CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3762 |
1.4308 |
0.0546 |
4.0% |
1.2910 |
| High |
1.3955 |
1.4400 |
0.0445 |
3.2% |
1.3380 |
| Low |
1.3695 |
1.4260 |
0.0565 |
4.1% |
1.2780 |
| Close |
1.3944 |
1.4313 |
0.0369 |
2.6% |
1.3340 |
| Range |
0.0260 |
0.0140 |
-0.0120 |
-46.2% |
0.0600 |
| ATR |
0.0181 |
0.0200 |
0.0020 |
10.9% |
0.0000 |
| Volume |
147,105 |
172,840 |
25,735 |
17.5% |
244,461 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4744 |
1.4669 |
1.4390 |
|
| R3 |
1.4604 |
1.4529 |
1.4352 |
|
| R2 |
1.4464 |
1.4464 |
1.4339 |
|
| R1 |
1.4389 |
1.4389 |
1.4326 |
1.4427 |
| PP |
1.4324 |
1.4324 |
1.4324 |
1.4343 |
| S1 |
1.4249 |
1.4249 |
1.4300 |
1.4287 |
| S2 |
1.4184 |
1.4184 |
1.4287 |
|
| S3 |
1.4044 |
1.4109 |
1.4275 |
|
| S4 |
1.3904 |
1.3969 |
1.4236 |
|
|
| 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 |
1.4400 |
1.3195 |
0.1205 |
8.4% |
0.0157 |
1.1% |
93% |
True |
False |
129,251 |
| 10 |
1.4400 |
1.2610 |
0.1790 |
12.5% |
0.0145 |
1.0% |
95% |
True |
False |
72,446 |
| 20 |
1.4400 |
1.2475 |
0.1925 |
13.4% |
0.0097 |
0.7% |
95% |
True |
False |
37,226 |
| 40 |
1.4400 |
1.2435 |
0.1965 |
13.7% |
0.0062 |
0.4% |
96% |
True |
False |
18,876 |
| 60 |
1.4685 |
1.2435 |
0.2250 |
15.7% |
0.0054 |
0.4% |
83% |
False |
False |
13,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4995 |
|
2.618 |
1.4767 |
|
1.618 |
1.4627 |
|
1.000 |
1.4540 |
|
0.618 |
1.4487 |
|
HIGH |
1.4400 |
|
0.618 |
1.4347 |
|
0.500 |
1.4330 |
|
0.382 |
1.4313 |
|
LOW |
1.4260 |
|
0.618 |
1.4173 |
|
1.000 |
1.4120 |
|
1.618 |
1.4033 |
|
2.618 |
1.3893 |
|
4.250 |
1.3665 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4330 |
1.4197 |
| PP |
1.4324 |
1.4081 |
| S1 |
1.4319 |
1.3965 |
|