CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2642 |
1.2612 |
-0.0030 |
-0.2% |
1.2785 |
| High |
1.2660 |
1.2825 |
0.0165 |
1.3% |
1.3065 |
| Low |
1.2600 |
1.2610 |
0.0010 |
0.1% |
1.2693 |
| Close |
1.2641 |
1.2779 |
0.0138 |
1.1% |
1.2697 |
| Range |
0.0060 |
0.0215 |
0.0155 |
258.3% |
0.0372 |
| ATR |
0.0128 |
0.0134 |
0.0006 |
4.8% |
0.0000 |
| Volume |
2,018 |
5,639 |
3,621 |
179.4% |
10,295 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3383 |
1.3296 |
1.2897 |
|
| R3 |
1.3168 |
1.3081 |
1.2838 |
|
| R2 |
1.2953 |
1.2953 |
1.2818 |
|
| R1 |
1.2866 |
1.2866 |
1.2799 |
1.2910 |
| PP |
1.2738 |
1.2738 |
1.2738 |
1.2760 |
| S1 |
1.2651 |
1.2651 |
1.2759 |
1.2695 |
| S2 |
1.2523 |
1.2523 |
1.2740 |
|
| S3 |
1.2308 |
1.2436 |
1.2720 |
|
| S4 |
1.2093 |
1.2221 |
1.2661 |
|
|
| 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 |
1.2825 |
1.2600 |
0.0225 |
1.8% |
0.0055 |
0.4% |
80% |
True |
False |
2,977 |
| 10 |
1.3065 |
1.2475 |
0.0590 |
4.6% |
0.0072 |
0.6% |
52% |
False |
False |
2,511 |
| 20 |
1.3065 |
1.2435 |
0.0630 |
4.9% |
0.0057 |
0.4% |
55% |
False |
False |
1,505 |
| 40 |
1.3740 |
1.2435 |
0.1305 |
10.2% |
0.0033 |
0.3% |
26% |
False |
False |
1,098 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
17.9% |
0.0036 |
0.3% |
15% |
False |
False |
1,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3739 |
|
2.618 |
1.3388 |
|
1.618 |
1.3173 |
|
1.000 |
1.3040 |
|
0.618 |
1.2958 |
|
HIGH |
1.2825 |
|
0.618 |
1.2743 |
|
0.500 |
1.2718 |
|
0.382 |
1.2692 |
|
LOW |
1.2610 |
|
0.618 |
1.2477 |
|
1.000 |
1.2395 |
|
1.618 |
1.2262 |
|
2.618 |
1.2047 |
|
4.250 |
1.1696 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2759 |
1.2757 |
| PP |
1.2738 |
1.2735 |
| S1 |
1.2718 |
1.2713 |
|