CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2612 |
1.2660 |
0.0048 |
0.4% |
1.2662 |
| High |
1.2825 |
1.2690 |
-0.0135 |
-1.1% |
1.2825 |
| Low |
1.2610 |
1.2615 |
0.0005 |
0.0% |
1.2600 |
| Close |
1.2779 |
1.2671 |
-0.0108 |
-0.8% |
1.2671 |
| Range |
0.0215 |
0.0075 |
-0.0140 |
-65.1% |
0.0225 |
| ATR |
0.0134 |
0.0137 |
0.0002 |
1.6% |
0.0000 |
| Volume |
5,639 |
9,075 |
3,436 |
60.9% |
22,346 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2884 |
1.2852 |
1.2712 |
|
| R3 |
1.2809 |
1.2777 |
1.2692 |
|
| R2 |
1.2734 |
1.2734 |
1.2685 |
|
| R1 |
1.2702 |
1.2702 |
1.2678 |
1.2718 |
| PP |
1.2659 |
1.2659 |
1.2659 |
1.2667 |
| S1 |
1.2627 |
1.2627 |
1.2664 |
1.2643 |
| S2 |
1.2584 |
1.2584 |
1.2657 |
|
| S3 |
1.2509 |
1.2552 |
1.2650 |
|
| S4 |
1.2434 |
1.2477 |
1.2630 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3374 |
1.3247 |
1.2795 |
|
| R3 |
1.3149 |
1.3022 |
1.2733 |
|
| R2 |
1.2924 |
1.2924 |
1.2712 |
|
| R1 |
1.2797 |
1.2797 |
1.2692 |
1.2861 |
| PP |
1.2699 |
1.2699 |
1.2699 |
1.2730 |
| S1 |
1.2572 |
1.2572 |
1.2650 |
1.2636 |
| S2 |
1.2474 |
1.2474 |
1.2630 |
|
| S3 |
1.2249 |
1.2347 |
1.2609 |
|
| S4 |
1.2024 |
1.2122 |
1.2547 |
|
|
| 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% |
0.0070 |
0.6% |
32% |
False |
False |
4,469 |
| 10 |
1.3065 |
1.2492 |
0.0573 |
4.5% |
0.0072 |
0.6% |
31% |
False |
False |
3,315 |
| 20 |
1.3065 |
1.2435 |
0.0630 |
5.0% |
0.0055 |
0.4% |
37% |
False |
False |
1,941 |
| 40 |
1.3647 |
1.2435 |
0.1212 |
9.6% |
0.0033 |
0.3% |
19% |
False |
False |
1,313 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
18.0% |
0.0037 |
0.3% |
10% |
False |
False |
1,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3009 |
|
2.618 |
1.2886 |
|
1.618 |
1.2811 |
|
1.000 |
1.2765 |
|
0.618 |
1.2736 |
|
HIGH |
1.2690 |
|
0.618 |
1.2661 |
|
0.500 |
1.2653 |
|
0.382 |
1.2644 |
|
LOW |
1.2615 |
|
0.618 |
1.2569 |
|
1.000 |
1.2540 |
|
1.618 |
1.2494 |
|
2.618 |
1.2419 |
|
4.250 |
1.2296 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2665 |
1.2713 |
| PP |
1.2659 |
1.2699 |
| S1 |
1.2653 |
1.2685 |
|