CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2910 |
1.2891 |
-0.0019 |
-0.1% |
1.2662 |
| High |
1.2929 |
1.2960 |
0.0031 |
0.2% |
1.2825 |
| Low |
1.2870 |
1.2780 |
-0.0090 |
-0.7% |
1.2600 |
| Close |
1.2928 |
1.2888 |
-0.0040 |
-0.3% |
1.2671 |
| Range |
0.0059 |
0.0180 |
0.0121 |
205.1% |
0.0225 |
| ATR |
0.0145 |
0.0148 |
0.0002 |
1.7% |
0.0000 |
| Volume |
6,289 |
17,541 |
11,252 |
178.9% |
22,346 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3416 |
1.3332 |
1.2987 |
|
| R3 |
1.3236 |
1.3152 |
1.2938 |
|
| R2 |
1.3056 |
1.3056 |
1.2921 |
|
| R1 |
1.2972 |
1.2972 |
1.2905 |
1.2924 |
| PP |
1.2876 |
1.2876 |
1.2876 |
1.2852 |
| S1 |
1.2792 |
1.2792 |
1.2872 |
1.2744 |
| S2 |
1.2696 |
1.2696 |
1.2855 |
|
| S3 |
1.2516 |
1.2612 |
1.2839 |
|
| S4 |
1.2336 |
1.2432 |
1.2789 |
|
|
| 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 |
1.2960 |
1.2600 |
0.0360 |
2.8% |
0.0118 |
0.9% |
80% |
True |
False |
8,112 |
| 10 |
1.3065 |
1.2600 |
0.0465 |
3.6% |
0.0085 |
0.7% |
62% |
False |
False |
5,304 |
| 20 |
1.3065 |
1.2435 |
0.0630 |
4.9% |
0.0067 |
0.5% |
72% |
False |
False |
3,108 |
| 40 |
1.3647 |
1.2435 |
0.1212 |
9.4% |
0.0039 |
0.3% |
37% |
False |
False |
1,903 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
17.7% |
0.0041 |
0.3% |
20% |
False |
False |
1,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3725 |
|
2.618 |
1.3431 |
|
1.618 |
1.3251 |
|
1.000 |
1.3140 |
|
0.618 |
1.3071 |
|
HIGH |
1.2960 |
|
0.618 |
1.2891 |
|
0.500 |
1.2870 |
|
0.382 |
1.2849 |
|
LOW |
1.2780 |
|
0.618 |
1.2669 |
|
1.000 |
1.2600 |
|
1.618 |
1.2489 |
|
2.618 |
1.2309 |
|
4.250 |
1.2015 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2882 |
1.2855 |
| PP |
1.2876 |
1.2821 |
| S1 |
1.2870 |
1.2788 |
|