CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2616 |
1.2705 |
0.0089 |
0.7% |
1.2771 |
| High |
1.2675 |
1.2760 |
0.0085 |
0.7% |
1.3075 |
| Low |
1.2585 |
1.2670 |
0.0085 |
0.7% |
1.2675 |
| Close |
1.2668 |
1.2696 |
0.0028 |
0.2% |
1.2700 |
| Range |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0400 |
| ATR |
0.0211 |
0.0203 |
-0.0009 |
-4.0% |
0.0000 |
| Volume |
138,481 |
138,939 |
458 |
0.3% |
813,221 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2979 |
1.2927 |
1.2746 |
|
| R3 |
1.2889 |
1.2837 |
1.2721 |
|
| R2 |
1.2799 |
1.2799 |
1.2713 |
|
| R1 |
1.2747 |
1.2747 |
1.2704 |
1.2728 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2699 |
| S1 |
1.2657 |
1.2657 |
1.2688 |
1.2638 |
| S2 |
1.2619 |
1.2619 |
1.2680 |
|
| S3 |
1.2529 |
1.2567 |
1.2671 |
|
| S4 |
1.2439 |
1.2477 |
1.2647 |
|
|
| 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% |
0.0114 |
0.9% |
23% |
False |
False |
174,116 |
| 10 |
1.3075 |
1.2429 |
0.0646 |
5.1% |
0.0138 |
1.1% |
41% |
False |
False |
179,721 |
| 20 |
1.3090 |
1.2428 |
0.0662 |
5.2% |
0.0157 |
1.2% |
40% |
False |
False |
191,038 |
| 40 |
1.3890 |
1.2395 |
0.1495 |
11.8% |
0.0158 |
1.2% |
20% |
False |
False |
193,597 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.9% |
0.0160 |
1.3% |
13% |
False |
False |
189,355 |
| 80 |
1.5390 |
1.2395 |
0.2995 |
23.6% |
0.0141 |
1.1% |
10% |
False |
False |
142,523 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.3% |
0.0122 |
1.0% |
9% |
False |
False |
114,103 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.3% |
0.0106 |
0.8% |
9% |
False |
False |
95,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3143 |
|
2.618 |
1.2996 |
|
1.618 |
1.2906 |
|
1.000 |
1.2850 |
|
0.618 |
1.2816 |
|
HIGH |
1.2760 |
|
0.618 |
1.2726 |
|
0.500 |
1.2715 |
|
0.382 |
1.2704 |
|
LOW |
1.2670 |
|
0.618 |
1.2614 |
|
1.000 |
1.2580 |
|
1.618 |
1.2524 |
|
2.618 |
1.2434 |
|
4.250 |
1.2288 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2688 |
| PP |
1.2709 |
1.2680 |
| S1 |
1.2702 |
1.2673 |
|