CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2891 |
1.2891 |
0.0000 |
0.0% |
1.2662 |
| High |
1.2960 |
1.3025 |
0.0065 |
0.5% |
1.2825 |
| Low |
1.2780 |
1.2891 |
0.0111 |
0.9% |
1.2600 |
| Close |
1.2888 |
1.2980 |
0.0092 |
0.7% |
1.2671 |
| Range |
0.0180 |
0.0134 |
-0.0046 |
-25.6% |
0.0225 |
| ATR |
0.0148 |
0.0147 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
17,541 |
39,667 |
22,126 |
126.1% |
22,346 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3367 |
1.3308 |
1.3054 |
|
| R3 |
1.3233 |
1.3174 |
1.3017 |
|
| R2 |
1.3099 |
1.3099 |
1.3005 |
|
| R1 |
1.3040 |
1.3040 |
1.2992 |
1.3070 |
| PP |
1.2965 |
1.2965 |
1.2965 |
1.2980 |
| S1 |
1.2906 |
1.2906 |
1.2968 |
1.2936 |
| S2 |
1.2831 |
1.2831 |
1.2955 |
|
| S3 |
1.2697 |
1.2772 |
1.2943 |
|
| S4 |
1.2563 |
1.2638 |
1.2906 |
|
|
| 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 |
1.3025 |
1.2610 |
0.0415 |
3.2% |
0.0133 |
1.0% |
89% |
True |
False |
15,642 |
| 10 |
1.3025 |
1.2600 |
0.0425 |
3.3% |
0.0085 |
0.7% |
89% |
True |
False |
8,999 |
| 20 |
1.3065 |
1.2435 |
0.0630 |
4.9% |
0.0074 |
0.6% |
87% |
False |
False |
5,074 |
| 40 |
1.3498 |
1.2435 |
0.1063 |
8.2% |
0.0042 |
0.3% |
51% |
False |
False |
2,893 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
17.6% |
0.0041 |
0.3% |
24% |
False |
False |
2,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3595 |
|
2.618 |
1.3376 |
|
1.618 |
1.3242 |
|
1.000 |
1.3159 |
|
0.618 |
1.3108 |
|
HIGH |
1.3025 |
|
0.618 |
1.2974 |
|
0.500 |
1.2958 |
|
0.382 |
1.2942 |
|
LOW |
1.2891 |
|
0.618 |
1.2808 |
|
1.000 |
1.2757 |
|
1.618 |
1.2674 |
|
2.618 |
1.2540 |
|
4.250 |
1.2322 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2973 |
1.2954 |
| PP |
1.2965 |
1.2928 |
| S1 |
1.2958 |
1.2903 |
|