CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2779 |
1.3080 |
0.0301 |
2.4% |
1.3403 |
| High |
1.2974 |
1.3090 |
0.0116 |
0.9% |
1.3404 |
| Low |
1.2730 |
1.2790 |
0.0060 |
0.5% |
1.2565 |
| Close |
1.2835 |
1.2951 |
0.0116 |
0.9% |
1.2604 |
| Range |
0.0244 |
0.0300 |
0.0056 |
23.0% |
0.0839 |
| ATR |
0.0212 |
0.0218 |
0.0006 |
3.0% |
0.0000 |
| Volume |
206,126 |
254,798 |
48,672 |
23.6% |
927,391 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3844 |
1.3697 |
1.3116 |
|
| R3 |
1.3544 |
1.3397 |
1.3034 |
|
| R2 |
1.3244 |
1.3244 |
1.3006 |
|
| R1 |
1.3097 |
1.3097 |
1.2979 |
1.3021 |
| PP |
1.2944 |
1.2944 |
1.2944 |
1.2905 |
| S1 |
1.2797 |
1.2797 |
1.2924 |
1.2721 |
| S2 |
1.2644 |
1.2644 |
1.2896 |
|
| S3 |
1.2344 |
1.2497 |
1.2869 |
|
| S4 |
1.2044 |
1.2197 |
1.2786 |
|
|
| 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 |
1.3090 |
1.2395 |
0.0695 |
5.4% |
0.0215 |
1.7% |
80% |
True |
False |
225,139 |
| 10 |
1.3480 |
1.2395 |
0.1085 |
8.4% |
0.0169 |
1.3% |
51% |
False |
False |
201,438 |
| 20 |
1.3908 |
1.2395 |
0.1513 |
11.7% |
0.0161 |
1.2% |
37% |
False |
False |
192,725 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.5% |
0.0164 |
1.3% |
23% |
False |
False |
182,346 |
| 60 |
1.5390 |
1.2395 |
0.2995 |
23.1% |
0.0135 |
1.0% |
19% |
False |
False |
122,146 |
| 80 |
1.5860 |
1.2395 |
0.3465 |
26.8% |
0.0112 |
0.9% |
16% |
False |
False |
91,712 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
26.8% |
0.0094 |
0.7% |
16% |
False |
False |
73,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4365 |
|
2.618 |
1.3875 |
|
1.618 |
1.3575 |
|
1.000 |
1.3390 |
|
0.618 |
1.3275 |
|
HIGH |
1.3090 |
|
0.618 |
1.2975 |
|
0.500 |
1.2940 |
|
0.382 |
1.2905 |
|
LOW |
1.2790 |
|
0.618 |
1.2605 |
|
1.000 |
1.2490 |
|
1.618 |
1.2305 |
|
2.618 |
1.2005 |
|
4.250 |
1.1515 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2947 |
1.2892 |
| PP |
1.2944 |
1.2832 |
| S1 |
1.2940 |
1.2773 |
|