CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2619 |
1.2700 |
0.0081 |
0.6% |
1.2616 |
| High |
1.2838 |
1.2715 |
-0.0123 |
-1.0% |
1.2838 |
| Low |
1.2598 |
1.2630 |
0.0032 |
0.3% |
1.2585 |
| Close |
1.2789 |
1.2688 |
-0.0101 |
-0.8% |
1.2688 |
| Range |
0.0240 |
0.0085 |
-0.0155 |
-64.6% |
0.0253 |
| ATR |
0.0198 |
0.0196 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
144,003 |
217,524 |
73,521 |
51.1% |
798,513 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2933 |
1.2895 |
1.2735 |
|
| R3 |
1.2848 |
1.2810 |
1.2711 |
|
| R2 |
1.2763 |
1.2763 |
1.2704 |
|
| R1 |
1.2725 |
1.2725 |
1.2696 |
1.2702 |
| PP |
1.2678 |
1.2678 |
1.2678 |
1.2666 |
| S1 |
1.2640 |
1.2640 |
1.2680 |
1.2617 |
| S2 |
1.2593 |
1.2593 |
1.2672 |
|
| S3 |
1.2508 |
1.2555 |
1.2665 |
|
| S4 |
1.2423 |
1.2470 |
1.2641 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3463 |
1.3328 |
1.2827 |
|
| R3 |
1.3210 |
1.3075 |
1.2758 |
|
| R2 |
1.2957 |
1.2957 |
1.2734 |
|
| R1 |
1.2822 |
1.2822 |
1.2711 |
1.2890 |
| PP |
1.2704 |
1.2704 |
1.2704 |
1.2737 |
| S1 |
1.2569 |
1.2569 |
1.2665 |
1.2637 |
| S2 |
1.2451 |
1.2451 |
1.2642 |
|
| S3 |
1.2198 |
1.2316 |
1.2618 |
|
| S4 |
1.1945 |
1.2063 |
1.2549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2838 |
1.2585 |
0.0253 |
2.0% |
0.0118 |
0.9% |
41% |
False |
False |
159,702 |
| 10 |
1.3075 |
1.2429 |
0.0646 |
5.1% |
0.0131 |
1.0% |
40% |
False |
False |
180,407 |
| 20 |
1.3075 |
1.2428 |
0.0647 |
5.1% |
0.0142 |
1.1% |
40% |
False |
False |
184,955 |
| 40 |
1.3795 |
1.2395 |
0.1400 |
11.0% |
0.0155 |
1.2% |
21% |
False |
False |
190,616 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.9% |
0.0159 |
1.3% |
12% |
False |
False |
196,809 |
| 80 |
1.4865 |
1.2395 |
0.2470 |
19.5% |
0.0143 |
1.1% |
12% |
False |
False |
148,991 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.3% |
0.0125 |
1.0% |
8% |
False |
False |
119,305 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.3% |
0.0109 |
0.9% |
8% |
False |
False |
99,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3076 |
|
2.618 |
1.2938 |
|
1.618 |
1.2853 |
|
1.000 |
1.2800 |
|
0.618 |
1.2768 |
|
HIGH |
1.2715 |
|
0.618 |
1.2683 |
|
0.500 |
1.2673 |
|
0.382 |
1.2662 |
|
LOW |
1.2630 |
|
0.618 |
1.2577 |
|
1.000 |
1.2545 |
|
1.618 |
1.2492 |
|
2.618 |
1.2407 |
|
4.250 |
1.2269 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2683 |
1.2718 |
| PP |
1.2678 |
1.2708 |
| S1 |
1.2673 |
1.2698 |
|