CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.3572 |
0.0222 |
1.7% |
1.2910 |
| High |
1.3380 |
1.3650 |
0.0270 |
2.0% |
1.3380 |
| Low |
1.3285 |
1.3530 |
0.0245 |
1.8% |
1.2780 |
| Close |
1.3340 |
1.3636 |
0.0296 |
2.2% |
1.3340 |
| Range |
0.0095 |
0.0120 |
0.0025 |
26.3% |
0.0600 |
| ATR |
0.0159 |
0.0170 |
0.0011 |
6.8% |
0.0000 |
| Volume |
119,241 |
145,348 |
26,107 |
21.9% |
244,461 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3965 |
1.3921 |
1.3702 |
|
| R3 |
1.3845 |
1.3801 |
1.3669 |
|
| R2 |
1.3725 |
1.3725 |
1.3658 |
|
| R1 |
1.3681 |
1.3681 |
1.3647 |
1.3703 |
| PP |
1.3605 |
1.3605 |
1.3605 |
1.3617 |
| S1 |
1.3561 |
1.3561 |
1.3625 |
1.3583 |
| S2 |
1.3485 |
1.3485 |
1.3614 |
|
| S3 |
1.3365 |
1.3441 |
1.3603 |
|
| S4 |
1.3245 |
1.3321 |
1.3570 |
|
|
| 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 |
1.3650 |
1.2780 |
0.0870 |
6.4% |
0.0140 |
1.0% |
98% |
True |
False |
76,704 |
| 10 |
1.3650 |
1.2600 |
0.1050 |
7.7% |
0.0111 |
0.8% |
99% |
True |
False |
40,806 |
| 20 |
1.3650 |
1.2475 |
0.1175 |
8.6% |
0.0077 |
0.6% |
99% |
True |
False |
21,286 |
| 40 |
1.3650 |
1.2435 |
0.1215 |
8.9% |
0.0052 |
0.4% |
99% |
True |
False |
10,943 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
16.8% |
0.0047 |
0.3% |
53% |
False |
False |
7,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4160 |
|
2.618 |
1.3964 |
|
1.618 |
1.3844 |
|
1.000 |
1.3770 |
|
0.618 |
1.3724 |
|
HIGH |
1.3650 |
|
0.618 |
1.3604 |
|
0.500 |
1.3590 |
|
0.382 |
1.3576 |
|
LOW |
1.3530 |
|
0.618 |
1.3456 |
|
1.000 |
1.3410 |
|
1.618 |
1.3336 |
|
2.618 |
1.3216 |
|
4.250 |
1.3020 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3621 |
1.3565 |
| PP |
1.3605 |
1.3494 |
| S1 |
1.3590 |
1.3423 |
|