CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2862 |
0.0162 |
1.3% |
1.2616 |
| High |
1.2715 |
1.2950 |
0.0235 |
1.8% |
1.2838 |
| Low |
1.2630 |
1.2862 |
0.0232 |
1.8% |
1.2585 |
| Close |
1.2688 |
1.2950 |
0.0262 |
2.1% |
1.2688 |
| Range |
0.0085 |
0.0088 |
0.0003 |
3.5% |
0.0253 |
| ATR |
0.0196 |
0.0200 |
0.0005 |
2.4% |
0.0000 |
| Volume |
217,524 |
194,321 |
-23,203 |
-10.7% |
798,513 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3185 |
1.3155 |
1.2998 |
|
| R3 |
1.3097 |
1.3067 |
1.2974 |
|
| R2 |
1.3009 |
1.3009 |
1.2966 |
|
| R1 |
1.2979 |
1.2979 |
1.2958 |
1.2994 |
| PP |
1.2921 |
1.2921 |
1.2921 |
1.2928 |
| S1 |
1.2891 |
1.2891 |
1.2942 |
1.2906 |
| S2 |
1.2833 |
1.2833 |
1.2934 |
|
| S3 |
1.2745 |
1.2803 |
1.2926 |
|
| S4 |
1.2657 |
1.2715 |
1.2902 |
|
|
| 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 |
1.2950 |
1.2598 |
0.0352 |
2.7% |
0.0117 |
0.9% |
100% |
True |
False |
170,870 |
| 10 |
1.3075 |
1.2585 |
0.0490 |
3.8% |
0.0120 |
0.9% |
74% |
False |
False |
180,605 |
| 20 |
1.3075 |
1.2428 |
0.0647 |
5.0% |
0.0139 |
1.1% |
81% |
False |
False |
183,151 |
| 40 |
1.3770 |
1.2395 |
0.1375 |
10.6% |
0.0153 |
1.2% |
40% |
False |
False |
190,695 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.5% |
0.0159 |
1.2% |
23% |
False |
False |
198,905 |
| 80 |
1.4850 |
1.2395 |
0.2455 |
19.0% |
0.0144 |
1.1% |
23% |
False |
False |
151,404 |
| 100 |
1.5780 |
1.2395 |
0.3385 |
26.1% |
0.0125 |
1.0% |
16% |
False |
False |
121,240 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
26.8% |
0.0109 |
0.8% |
16% |
False |
False |
101,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3324 |
|
2.618 |
1.3180 |
|
1.618 |
1.3092 |
|
1.000 |
1.3038 |
|
0.618 |
1.3004 |
|
HIGH |
1.2950 |
|
0.618 |
1.2916 |
|
0.500 |
1.2906 |
|
0.382 |
1.2896 |
|
LOW |
1.2862 |
|
0.618 |
1.2808 |
|
1.000 |
1.2774 |
|
1.618 |
1.2720 |
|
2.618 |
1.2632 |
|
4.250 |
1.2488 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2935 |
1.2891 |
| PP |
1.2921 |
1.2833 |
| S1 |
1.2906 |
1.2774 |
|