CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3512 |
1.3401 |
-0.0111 |
-0.8% |
1.3761 |
| High |
1.3525 |
1.3480 |
-0.0045 |
-0.3% |
1.3770 |
| Low |
1.3375 |
1.3390 |
0.0015 |
0.1% |
1.3375 |
| Close |
1.3426 |
1.3420 |
-0.0006 |
0.0% |
1.3420 |
| Range |
0.0150 |
0.0090 |
-0.0060 |
-40.0% |
0.0395 |
| ATR |
0.0197 |
0.0190 |
-0.0008 |
-3.9% |
0.0000 |
| Volume |
174,289 |
188,077 |
13,788 |
7.9% |
662,440 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3700 |
1.3650 |
1.3470 |
|
| R3 |
1.3610 |
1.3560 |
1.3445 |
|
| R2 |
1.3520 |
1.3520 |
1.3437 |
|
| R1 |
1.3470 |
1.3470 |
1.3428 |
1.3495 |
| PP |
1.3430 |
1.3430 |
1.3430 |
1.3443 |
| S1 |
1.3380 |
1.3380 |
1.3412 |
1.3405 |
| S2 |
1.3340 |
1.3340 |
1.3404 |
|
| S3 |
1.3250 |
1.3290 |
1.3395 |
|
| S4 |
1.3160 |
1.3200 |
1.3371 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4707 |
1.4458 |
1.3637 |
|
| R3 |
1.4312 |
1.4063 |
1.3529 |
|
| R2 |
1.3917 |
1.3917 |
1.3492 |
|
| R1 |
1.3668 |
1.3668 |
1.3456 |
1.3595 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3485 |
| S1 |
1.3273 |
1.3273 |
1.3384 |
1.3200 |
| S2 |
1.3127 |
1.3127 |
1.3348 |
|
| S3 |
1.2732 |
1.2878 |
1.3311 |
|
| S4 |
1.2337 |
1.2483 |
1.3203 |
|
|
| 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% |
0.0138 |
1.0% |
11% |
False |
False |
159,390 |
| 10 |
1.3890 |
1.3375 |
0.0515 |
3.8% |
0.0148 |
1.1% |
9% |
False |
False |
184,406 |
| 20 |
1.4790 |
1.3375 |
0.1415 |
10.5% |
0.0161 |
1.2% |
3% |
False |
False |
196,349 |
| 40 |
1.4805 |
1.3375 |
0.1430 |
10.7% |
0.0140 |
1.0% |
3% |
False |
False |
137,263 |
| 60 |
1.5645 |
1.3375 |
0.2270 |
16.9% |
0.0115 |
0.9% |
2% |
False |
False |
91,770 |
| 80 |
1.5860 |
1.3375 |
0.2485 |
18.5% |
0.0095 |
0.7% |
2% |
False |
False |
68,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3863 |
|
2.618 |
1.3716 |
|
1.618 |
1.3626 |
|
1.000 |
1.3570 |
|
0.618 |
1.3536 |
|
HIGH |
1.3480 |
|
0.618 |
1.3446 |
|
0.500 |
1.3435 |
|
0.382 |
1.3424 |
|
LOW |
1.3390 |
|
0.618 |
1.3334 |
|
1.000 |
1.3300 |
|
1.618 |
1.3244 |
|
2.618 |
1.3154 |
|
4.250 |
1.3008 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3435 |
1.3508 |
| PP |
1.3430 |
1.3478 |
| S1 |
1.3425 |
1.3449 |
|