CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3736 |
1.3751 |
0.0015 |
0.1% |
1.4364 |
| High |
1.3795 |
1.3755 |
-0.0040 |
-0.3% |
1.4550 |
| Low |
1.3638 |
1.3645 |
0.0007 |
0.1% |
1.3695 |
| Close |
1.3718 |
1.3690 |
-0.0028 |
-0.2% |
1.3829 |
| Range |
0.0157 |
0.0110 |
-0.0047 |
-29.9% |
0.0855 |
| ATR |
0.0204 |
0.0197 |
-0.0007 |
-3.3% |
0.0000 |
| Volume |
191,185 |
215,603 |
24,418 |
12.8% |
1,029,223 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4027 |
1.3968 |
1.3751 |
|
| R3 |
1.3917 |
1.3858 |
1.3720 |
|
| R2 |
1.3807 |
1.3807 |
1.3710 |
|
| R1 |
1.3748 |
1.3748 |
1.3700 |
1.3723 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3684 |
| S1 |
1.3638 |
1.3638 |
1.3680 |
1.3613 |
| S2 |
1.3587 |
1.3587 |
1.3670 |
|
| S3 |
1.3477 |
1.3528 |
1.3660 |
|
| S4 |
1.3367 |
1.3418 |
1.3630 |
|
|
| 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 |
1.3890 |
1.3461 |
0.0429 |
3.1% |
0.0159 |
1.2% |
53% |
False |
False |
209,422 |
| 10 |
1.4665 |
1.3461 |
0.1204 |
8.8% |
0.0158 |
1.2% |
19% |
False |
False |
205,743 |
| 20 |
1.4790 |
1.3461 |
0.1329 |
9.7% |
0.0170 |
1.2% |
17% |
False |
False |
221,093 |
| 40 |
1.4834 |
1.3461 |
0.1373 |
10.0% |
0.0135 |
1.0% |
17% |
False |
False |
117,471 |
| 60 |
1.5780 |
1.3461 |
0.2319 |
16.9% |
0.0107 |
0.8% |
10% |
False |
False |
78,516 |
| 80 |
1.5860 |
1.3461 |
0.2399 |
17.5% |
0.0089 |
0.6% |
10% |
False |
False |
58,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4223 |
|
2.618 |
1.4043 |
|
1.618 |
1.3933 |
|
1.000 |
1.3865 |
|
0.618 |
1.3823 |
|
HIGH |
1.3755 |
|
0.618 |
1.3713 |
|
0.500 |
1.3700 |
|
0.382 |
1.3687 |
|
LOW |
1.3645 |
|
0.618 |
1.3577 |
|
1.000 |
1.3535 |
|
1.618 |
1.3467 |
|
2.618 |
1.3357 |
|
4.250 |
1.3178 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3700 |
1.3690 |
| PP |
1.3697 |
1.3690 |
| S1 |
1.3693 |
1.3690 |
|