CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4241 |
1.4213 |
-0.0028 |
-0.2% |
1.4490 |
| High |
1.4340 |
1.4229 |
-0.0111 |
-0.8% |
1.4537 |
| Low |
1.4210 |
1.4048 |
-0.0162 |
-1.1% |
1.4210 |
| Close |
1.4236 |
1.4101 |
-0.0135 |
-0.9% |
1.4236 |
| Range |
0.0130 |
0.0181 |
0.0051 |
39.2% |
0.0327 |
| ATR |
0.0126 |
0.0130 |
0.0004 |
3.5% |
0.0000 |
| Volume |
401,818 |
376,641 |
-25,177 |
-6.3% |
1,215,224 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4669 |
1.4566 |
1.4201 |
|
| R3 |
1.4488 |
1.4385 |
1.4151 |
|
| R2 |
1.4307 |
1.4307 |
1.4134 |
|
| R1 |
1.4204 |
1.4204 |
1.4118 |
1.4165 |
| PP |
1.4126 |
1.4126 |
1.4126 |
1.4107 |
| S1 |
1.4023 |
1.4023 |
1.4084 |
1.3984 |
| S2 |
1.3945 |
1.3945 |
1.4068 |
|
| S3 |
1.3764 |
1.3842 |
1.4051 |
|
| S4 |
1.3583 |
1.3661 |
1.4001 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5309 |
1.5099 |
1.4416 |
|
| R3 |
1.4982 |
1.4772 |
1.4326 |
|
| R2 |
1.4655 |
1.4655 |
1.4296 |
|
| R1 |
1.4445 |
1.4445 |
1.4266 |
1.4387 |
| PP |
1.4328 |
1.4328 |
1.4328 |
1.4298 |
| S1 |
1.4118 |
1.4118 |
1.4206 |
1.4060 |
| S2 |
1.4001 |
1.4001 |
1.4176 |
|
| S3 |
1.3674 |
1.3791 |
1.4146 |
|
| S4 |
1.3347 |
1.3464 |
1.4056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4537 |
1.4048 |
0.0489 |
3.5% |
0.0125 |
0.9% |
11% |
False |
True |
318,373 |
| 10 |
1.4798 |
1.4048 |
0.0750 |
5.3% |
0.0112 |
0.8% |
7% |
False |
True |
273,534 |
| 20 |
1.4988 |
1.4048 |
0.0940 |
6.7% |
0.0108 |
0.8% |
6% |
False |
True |
266,618 |
| 40 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0101 |
0.7% |
3% |
False |
True |
238,517 |
| 60 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0091 |
0.6% |
3% |
False |
True |
225,759 |
| 80 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0087 |
0.6% |
3% |
False |
True |
173,334 |
| 100 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0079 |
0.6% |
3% |
False |
True |
138,797 |
| 120 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0076 |
0.5% |
3% |
False |
True |
115,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4998 |
|
2.618 |
1.4703 |
|
1.618 |
1.4522 |
|
1.000 |
1.4410 |
|
0.618 |
1.4341 |
|
HIGH |
1.4229 |
|
0.618 |
1.4160 |
|
0.500 |
1.4139 |
|
0.382 |
1.4117 |
|
LOW |
1.4048 |
|
0.618 |
1.3936 |
|
1.000 |
1.3867 |
|
1.618 |
1.3755 |
|
2.618 |
1.3574 |
|
4.250 |
1.3279 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4139 |
1.4271 |
| PP |
1.4126 |
1.4214 |
| S1 |
1.4114 |
1.4158 |
|