CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3761 |
1.3630 |
-0.0131 |
-1.0% |
1.3632 |
| High |
1.3770 |
1.3640 |
-0.0130 |
-0.9% |
1.3795 |
| Low |
1.3620 |
1.3490 |
-0.0130 |
-1.0% |
1.3461 |
| Close |
1.3655 |
1.3511 |
-0.0144 |
-1.1% |
1.3487 |
| Range |
0.0150 |
0.0150 |
0.0000 |
0.0% |
0.0334 |
| ATR |
0.0204 |
0.0201 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
128,496 |
171,578 |
43,082 |
33.5% |
967,712 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3997 |
1.3904 |
1.3594 |
|
| R3 |
1.3847 |
1.3754 |
1.3552 |
|
| R2 |
1.3697 |
1.3697 |
1.3539 |
|
| R1 |
1.3604 |
1.3604 |
1.3525 |
1.3576 |
| PP |
1.3547 |
1.3547 |
1.3547 |
1.3533 |
| S1 |
1.3454 |
1.3454 |
1.3497 |
1.3426 |
| S2 |
1.3397 |
1.3397 |
1.3484 |
|
| S3 |
1.3247 |
1.3304 |
1.3470 |
|
| S4 |
1.3097 |
1.3154 |
1.3429 |
|
|
| 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% |
0.0144 |
1.1% |
9% |
False |
False |
168,274 |
| 10 |
1.4110 |
1.3461 |
0.0649 |
4.8% |
0.0149 |
1.1% |
8% |
False |
False |
188,829 |
| 20 |
1.4790 |
1.3461 |
0.1329 |
9.8% |
0.0171 |
1.3% |
4% |
False |
False |
201,758 |
| 40 |
1.4805 |
1.3461 |
0.1344 |
9.9% |
0.0139 |
1.0% |
4% |
False |
False |
128,281 |
| 60 |
1.5780 |
1.3461 |
0.2319 |
17.2% |
0.0114 |
0.8% |
2% |
False |
False |
85,743 |
| 80 |
1.5860 |
1.3461 |
0.2399 |
17.8% |
0.0093 |
0.7% |
2% |
False |
False |
64,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4278 |
|
2.618 |
1.4033 |
|
1.618 |
1.3883 |
|
1.000 |
1.3790 |
|
0.618 |
1.3733 |
|
HIGH |
1.3640 |
|
0.618 |
1.3583 |
|
0.500 |
1.3565 |
|
0.382 |
1.3547 |
|
LOW |
1.3490 |
|
0.618 |
1.3397 |
|
1.000 |
1.3340 |
|
1.618 |
1.3247 |
|
2.618 |
1.3097 |
|
4.250 |
1.2853 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3565 |
1.3627 |
| PP |
1.3547 |
1.3588 |
| S1 |
1.3529 |
1.3550 |
|