CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3403 |
1.3171 |
-0.0232 |
-1.7% |
1.3761 |
| High |
1.3404 |
1.3208 |
-0.0196 |
-1.5% |
1.3770 |
| Low |
1.3277 |
1.3069 |
-0.0208 |
-1.6% |
1.3375 |
| Close |
1.3305 |
1.3114 |
-0.0191 |
-1.4% |
1.3420 |
| Range |
0.0127 |
0.0139 |
0.0012 |
9.4% |
0.0395 |
| ATR |
0.0186 |
0.0190 |
0.0004 |
1.9% |
0.0000 |
| Volume |
144,790 |
164,161 |
19,371 |
13.4% |
662,440 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3547 |
1.3470 |
1.3190 |
|
| R3 |
1.3408 |
1.3331 |
1.3152 |
|
| R2 |
1.3269 |
1.3269 |
1.3139 |
|
| R1 |
1.3192 |
1.3192 |
1.3127 |
1.3161 |
| PP |
1.3130 |
1.3130 |
1.3130 |
1.3115 |
| S1 |
1.3053 |
1.3053 |
1.3101 |
1.3022 |
| S2 |
1.2991 |
1.2991 |
1.3089 |
|
| S3 |
1.2852 |
1.2914 |
1.3076 |
|
| S4 |
1.2713 |
1.2775 |
1.3038 |
|
|
| 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 |
1.3640 |
1.3069 |
0.0571 |
4.4% |
0.0131 |
1.0% |
8% |
False |
True |
168,579 |
| 10 |
1.3795 |
1.3069 |
0.0726 |
5.5% |
0.0138 |
1.1% |
6% |
False |
True |
171,162 |
| 20 |
1.4770 |
1.3069 |
0.1701 |
13.0% |
0.0148 |
1.1% |
3% |
False |
True |
189,096 |
| 40 |
1.4790 |
1.3069 |
0.1721 |
13.1% |
0.0143 |
1.1% |
3% |
False |
True |
144,912 |
| 60 |
1.5645 |
1.3069 |
0.2576 |
19.6% |
0.0118 |
0.9% |
2% |
False |
True |
96,909 |
| 80 |
1.5860 |
1.3069 |
0.2791 |
21.3% |
0.0098 |
0.7% |
2% |
False |
True |
72,782 |
| 100 |
1.5860 |
1.3069 |
0.2791 |
21.3% |
0.0081 |
0.6% |
2% |
False |
True |
58,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3799 |
|
2.618 |
1.3572 |
|
1.618 |
1.3433 |
|
1.000 |
1.3347 |
|
0.618 |
1.3294 |
|
HIGH |
1.3208 |
|
0.618 |
1.3155 |
|
0.500 |
1.3139 |
|
0.382 |
1.3122 |
|
LOW |
1.3069 |
|
0.618 |
1.2983 |
|
1.000 |
1.2930 |
|
1.618 |
1.2844 |
|
2.618 |
1.2705 |
|
4.250 |
1.2478 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3139 |
1.3275 |
| PP |
1.3130 |
1.3221 |
| S1 |
1.3122 |
1.3168 |
|