CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2910 |
0.0250 |
2.0% |
1.2662 |
| High |
1.2690 |
1.2929 |
0.0239 |
1.9% |
1.2825 |
| Low |
1.2615 |
1.2870 |
0.0255 |
2.0% |
1.2600 |
| Close |
1.2671 |
1.2928 |
0.0257 |
2.0% |
1.2671 |
| Range |
0.0075 |
0.0059 |
-0.0016 |
-21.3% |
0.0225 |
| ATR |
0.0137 |
0.0145 |
0.0009 |
6.4% |
0.0000 |
| Volume |
9,075 |
6,289 |
-2,786 |
-30.7% |
22,346 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3086 |
1.3066 |
1.2960 |
|
| R3 |
1.3027 |
1.3007 |
1.2944 |
|
| R2 |
1.2968 |
1.2968 |
1.2939 |
|
| R1 |
1.2948 |
1.2948 |
1.2933 |
1.2958 |
| PP |
1.2909 |
1.2909 |
1.2909 |
1.2914 |
| S1 |
1.2889 |
1.2889 |
1.2923 |
1.2899 |
| S2 |
1.2850 |
1.2850 |
1.2917 |
|
| S3 |
1.2791 |
1.2830 |
1.2912 |
|
| S4 |
1.2732 |
1.2771 |
1.2896 |
|
|
| 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 |
1.2929 |
1.2600 |
0.0329 |
2.5% |
0.0082 |
0.6% |
100% |
True |
False |
4,908 |
| 10 |
1.3065 |
1.2600 |
0.0465 |
3.6% |
0.0077 |
0.6% |
71% |
False |
False |
3,893 |
| 20 |
1.3065 |
1.2435 |
0.0630 |
4.9% |
0.0058 |
0.4% |
78% |
False |
False |
2,236 |
| 40 |
1.3647 |
1.2435 |
0.1212 |
9.4% |
0.0034 |
0.3% |
41% |
False |
False |
1,468 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
17.7% |
0.0038 |
0.3% |
22% |
False |
False |
1,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3180 |
|
2.618 |
1.3083 |
|
1.618 |
1.3024 |
|
1.000 |
1.2988 |
|
0.618 |
1.2965 |
|
HIGH |
1.2929 |
|
0.618 |
1.2906 |
|
0.500 |
1.2900 |
|
0.382 |
1.2893 |
|
LOW |
1.2870 |
|
0.618 |
1.2834 |
|
1.000 |
1.2811 |
|
1.618 |
1.2775 |
|
2.618 |
1.2716 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2919 |
1.2875 |
| PP |
1.2909 |
1.2822 |
| S1 |
1.2900 |
1.2770 |
|