CME Euro FX Future March 2009
| 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 |
1.2662 |
1.2688 |
0.0026 |
0.2% |
1.2785 |
| High |
1.2662 |
1.2688 |
0.0026 |
0.2% |
1.3065 |
| Low |
1.2662 |
1.2688 |
0.0026 |
0.2% |
1.2693 |
| Close |
1.2662 |
1.2688 |
0.0026 |
0.2% |
1.2697 |
| Range |
|
|
|
|
|
| ATR |
0.0139 |
0.0131 |
-0.0008 |
-5.8% |
0.0000 |
| Volume |
4,091 |
1,523 |
-2,568 |
-62.8% |
10,295 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2688 |
1.2688 |
1.2688 |
|
| R3 |
1.2688 |
1.2688 |
1.2688 |
|
| R2 |
1.2688 |
1.2688 |
1.2688 |
|
| R1 |
1.2688 |
1.2688 |
1.2688 |
1.2688 |
| PP |
1.2688 |
1.2688 |
1.2688 |
1.2688 |
| S1 |
1.2688 |
1.2688 |
1.2688 |
1.2688 |
| S2 |
1.2688 |
1.2688 |
1.2688 |
|
| S3 |
1.2688 |
1.2688 |
1.2688 |
|
| S4 |
1.2688 |
1.2688 |
1.2688 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3688 |
1.2902 |
|
| R3 |
1.3562 |
1.3316 |
1.2799 |
|
| R2 |
1.3190 |
1.3190 |
1.2765 |
|
| R1 |
1.2944 |
1.2944 |
1.2731 |
1.2881 |
| PP |
1.2818 |
1.2818 |
1.2818 |
1.2787 |
| S1 |
1.2572 |
1.2572 |
1.2663 |
1.2509 |
| S2 |
1.2446 |
1.2446 |
1.2629 |
|
| S3 |
1.2074 |
1.2200 |
1.2595 |
|
| S4 |
1.1702 |
1.1828 |
1.2492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3065 |
1.2662 |
0.0403 |
3.2% |
0.0053 |
0.4% |
6% |
False |
False |
2,496 |
| 10 |
1.3065 |
1.2475 |
0.0590 |
4.7% |
0.0044 |
0.3% |
36% |
False |
False |
1,868 |
| 20 |
1.3065 |
1.2435 |
0.0630 |
5.0% |
0.0044 |
0.3% |
40% |
False |
False |
1,203 |
| 40 |
1.3740 |
1.2435 |
0.1305 |
10.3% |
0.0029 |
0.2% |
19% |
False |
False |
926 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
18.0% |
0.0031 |
0.2% |
11% |
False |
False |
1,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2688 |
|
2.618 |
1.2688 |
|
1.618 |
1.2688 |
|
1.000 |
1.2688 |
|
0.618 |
1.2688 |
|
HIGH |
1.2688 |
|
0.618 |
1.2688 |
|
0.500 |
1.2688 |
|
0.382 |
1.2688 |
|
LOW |
1.2688 |
|
0.618 |
1.2688 |
|
1.000 |
1.2688 |
|
1.618 |
1.2688 |
|
2.618 |
1.2688 |
|
4.250 |
1.2688 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2688 |
1.2685 |
| PP |
1.2688 |
1.2681 |
| S1 |
1.2688 |
1.2678 |
|