CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3751 |
1.3606 |
-0.0145 |
-1.1% |
1.3632 |
| High |
1.3755 |
1.3635 |
-0.0120 |
-0.9% |
1.3795 |
| Low |
1.3645 |
1.3484 |
-0.0161 |
-1.2% |
1.3461 |
| Close |
1.3690 |
1.3487 |
-0.0203 |
-1.5% |
1.3487 |
| Range |
0.0110 |
0.0151 |
0.0041 |
37.3% |
0.0334 |
| ATR |
0.0197 |
0.0198 |
0.0001 |
0.3% |
0.0000 |
| Volume |
215,603 |
134,512 |
-81,091 |
-37.6% |
967,712 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3988 |
1.3889 |
1.3570 |
|
| R3 |
1.3837 |
1.3738 |
1.3529 |
|
| R2 |
1.3686 |
1.3686 |
1.3515 |
|
| R1 |
1.3587 |
1.3587 |
1.3501 |
1.3561 |
| PP |
1.3535 |
1.3535 |
1.3535 |
1.3523 |
| S1 |
1.3436 |
1.3436 |
1.3473 |
1.3410 |
| S2 |
1.3384 |
1.3384 |
1.3459 |
|
| S3 |
1.3233 |
1.3285 |
1.3445 |
|
| S4 |
1.3082 |
1.3134 |
1.3404 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4583 |
1.4369 |
1.3671 |
|
| R3 |
1.4249 |
1.4035 |
1.3579 |
|
| R2 |
1.3915 |
1.3915 |
1.3548 |
|
| R1 |
1.3701 |
1.3701 |
1.3518 |
1.3641 |
| PP |
1.3581 |
1.3581 |
1.3581 |
1.3551 |
| S1 |
1.3367 |
1.3367 |
1.3456 |
1.3307 |
| S2 |
1.3247 |
1.3247 |
1.3426 |
|
| S3 |
1.2913 |
1.3033 |
1.3395 |
|
| S4 |
1.2579 |
1.2699 |
1.3303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3795 |
1.3461 |
0.0334 |
2.5% |
0.0150 |
1.1% |
8% |
False |
False |
193,542 |
| 10 |
1.4550 |
1.3461 |
0.1089 |
8.1% |
0.0165 |
1.2% |
2% |
False |
False |
199,693 |
| 20 |
1.4790 |
1.3461 |
0.1329 |
9.9% |
0.0170 |
1.3% |
2% |
False |
False |
219,080 |
| 40 |
1.4805 |
1.3461 |
0.1344 |
10.0% |
0.0135 |
1.0% |
2% |
False |
False |
120,814 |
| 60 |
1.5780 |
1.3461 |
0.2319 |
17.2% |
0.0109 |
0.8% |
1% |
False |
False |
80,750 |
| 80 |
1.5860 |
1.3461 |
0.2399 |
17.8% |
0.0091 |
0.7% |
1% |
False |
False |
60,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4277 |
|
2.618 |
1.4030 |
|
1.618 |
1.3879 |
|
1.000 |
1.3786 |
|
0.618 |
1.3728 |
|
HIGH |
1.3635 |
|
0.618 |
1.3577 |
|
0.500 |
1.3560 |
|
0.382 |
1.3542 |
|
LOW |
1.3484 |
|
0.618 |
1.3391 |
|
1.000 |
1.3333 |
|
1.618 |
1.3240 |
|
2.618 |
1.3089 |
|
4.250 |
1.2842 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3560 |
1.3640 |
| PP |
1.3535 |
1.3589 |
| S1 |
1.3511 |
1.3538 |
|