CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3239 |
1.3373 |
0.0134 |
1.0% |
1.2862 |
| High |
1.3395 |
1.3390 |
-0.0005 |
0.0% |
1.3395 |
| Low |
1.3230 |
1.3320 |
0.0090 |
0.7% |
1.2810 |
| Close |
1.3314 |
1.3371 |
0.0057 |
0.4% |
1.3371 |
| Range |
0.0165 |
0.0070 |
-0.0095 |
-57.6% |
0.0585 |
| ATR |
0.0208 |
0.0199 |
-0.0009 |
-4.5% |
0.0000 |
| Volume |
181,234 |
160,804 |
-20,430 |
-11.3% |
873,899 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3570 |
1.3541 |
1.3410 |
|
| R3 |
1.3500 |
1.3471 |
1.3390 |
|
| R2 |
1.3430 |
1.3430 |
1.3384 |
|
| R1 |
1.3401 |
1.3401 |
1.3377 |
1.3381 |
| PP |
1.3360 |
1.3360 |
1.3360 |
1.3350 |
| S1 |
1.3331 |
1.3331 |
1.3365 |
1.3311 |
| S2 |
1.3290 |
1.3290 |
1.3358 |
|
| S3 |
1.3220 |
1.3261 |
1.3352 |
|
| S4 |
1.3150 |
1.3191 |
1.3333 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4947 |
1.4744 |
1.3693 |
|
| R3 |
1.4362 |
1.4159 |
1.3532 |
|
| R2 |
1.3777 |
1.3777 |
1.3478 |
|
| R1 |
1.3574 |
1.3574 |
1.3425 |
1.3676 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3243 |
| S1 |
1.2989 |
1.2989 |
1.3317 |
1.3091 |
| S2 |
1.2607 |
1.2607 |
1.3264 |
|
| S3 |
1.2022 |
1.2404 |
1.3210 |
|
| S4 |
1.1437 |
1.1819 |
1.3049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3395 |
1.2810 |
0.0585 |
4.4% |
0.0125 |
0.9% |
96% |
False |
False |
174,779 |
| 10 |
1.3395 |
1.2585 |
0.0810 |
6.1% |
0.0121 |
0.9% |
97% |
False |
False |
167,241 |
| 20 |
1.3395 |
1.2429 |
0.0966 |
7.2% |
0.0133 |
1.0% |
98% |
False |
False |
181,171 |
| 40 |
1.3525 |
1.2395 |
0.1130 |
8.5% |
0.0153 |
1.1% |
86% |
False |
False |
191,429 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
17.9% |
0.0159 |
1.2% |
41% |
False |
False |
194,872 |
| 80 |
1.4805 |
1.2395 |
0.2410 |
18.0% |
0.0146 |
1.1% |
40% |
False |
False |
159,855 |
| 100 |
1.5780 |
1.2395 |
0.3385 |
25.3% |
0.0129 |
1.0% |
29% |
False |
False |
128,018 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
25.9% |
0.0113 |
0.8% |
28% |
False |
False |
106,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3688 |
|
2.618 |
1.3573 |
|
1.618 |
1.3503 |
|
1.000 |
1.3460 |
|
0.618 |
1.3433 |
|
HIGH |
1.3390 |
|
0.618 |
1.3363 |
|
0.500 |
1.3355 |
|
0.382 |
1.3347 |
|
LOW |
1.3320 |
|
0.618 |
1.3277 |
|
1.000 |
1.3250 |
|
1.618 |
1.3207 |
|
2.618 |
1.3137 |
|
4.250 |
1.3023 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3366 |
1.3302 |
| PP |
1.3360 |
1.3234 |
| S1 |
1.3355 |
1.3165 |
|