CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2862 |
1.2911 |
0.0049 |
0.4% |
1.2616 |
| High |
1.2950 |
1.2988 |
0.0038 |
0.3% |
1.2838 |
| Low |
1.2862 |
1.2810 |
-0.0052 |
-0.4% |
1.2585 |
| Close |
1.2950 |
1.2918 |
-0.0032 |
-0.2% |
1.2688 |
| Range |
0.0088 |
0.0178 |
0.0090 |
102.3% |
0.0253 |
| ATR |
0.0200 |
0.0199 |
-0.0002 |
-0.8% |
0.0000 |
| Volume |
194,321 |
158,119 |
-36,202 |
-18.6% |
798,513 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3439 |
1.3357 |
1.3016 |
|
| R3 |
1.3261 |
1.3179 |
1.2967 |
|
| R2 |
1.3083 |
1.3083 |
1.2951 |
|
| R1 |
1.3001 |
1.3001 |
1.2934 |
1.3042 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2926 |
| S1 |
1.2823 |
1.2823 |
1.2902 |
1.2864 |
| S2 |
1.2727 |
1.2727 |
1.2885 |
|
| S3 |
1.2549 |
1.2645 |
1.2869 |
|
| S4 |
1.2371 |
1.2467 |
1.2820 |
|
|
| 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 |
1.2988 |
1.2598 |
0.0390 |
3.0% |
0.0135 |
1.0% |
82% |
True |
False |
174,706 |
| 10 |
1.3075 |
1.2585 |
0.0490 |
3.8% |
0.0125 |
1.0% |
68% |
False |
False |
174,411 |
| 20 |
1.3075 |
1.2428 |
0.0647 |
5.0% |
0.0143 |
1.1% |
76% |
False |
False |
180,195 |
| 40 |
1.3770 |
1.2395 |
0.1375 |
10.6% |
0.0155 |
1.2% |
38% |
False |
False |
189,258 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.5% |
0.0160 |
1.2% |
22% |
False |
False |
199,869 |
| 80 |
1.4834 |
1.2395 |
0.2439 |
18.9% |
0.0145 |
1.1% |
21% |
False |
False |
153,364 |
| 100 |
1.5780 |
1.2395 |
0.3385 |
26.2% |
0.0126 |
1.0% |
15% |
False |
False |
122,813 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
26.8% |
0.0111 |
0.9% |
15% |
False |
False |
102,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3745 |
|
2.618 |
1.3454 |
|
1.618 |
1.3276 |
|
1.000 |
1.3166 |
|
0.618 |
1.3098 |
|
HIGH |
1.2988 |
|
0.618 |
1.2920 |
|
0.500 |
1.2899 |
|
0.382 |
1.2878 |
|
LOW |
1.2810 |
|
0.618 |
1.2700 |
|
1.000 |
1.2632 |
|
1.618 |
1.2522 |
|
2.618 |
1.2344 |
|
4.250 |
1.2054 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2912 |
1.2882 |
| PP |
1.2905 |
1.2845 |
| S1 |
1.2899 |
1.2809 |
|