CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2563 |
1.2779 |
0.0216 |
1.7% |
1.3403 |
| High |
1.2620 |
1.2974 |
0.0354 |
2.8% |
1.3404 |
| Low |
1.2455 |
1.2730 |
0.0275 |
2.2% |
1.2565 |
| Close |
1.2596 |
1.2835 |
0.0239 |
1.9% |
1.2604 |
| Range |
0.0165 |
0.0244 |
0.0079 |
47.9% |
0.0839 |
| ATR |
0.0199 |
0.0212 |
0.0013 |
6.4% |
0.0000 |
| Volume |
191,590 |
206,126 |
14,536 |
7.6% |
927,391 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3451 |
1.2969 |
|
| R3 |
1.3334 |
1.3207 |
1.2902 |
|
| R2 |
1.3090 |
1.3090 |
1.2880 |
|
| R1 |
1.2963 |
1.2963 |
1.2857 |
1.3027 |
| PP |
1.2846 |
1.2846 |
1.2846 |
1.2878 |
| S1 |
1.2719 |
1.2719 |
1.2813 |
1.2783 |
| S2 |
1.2602 |
1.2602 |
1.2790 |
|
| S3 |
1.2358 |
1.2475 |
1.2768 |
|
| S4 |
1.2114 |
1.2231 |
1.2701 |
|
|
| 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 |
1.2974 |
1.2395 |
0.0579 |
4.5% |
0.0186 |
1.4% |
76% |
True |
False |
216,580 |
| 10 |
1.3525 |
1.2395 |
0.1130 |
8.8% |
0.0154 |
1.2% |
39% |
False |
False |
193,388 |
| 20 |
1.4110 |
1.2395 |
0.1715 |
13.4% |
0.0151 |
1.2% |
26% |
False |
False |
191,108 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.7% |
0.0157 |
1.2% |
18% |
False |
False |
176,133 |
| 60 |
1.5390 |
1.2395 |
0.2995 |
23.3% |
0.0130 |
1.0% |
15% |
False |
False |
117,905 |
| 80 |
1.5860 |
1.2395 |
0.3465 |
27.0% |
0.0109 |
0.8% |
13% |
False |
False |
88,531 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.0% |
0.0091 |
0.7% |
13% |
False |
False |
70,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4011 |
|
2.618 |
1.3613 |
|
1.618 |
1.3369 |
|
1.000 |
1.3218 |
|
0.618 |
1.3125 |
|
HIGH |
1.2974 |
|
0.618 |
1.2881 |
|
0.500 |
1.2852 |
|
0.382 |
1.2823 |
|
LOW |
1.2730 |
|
0.618 |
1.2579 |
|
1.000 |
1.2486 |
|
1.618 |
1.2335 |
|
2.618 |
1.2091 |
|
4.250 |
1.1693 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2852 |
1.2785 |
| PP |
1.2846 |
1.2735 |
| S1 |
1.2841 |
1.2685 |
|