CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3171 |
1.2818 |
-0.0353 |
-2.7% |
1.3761 |
| High |
1.3208 |
1.2900 |
-0.0308 |
-2.3% |
1.3770 |
| Low |
1.3069 |
1.2800 |
-0.0269 |
-2.1% |
1.3375 |
| Close |
1.3114 |
1.2853 |
-0.0261 |
-2.0% |
1.3420 |
| Range |
0.0139 |
0.0100 |
-0.0039 |
-28.1% |
0.0395 |
| ATR |
0.0190 |
0.0199 |
0.0009 |
4.7% |
0.0000 |
| Volume |
164,161 |
179,659 |
15,498 |
9.4% |
662,440 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3102 |
1.2908 |
|
| R3 |
1.3051 |
1.3002 |
1.2881 |
|
| R2 |
1.2951 |
1.2951 |
1.2871 |
|
| R1 |
1.2902 |
1.2902 |
1.2862 |
1.2927 |
| PP |
1.2851 |
1.2851 |
1.2851 |
1.2863 |
| S1 |
1.2802 |
1.2802 |
1.2844 |
1.2827 |
| S2 |
1.2751 |
1.2751 |
1.2835 |
|
| S3 |
1.2651 |
1.2702 |
1.2826 |
|
| S4 |
1.2551 |
1.2602 |
1.2798 |
|
|
| 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 |
1.3525 |
1.2800 |
0.0725 |
5.6% |
0.0121 |
0.9% |
7% |
False |
True |
170,195 |
| 10 |
1.3795 |
1.2800 |
0.0995 |
7.7% |
0.0132 |
1.0% |
5% |
False |
True |
169,235 |
| 20 |
1.4730 |
1.2800 |
0.1930 |
15.0% |
0.0145 |
1.1% |
3% |
False |
True |
185,430 |
| 40 |
1.4790 |
1.2800 |
0.1990 |
15.5% |
0.0144 |
1.1% |
3% |
False |
True |
149,381 |
| 60 |
1.5580 |
1.2800 |
0.2780 |
21.6% |
0.0119 |
0.9% |
2% |
False |
True |
99,899 |
| 80 |
1.5860 |
1.2800 |
0.3060 |
23.8% |
0.0099 |
0.8% |
2% |
False |
True |
75,021 |
| 100 |
1.5860 |
1.2800 |
0.3060 |
23.8% |
0.0082 |
0.6% |
2% |
False |
True |
60,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3325 |
|
2.618 |
1.3162 |
|
1.618 |
1.3062 |
|
1.000 |
1.3000 |
|
0.618 |
1.2962 |
|
HIGH |
1.2900 |
|
0.618 |
1.2862 |
|
0.500 |
1.2850 |
|
0.382 |
1.2838 |
|
LOW |
1.2800 |
|
0.618 |
1.2738 |
|
1.000 |
1.2700 |
|
1.618 |
1.2638 |
|
2.618 |
1.2538 |
|
4.250 |
1.2375 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2852 |
1.3102 |
| PP |
1.2851 |
1.3019 |
| S1 |
1.2850 |
1.2936 |
|