|
0.618 |
1.3684 |
|
0.500 |
1.3665 |
|
0.382 |
1.3646 |
|
LOW |
1.3585 |
|
0.618 |
1.3486 |
|
1.000 |
1.3425 |
|
1.618 |
1.3326 |
|
2.618 |
1.3166 |
|
4.250 |
1.2905 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3665 |
1.3676 |
| PP |
1.3661 |
1.3668 |
| S1 |
1.3656 |
1.3660 |
|