CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2818 |
1.2792 |
-0.0026 |
-0.2% |
1.3761 |
| High |
1.2900 |
1.2880 |
-0.0020 |
-0.2% |
1.3770 |
| Low |
1.2800 |
1.2725 |
-0.0075 |
-0.6% |
1.3375 |
| Close |
1.2853 |
1.2833 |
-0.0020 |
-0.2% |
1.3420 |
| Range |
0.0100 |
0.0155 |
0.0055 |
55.0% |
0.0395 |
| ATR |
0.0199 |
0.0196 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
179,659 |
212,007 |
32,348 |
18.0% |
662,440 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3278 |
1.3210 |
1.2918 |
|
| R3 |
1.3123 |
1.3055 |
1.2876 |
|
| R2 |
1.2968 |
1.2968 |
1.2861 |
|
| R1 |
1.2900 |
1.2900 |
1.2847 |
1.2934 |
| PP |
1.2813 |
1.2813 |
1.2813 |
1.2830 |
| S1 |
1.2745 |
1.2745 |
1.2819 |
1.2779 |
| S2 |
1.2658 |
1.2658 |
1.2805 |
|
| S3 |
1.2503 |
1.2590 |
1.2790 |
|
| S4 |
1.2348 |
1.2435 |
1.2748 |
|
|
| 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 |
1.3480 |
1.2725 |
0.0755 |
5.9% |
0.0122 |
1.0% |
14% |
False |
True |
177,738 |
| 10 |
1.3770 |
1.2725 |
0.1045 |
8.1% |
0.0132 |
1.0% |
10% |
False |
True |
171,317 |
| 20 |
1.4725 |
1.2725 |
0.2000 |
15.6% |
0.0148 |
1.2% |
5% |
False |
True |
185,552 |
| 40 |
1.4790 |
1.2725 |
0.2065 |
16.1% |
0.0146 |
1.1% |
5% |
False |
True |
154,666 |
| 60 |
1.5580 |
1.2725 |
0.2855 |
22.2% |
0.0121 |
0.9% |
4% |
False |
True |
103,429 |
| 80 |
1.5860 |
1.2725 |
0.3135 |
24.4% |
0.0100 |
0.8% |
3% |
False |
True |
77,666 |
| 100 |
1.5860 |
1.2725 |
0.3135 |
24.4% |
0.0084 |
0.7% |
3% |
False |
True |
62,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3539 |
|
2.618 |
1.3286 |
|
1.618 |
1.3131 |
|
1.000 |
1.3035 |
|
0.618 |
1.2976 |
|
HIGH |
1.2880 |
|
0.618 |
1.2821 |
|
0.500 |
1.2803 |
|
0.382 |
1.2784 |
|
LOW |
1.2725 |
|
0.618 |
1.2629 |
|
1.000 |
1.2570 |
|
1.618 |
1.2474 |
|
2.618 |
1.2319 |
|
4.250 |
1.2066 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2823 |
1.2967 |
| PP |
1.2813 |
1.2922 |
| S1 |
1.2803 |
1.2878 |
|