CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3630 |
1.3512 |
-0.0118 |
-0.9% |
1.3632 |
| High |
1.3640 |
1.3525 |
-0.0115 |
-0.8% |
1.3795 |
| Low |
1.3490 |
1.3375 |
-0.0115 |
-0.9% |
1.3461 |
| Close |
1.3511 |
1.3426 |
-0.0085 |
-0.6% |
1.3487 |
| Range |
0.0150 |
0.0150 |
0.0000 |
0.0% |
0.0334 |
| ATR |
0.0201 |
0.0197 |
-0.0004 |
-1.8% |
0.0000 |
| Volume |
171,578 |
174,289 |
2,711 |
1.6% |
967,712 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3892 |
1.3809 |
1.3509 |
|
| R3 |
1.3742 |
1.3659 |
1.3467 |
|
| R2 |
1.3592 |
1.3592 |
1.3454 |
|
| R1 |
1.3509 |
1.3509 |
1.3440 |
1.3476 |
| PP |
1.3442 |
1.3442 |
1.3442 |
1.3425 |
| S1 |
1.3359 |
1.3359 |
1.3412 |
1.3326 |
| S2 |
1.3292 |
1.3292 |
1.3399 |
|
| S3 |
1.3142 |
1.3209 |
1.3385 |
|
| S4 |
1.2992 |
1.3059 |
1.3344 |
|
|
| 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 |
1.3770 |
1.3375 |
0.0395 |
2.9% |
0.0142 |
1.1% |
13% |
False |
True |
164,895 |
| 10 |
1.3908 |
1.3375 |
0.0533 |
4.0% |
0.0154 |
1.1% |
10% |
False |
True |
184,012 |
| 20 |
1.4790 |
1.3375 |
0.1415 |
10.5% |
0.0164 |
1.2% |
4% |
False |
True |
198,795 |
| 40 |
1.4805 |
1.3375 |
0.1430 |
10.7% |
0.0140 |
1.0% |
4% |
False |
True |
132,587 |
| 60 |
1.5645 |
1.3375 |
0.2270 |
16.9% |
0.0114 |
0.9% |
2% |
False |
True |
88,646 |
| 80 |
1.5860 |
1.3375 |
0.2485 |
18.5% |
0.0095 |
0.7% |
2% |
False |
True |
66,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4163 |
|
2.618 |
1.3918 |
|
1.618 |
1.3768 |
|
1.000 |
1.3675 |
|
0.618 |
1.3618 |
|
HIGH |
1.3525 |
|
0.618 |
1.3468 |
|
0.500 |
1.3450 |
|
0.382 |
1.3432 |
|
LOW |
1.3375 |
|
0.618 |
1.3282 |
|
1.000 |
1.3225 |
|
1.618 |
1.3132 |
|
2.618 |
1.2982 |
|
4.250 |
1.2738 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3450 |
1.3573 |
| PP |
1.3442 |
1.3524 |
| S1 |
1.3434 |
1.3475 |
|