CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2607 |
1.2428 |
-0.0179 |
-1.4% |
1.3403 |
| High |
1.2745 |
1.2581 |
-0.0164 |
-1.3% |
1.3404 |
| Low |
1.2565 |
1.2395 |
-0.0170 |
-1.4% |
1.2565 |
| Close |
1.2604 |
1.2521 |
-0.0083 |
-0.7% |
1.2604 |
| Range |
0.0180 |
0.0186 |
0.0006 |
3.3% |
0.0839 |
| ATR |
0.0201 |
0.0201 |
0.0001 |
0.3% |
0.0000 |
| Volume |
226,774 |
246,407 |
19,633 |
8.7% |
927,391 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3057 |
1.2975 |
1.2623 |
|
| R3 |
1.2871 |
1.2789 |
1.2572 |
|
| R2 |
1.2685 |
1.2685 |
1.2555 |
|
| R1 |
1.2603 |
1.2603 |
1.2538 |
1.2644 |
| PP |
1.2499 |
1.2499 |
1.2499 |
1.2520 |
| S1 |
1.2417 |
1.2417 |
1.2504 |
1.2458 |
| S2 |
1.2313 |
1.2313 |
1.2487 |
|
| S3 |
1.2127 |
1.2231 |
1.2470 |
|
| S4 |
1.1941 |
1.2045 |
1.2419 |
|
|
| 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 |
1.3208 |
1.2395 |
0.0813 |
6.5% |
0.0152 |
1.2% |
15% |
False |
True |
205,801 |
| 10 |
1.3770 |
1.2395 |
0.1375 |
11.0% |
0.0143 |
1.1% |
9% |
False |
True |
183,623 |
| 20 |
1.4550 |
1.2395 |
0.2155 |
17.2% |
0.0154 |
1.2% |
6% |
False |
True |
191,658 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
19.1% |
0.0151 |
1.2% |
5% |
False |
True |
166,359 |
| 60 |
1.5515 |
1.2395 |
0.3120 |
24.9% |
0.0125 |
1.0% |
4% |
False |
True |
111,301 |
| 80 |
1.5860 |
1.2395 |
0.3465 |
27.7% |
0.0105 |
0.8% |
4% |
False |
True |
83,571 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.7% |
0.0087 |
0.7% |
4% |
False |
True |
66,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3372 |
|
2.618 |
1.3068 |
|
1.618 |
1.2882 |
|
1.000 |
1.2767 |
|
0.618 |
1.2696 |
|
HIGH |
1.2581 |
|
0.618 |
1.2510 |
|
0.500 |
1.2488 |
|
0.382 |
1.2466 |
|
LOW |
1.2395 |
|
0.618 |
1.2280 |
|
1.000 |
1.2209 |
|
1.618 |
1.2094 |
|
2.618 |
1.1908 |
|
4.250 |
1.1605 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2510 |
1.2638 |
| PP |
1.2499 |
1.2599 |
| S1 |
1.2488 |
1.2560 |
|