CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2756 |
1.2616 |
-0.0140 |
-1.1% |
1.2771 |
| High |
1.2756 |
1.2675 |
-0.0081 |
-0.6% |
1.3075 |
| Low |
1.2675 |
1.2585 |
-0.0090 |
-0.7% |
1.2675 |
| Close |
1.2700 |
1.2668 |
-0.0032 |
-0.3% |
1.2700 |
| Range |
0.0081 |
0.0090 |
0.0009 |
11.1% |
0.0400 |
| ATR |
0.0219 |
0.0211 |
-0.0007 |
-3.4% |
0.0000 |
| Volume |
142,591 |
138,481 |
-4,110 |
-2.9% |
813,221 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2913 |
1.2880 |
1.2718 |
|
| R3 |
1.2823 |
1.2790 |
1.2693 |
|
| R2 |
1.2733 |
1.2733 |
1.2685 |
|
| R1 |
1.2700 |
1.2700 |
1.2676 |
1.2717 |
| PP |
1.2643 |
1.2643 |
1.2643 |
1.2651 |
| S1 |
1.2610 |
1.2610 |
1.2660 |
1.2627 |
| S2 |
1.2553 |
1.2553 |
1.2652 |
|
| S3 |
1.2463 |
1.2520 |
1.2643 |
|
| S4 |
1.2373 |
1.2430 |
1.2619 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4017 |
1.3758 |
1.2920 |
|
| R3 |
1.3617 |
1.3358 |
1.2810 |
|
| R2 |
1.3217 |
1.3217 |
1.2773 |
|
| R1 |
1.2958 |
1.2958 |
1.2737 |
1.2888 |
| PP |
1.2817 |
1.2817 |
1.2817 |
1.2781 |
| S1 |
1.2558 |
1.2558 |
1.2663 |
1.2488 |
| S2 |
1.2417 |
1.2417 |
1.2627 |
|
| S3 |
1.2017 |
1.2158 |
1.2590 |
|
| S4 |
1.1617 |
1.1758 |
1.2480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3075 |
1.2585 |
0.0490 |
3.9% |
0.0123 |
1.0% |
17% |
False |
True |
190,340 |
| 10 |
1.3075 |
1.2429 |
0.0646 |
5.1% |
0.0139 |
1.1% |
37% |
False |
False |
183,946 |
| 20 |
1.3090 |
1.2428 |
0.0662 |
5.2% |
0.0157 |
1.2% |
36% |
False |
False |
196,729 |
| 40 |
1.3908 |
1.2395 |
0.1513 |
11.9% |
0.0159 |
1.3% |
18% |
False |
False |
194,727 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.9% |
0.0161 |
1.3% |
11% |
False |
False |
187,140 |
| 80 |
1.5390 |
1.2395 |
0.2995 |
23.6% |
0.0141 |
1.1% |
9% |
False |
False |
140,792 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.4% |
0.0121 |
1.0% |
8% |
False |
False |
112,716 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.4% |
0.0105 |
0.8% |
8% |
False |
False |
93,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3058 |
|
2.618 |
1.2911 |
|
1.618 |
1.2821 |
|
1.000 |
1.2765 |
|
0.618 |
1.2731 |
|
HIGH |
1.2675 |
|
0.618 |
1.2641 |
|
0.500 |
1.2630 |
|
0.382 |
1.2619 |
|
LOW |
1.2585 |
|
0.618 |
1.2529 |
|
1.000 |
1.2495 |
|
1.618 |
1.2439 |
|
2.618 |
1.2349 |
|
4.250 |
1.2203 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2655 |
1.2775 |
| PP |
1.2643 |
1.2739 |
| S1 |
1.2630 |
1.2704 |
|