CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3401 |
1.3403 |
0.0002 |
0.0% |
1.3761 |
| High |
1.3480 |
1.3404 |
-0.0076 |
-0.6% |
1.3770 |
| Low |
1.3390 |
1.3277 |
-0.0113 |
-0.8% |
1.3375 |
| Close |
1.3420 |
1.3305 |
-0.0115 |
-0.9% |
1.3420 |
| Range |
0.0090 |
0.0127 |
0.0037 |
41.1% |
0.0395 |
| ATR |
0.0190 |
0.0186 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
188,077 |
144,790 |
-43,287 |
-23.0% |
662,440 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3634 |
1.3375 |
|
| R3 |
1.3583 |
1.3507 |
1.3340 |
|
| R2 |
1.3456 |
1.3456 |
1.3328 |
|
| R1 |
1.3380 |
1.3380 |
1.3317 |
1.3355 |
| PP |
1.3329 |
1.3329 |
1.3329 |
1.3316 |
| S1 |
1.3253 |
1.3253 |
1.3293 |
1.3228 |
| S2 |
1.3202 |
1.3202 |
1.3282 |
|
| S3 |
1.3075 |
1.3126 |
1.3270 |
|
| S4 |
1.2948 |
1.2999 |
1.3235 |
|
|
| 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 |
1.3277 |
0.0493 |
3.7% |
0.0133 |
1.0% |
6% |
False |
True |
161,446 |
| 10 |
1.3795 |
1.3277 |
0.0518 |
3.9% |
0.0142 |
1.1% |
5% |
False |
True |
177,494 |
| 20 |
1.4790 |
1.3277 |
0.1513 |
11.4% |
0.0155 |
1.2% |
2% |
False |
True |
191,288 |
| 40 |
1.4790 |
1.3277 |
0.1513 |
11.4% |
0.0141 |
1.1% |
2% |
False |
True |
140,850 |
| 60 |
1.5645 |
1.3277 |
0.2368 |
17.8% |
0.0116 |
0.9% |
1% |
False |
True |
94,176 |
| 80 |
1.5860 |
1.3277 |
0.2583 |
19.4% |
0.0096 |
0.7% |
1% |
False |
True |
70,739 |
| 100 |
1.5860 |
1.3277 |
0.2583 |
19.4% |
0.0080 |
0.6% |
1% |
False |
True |
56,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3944 |
|
2.618 |
1.3736 |
|
1.618 |
1.3609 |
|
1.000 |
1.3531 |
|
0.618 |
1.3482 |
|
HIGH |
1.3404 |
|
0.618 |
1.3355 |
|
0.500 |
1.3341 |
|
0.382 |
1.3326 |
|
LOW |
1.3277 |
|
0.618 |
1.3199 |
|
1.000 |
1.3150 |
|
1.618 |
1.3072 |
|
2.618 |
1.2945 |
|
4.250 |
1.2737 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3341 |
1.3401 |
| PP |
1.3329 |
1.3369 |
| S1 |
1.3317 |
1.3337 |
|