CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2792 |
1.2607 |
-0.0185 |
-1.4% |
1.3403 |
| High |
1.2880 |
1.2745 |
-0.0135 |
-1.0% |
1.3404 |
| Low |
1.2725 |
1.2565 |
-0.0160 |
-1.3% |
1.2565 |
| Close |
1.2833 |
1.2604 |
-0.0229 |
-1.8% |
1.2604 |
| Range |
0.0155 |
0.0180 |
0.0025 |
16.1% |
0.0839 |
| ATR |
0.0196 |
0.0201 |
0.0005 |
2.6% |
0.0000 |
| Volume |
212,007 |
226,774 |
14,767 |
7.0% |
927,391 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3178 |
1.3071 |
1.2703 |
|
| R3 |
1.2998 |
1.2891 |
1.2654 |
|
| R2 |
1.2818 |
1.2818 |
1.2637 |
|
| R1 |
1.2711 |
1.2711 |
1.2621 |
1.2675 |
| PP |
1.2638 |
1.2638 |
1.2638 |
1.2620 |
| S1 |
1.2531 |
1.2531 |
1.2588 |
1.2495 |
| S2 |
1.2458 |
1.2458 |
1.2571 |
|
| S3 |
1.2278 |
1.2351 |
1.2555 |
|
| S4 |
1.2098 |
1.2171 |
1.2505 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5375 |
1.4828 |
1.3065 |
|
| R3 |
1.4536 |
1.3989 |
1.2835 |
|
| R2 |
1.3697 |
1.3697 |
1.2758 |
|
| R1 |
1.3150 |
1.3150 |
1.2681 |
1.3004 |
| PP |
1.2858 |
1.2858 |
1.2858 |
1.2785 |
| S1 |
1.2311 |
1.2311 |
1.2527 |
1.2165 |
| S2 |
1.2019 |
1.2019 |
1.2450 |
|
| S3 |
1.1180 |
1.1472 |
1.2373 |
|
| S4 |
1.0341 |
1.0633 |
1.2143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3404 |
1.2565 |
0.0839 |
6.7% |
0.0140 |
1.1% |
5% |
False |
True |
185,478 |
| 10 |
1.3770 |
1.2565 |
0.1205 |
9.6% |
0.0139 |
1.1% |
3% |
False |
True |
172,434 |
| 20 |
1.4665 |
1.2565 |
0.2100 |
16.7% |
0.0149 |
1.2% |
2% |
False |
True |
189,088 |
| 40 |
1.4790 |
1.2565 |
0.2225 |
17.7% |
0.0149 |
1.2% |
2% |
False |
True |
160,271 |
| 60 |
1.5580 |
1.2565 |
0.3015 |
23.9% |
0.0123 |
1.0% |
1% |
False |
True |
107,200 |
| 80 |
1.5860 |
1.2565 |
0.3295 |
26.1% |
0.0102 |
0.8% |
1% |
False |
True |
80,495 |
| 100 |
1.5860 |
1.2565 |
0.3295 |
26.1% |
0.0085 |
0.7% |
1% |
False |
True |
64,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3510 |
|
2.618 |
1.3216 |
|
1.618 |
1.3036 |
|
1.000 |
1.2925 |
|
0.618 |
1.2856 |
|
HIGH |
1.2745 |
|
0.618 |
1.2676 |
|
0.500 |
1.2655 |
|
0.382 |
1.2634 |
|
LOW |
1.2565 |
|
0.618 |
1.2454 |
|
1.000 |
1.2385 |
|
1.618 |
1.2274 |
|
2.618 |
1.2094 |
|
4.250 |
1.1800 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2655 |
1.2733 |
| PP |
1.2638 |
1.2690 |
| S1 |
1.2621 |
1.2647 |
|