CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4110 |
1.4150 |
0.0040 |
0.3% |
1.4213 |
| High |
1.4214 |
1.4222 |
0.0008 |
0.1% |
1.4229 |
| Low |
1.4090 |
1.4135 |
0.0045 |
0.3% |
1.3885 |
| Close |
1.4214 |
1.4222 |
0.0008 |
0.1% |
1.4214 |
| Range |
0.0124 |
0.0087 |
-0.0037 |
-29.8% |
0.0344 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
237,325 |
78,639 |
-158,686 |
-66.9% |
1,630,626 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4454 |
1.4425 |
1.4270 |
|
| R3 |
1.4367 |
1.4338 |
1.4246 |
|
| R2 |
1.4280 |
1.4280 |
1.4238 |
|
| R1 |
1.4251 |
1.4251 |
1.4230 |
1.4266 |
| PP |
1.4193 |
1.4193 |
1.4193 |
1.4200 |
| S1 |
1.4164 |
1.4164 |
1.4214 |
1.4179 |
| S2 |
1.4106 |
1.4106 |
1.4206 |
|
| S3 |
1.4019 |
1.4077 |
1.4198 |
|
| S4 |
1.3932 |
1.3990 |
1.4174 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5141 |
1.5022 |
1.4403 |
|
| R3 |
1.4797 |
1.4678 |
1.4309 |
|
| R2 |
1.4453 |
1.4453 |
1.4277 |
|
| R1 |
1.4334 |
1.4334 |
1.4246 |
1.4394 |
| PP |
1.4109 |
1.4109 |
1.4109 |
1.4139 |
| S1 |
1.3990 |
1.3990 |
1.4182 |
1.4050 |
| S2 |
1.3765 |
1.3765 |
1.4151 |
|
| S3 |
1.3421 |
1.3646 |
1.4119 |
|
| S4 |
1.3077 |
1.3302 |
1.4025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4222 |
1.3885 |
0.0337 |
2.4% |
0.0118 |
0.8% |
100% |
True |
False |
266,524 |
| 10 |
1.4537 |
1.3885 |
0.0652 |
4.6% |
0.0122 |
0.9% |
52% |
False |
False |
292,448 |
| 20 |
1.4877 |
1.3885 |
0.0992 |
7.0% |
0.0110 |
0.8% |
34% |
False |
False |
259,696 |
| 40 |
1.5867 |
1.3885 |
0.1982 |
13.9% |
0.0103 |
0.7% |
17% |
False |
False |
242,964 |
| 60 |
1.5955 |
1.3885 |
0.2070 |
14.6% |
0.0097 |
0.7% |
16% |
False |
False |
232,121 |
| 80 |
1.5955 |
1.3885 |
0.2070 |
14.6% |
0.0091 |
0.6% |
16% |
False |
False |
189,935 |
| 100 |
1.5955 |
1.3885 |
0.2070 |
14.6% |
0.0082 |
0.6% |
16% |
False |
False |
152,095 |
| 120 |
1.5955 |
1.3885 |
0.2070 |
14.6% |
0.0078 |
0.5% |
16% |
False |
False |
126,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4592 |
|
2.618 |
1.4450 |
|
1.618 |
1.4363 |
|
1.000 |
1.4309 |
|
0.618 |
1.4276 |
|
HIGH |
1.4222 |
|
0.618 |
1.4189 |
|
0.500 |
1.4179 |
|
0.382 |
1.4168 |
|
LOW |
1.4135 |
|
0.618 |
1.4081 |
|
1.000 |
1.4048 |
|
1.618 |
1.3994 |
|
2.618 |
1.3907 |
|
4.250 |
1.3765 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4208 |
1.4166 |
| PP |
1.4193 |
1.4110 |
| S1 |
1.4179 |
1.4054 |
|