CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4213 |
1.4144 |
-0.0069 |
-0.5% |
1.4490 |
| High |
1.4229 |
1.4221 |
-0.0008 |
-0.1% |
1.4537 |
| Low |
1.4048 |
1.4060 |
0.0012 |
0.1% |
1.4210 |
| Close |
1.4101 |
1.4164 |
0.0063 |
0.4% |
1.4236 |
| Range |
0.0181 |
0.0161 |
-0.0020 |
-11.0% |
0.0327 |
| ATR |
0.0130 |
0.0133 |
0.0002 |
1.7% |
0.0000 |
| Volume |
376,641 |
387,157 |
10,516 |
2.8% |
1,215,224 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4631 |
1.4559 |
1.4253 |
|
| R3 |
1.4470 |
1.4398 |
1.4208 |
|
| R2 |
1.4309 |
1.4309 |
1.4194 |
|
| R1 |
1.4237 |
1.4237 |
1.4179 |
1.4273 |
| PP |
1.4148 |
1.4148 |
1.4148 |
1.4167 |
| S1 |
1.4076 |
1.4076 |
1.4149 |
1.4112 |
| S2 |
1.3987 |
1.3987 |
1.4134 |
|
| S3 |
1.3826 |
1.3915 |
1.4120 |
|
| S4 |
1.3665 |
1.3754 |
1.4075 |
|
|
| 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 |
1.4494 |
1.4048 |
0.0446 |
3.1% |
0.0143 |
1.0% |
26% |
False |
False |
357,412 |
| 10 |
1.4798 |
1.4048 |
0.0750 |
5.3% |
0.0123 |
0.9% |
15% |
False |
False |
292,724 |
| 20 |
1.4937 |
1.4048 |
0.0889 |
6.3% |
0.0110 |
0.8% |
13% |
False |
False |
266,375 |
| 40 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0102 |
0.7% |
6% |
False |
False |
241,868 |
| 60 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0093 |
0.7% |
6% |
False |
False |
229,264 |
| 80 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0088 |
0.6% |
6% |
False |
False |
178,165 |
| 100 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0080 |
0.6% |
6% |
False |
False |
142,666 |
| 120 |
1.5955 |
1.4048 |
0.1907 |
13.5% |
0.0076 |
0.5% |
6% |
False |
False |
118,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4905 |
|
2.618 |
1.4642 |
|
1.618 |
1.4481 |
|
1.000 |
1.4382 |
|
0.618 |
1.4320 |
|
HIGH |
1.4221 |
|
0.618 |
1.4159 |
|
0.500 |
1.4141 |
|
0.382 |
1.4122 |
|
LOW |
1.4060 |
|
0.618 |
1.3961 |
|
1.000 |
1.3899 |
|
1.618 |
1.3800 |
|
2.618 |
1.3639 |
|
4.250 |
1.3376 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4156 |
1.4194 |
| PP |
1.4148 |
1.4184 |
| S1 |
1.4141 |
1.4174 |
|