CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3606 |
1.3761 |
0.0155 |
1.1% |
1.3632 |
| High |
1.3635 |
1.3770 |
0.0135 |
1.0% |
1.3795 |
| Low |
1.3484 |
1.3620 |
0.0136 |
1.0% |
1.3461 |
| Close |
1.3487 |
1.3655 |
0.0168 |
1.2% |
1.3487 |
| Range |
0.0151 |
0.0150 |
-0.0001 |
-0.7% |
0.0334 |
| ATR |
0.0198 |
0.0204 |
0.0006 |
3.1% |
0.0000 |
| Volume |
134,512 |
128,496 |
-6,016 |
-4.5% |
967,712 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4132 |
1.4043 |
1.3738 |
|
| R3 |
1.3982 |
1.3893 |
1.3696 |
|
| R2 |
1.3832 |
1.3832 |
1.3683 |
|
| R1 |
1.3743 |
1.3743 |
1.3669 |
1.3713 |
| PP |
1.3682 |
1.3682 |
1.3682 |
1.3666 |
| S1 |
1.3593 |
1.3593 |
1.3641 |
1.3563 |
| S2 |
1.3532 |
1.3532 |
1.3628 |
|
| S3 |
1.3382 |
1.3443 |
1.3614 |
|
| S4 |
1.3232 |
1.3293 |
1.3573 |
|
|
| 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 |
1.3484 |
0.0311 |
2.3% |
0.0146 |
1.1% |
55% |
False |
False |
173,746 |
| 10 |
1.4352 |
1.3461 |
0.0891 |
6.5% |
0.0161 |
1.2% |
22% |
False |
False |
195,027 |
| 20 |
1.4790 |
1.3461 |
0.1329 |
9.7% |
0.0172 |
1.3% |
15% |
False |
False |
211,037 |
| 40 |
1.4805 |
1.3461 |
0.1344 |
9.8% |
0.0137 |
1.0% |
14% |
False |
False |
124,009 |
| 60 |
1.5780 |
1.3461 |
0.2319 |
17.0% |
0.0112 |
0.8% |
8% |
False |
False |
82,886 |
| 80 |
1.5860 |
1.3461 |
0.2399 |
17.6% |
0.0092 |
0.7% |
8% |
False |
False |
62,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4408 |
|
2.618 |
1.4163 |
|
1.618 |
1.4013 |
|
1.000 |
1.3920 |
|
0.618 |
1.3863 |
|
HIGH |
1.3770 |
|
0.618 |
1.3713 |
|
0.500 |
1.3695 |
|
0.382 |
1.3677 |
|
LOW |
1.3620 |
|
0.618 |
1.3527 |
|
1.000 |
1.3470 |
|
1.618 |
1.3377 |
|
2.618 |
1.3227 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3695 |
1.3646 |
| PP |
1.3682 |
1.3636 |
| S1 |
1.3668 |
1.3627 |
|