CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3248 |
1.3350 |
0.0102 |
0.8% |
1.2910 |
| High |
1.3365 |
1.3380 |
0.0015 |
0.1% |
1.3380 |
| Low |
1.3195 |
1.3285 |
0.0090 |
0.7% |
1.2780 |
| Close |
1.3282 |
1.3340 |
0.0058 |
0.4% |
1.3340 |
| Range |
0.0170 |
0.0095 |
-0.0075 |
-44.1% |
0.0600 |
| ATR |
0.0164 |
0.0159 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
61,723 |
119,241 |
57,518 |
93.2% |
244,461 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3620 |
1.3575 |
1.3392 |
|
| R3 |
1.3525 |
1.3480 |
1.3366 |
|
| R2 |
1.3430 |
1.3430 |
1.3357 |
|
| R1 |
1.3385 |
1.3385 |
1.3349 |
1.3360 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3323 |
| S1 |
1.3290 |
1.3290 |
1.3331 |
1.3265 |
| S2 |
1.3240 |
1.3240 |
1.3323 |
|
| S3 |
1.3145 |
1.3195 |
1.3314 |
|
| S4 |
1.3050 |
1.3100 |
1.3288 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4967 |
1.4753 |
1.3670 |
|
| R3 |
1.4367 |
1.4153 |
1.3505 |
|
| R2 |
1.3767 |
1.3767 |
1.3450 |
|
| R1 |
1.3553 |
1.3553 |
1.3395 |
1.3660 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3220 |
| S1 |
1.2953 |
1.2953 |
1.3285 |
1.3060 |
| S2 |
1.2567 |
1.2567 |
1.3230 |
|
| S3 |
1.1967 |
1.2353 |
1.3175 |
|
| S4 |
1.1367 |
1.1753 |
1.3010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3380 |
1.2780 |
0.0600 |
4.5% |
0.0128 |
1.0% |
93% |
True |
False |
48,892 |
| 10 |
1.3380 |
1.2600 |
0.0780 |
5.8% |
0.0099 |
0.7% |
95% |
True |
False |
26,680 |
| 20 |
1.3380 |
1.2475 |
0.0905 |
6.8% |
0.0071 |
0.5% |
96% |
True |
False |
14,095 |
| 40 |
1.3390 |
1.2435 |
0.0955 |
7.2% |
0.0049 |
0.4% |
95% |
False |
False |
7,328 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
17.1% |
0.0045 |
0.3% |
40% |
False |
False |
5,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3784 |
|
2.618 |
1.3629 |
|
1.618 |
1.3534 |
|
1.000 |
1.3475 |
|
0.618 |
1.3439 |
|
HIGH |
1.3380 |
|
0.618 |
1.3344 |
|
0.500 |
1.3333 |
|
0.382 |
1.3321 |
|
LOW |
1.3285 |
|
0.618 |
1.3226 |
|
1.000 |
1.3190 |
|
1.618 |
1.3131 |
|
2.618 |
1.3036 |
|
4.250 |
1.2881 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3338 |
1.3272 |
| PP |
1.3335 |
1.3204 |
| S1 |
1.3333 |
1.3136 |
|