CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3572 |
1.3762 |
0.0190 |
1.4% |
1.2910 |
| High |
1.3650 |
1.3955 |
0.0305 |
2.2% |
1.3380 |
| Low |
1.3530 |
1.3695 |
0.0165 |
1.2% |
1.2780 |
| Close |
1.3636 |
1.3944 |
0.0308 |
2.3% |
1.3340 |
| Range |
0.0120 |
0.0260 |
0.0140 |
116.7% |
0.0600 |
| ATR |
0.0170 |
0.0181 |
0.0011 |
6.3% |
0.0000 |
| Volume |
145,348 |
147,105 |
1,757 |
1.2% |
244,461 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4645 |
1.4554 |
1.4087 |
|
| R3 |
1.4385 |
1.4294 |
1.4016 |
|
| R2 |
1.4125 |
1.4125 |
1.3992 |
|
| R1 |
1.4034 |
1.4034 |
1.3968 |
1.4080 |
| PP |
1.3865 |
1.3865 |
1.3865 |
1.3887 |
| S1 |
1.3774 |
1.3774 |
1.3920 |
1.3820 |
| S2 |
1.3605 |
1.3605 |
1.3896 |
|
| S3 |
1.3345 |
1.3514 |
1.3873 |
|
| S4 |
1.3085 |
1.3254 |
1.3801 |
|
|
| 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 |
1.3955 |
1.2891 |
0.1064 |
7.6% |
0.0156 |
1.1% |
99% |
True |
False |
102,616 |
| 10 |
1.3955 |
1.2600 |
0.1355 |
9.7% |
0.0137 |
1.0% |
99% |
True |
False |
55,364 |
| 20 |
1.3955 |
1.2475 |
0.1480 |
10.6% |
0.0090 |
0.6% |
99% |
True |
False |
28,616 |
| 40 |
1.3955 |
1.2435 |
0.1520 |
10.9% |
0.0058 |
0.4% |
99% |
True |
False |
14,600 |
| 60 |
1.4685 |
1.2435 |
0.2250 |
16.1% |
0.0052 |
0.4% |
67% |
False |
False |
10,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5060 |
|
2.618 |
1.4636 |
|
1.618 |
1.4376 |
|
1.000 |
1.4215 |
|
0.618 |
1.4116 |
|
HIGH |
1.3955 |
|
0.618 |
1.3856 |
|
0.500 |
1.3825 |
|
0.382 |
1.3794 |
|
LOW |
1.3695 |
|
0.618 |
1.3534 |
|
1.000 |
1.3435 |
|
1.618 |
1.3274 |
|
2.618 |
1.3014 |
|
4.250 |
1.2590 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3904 |
1.3836 |
| PP |
1.3865 |
1.3728 |
| S1 |
1.3825 |
1.3620 |
|