CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4590 |
1.3900 |
-0.0690 |
-4.7% |
1.3572 |
| High |
1.4615 |
1.3950 |
-0.0665 |
-4.6% |
1.4615 |
| Low |
1.4187 |
1.3795 |
-0.0392 |
-2.8% |
1.3530 |
| Close |
1.4283 |
1.3853 |
-0.0430 |
-3.0% |
1.3853 |
| Range |
0.0428 |
0.0155 |
-0.0273 |
-63.8% |
0.1085 |
| ATR |
0.0217 |
0.0236 |
0.0019 |
9.0% |
0.0000 |
| Volume |
237,260 |
272,267 |
35,007 |
14.8% |
974,820 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4331 |
1.4247 |
1.3938 |
|
| R3 |
1.4176 |
1.4092 |
1.3896 |
|
| R2 |
1.4021 |
1.4021 |
1.3881 |
|
| R1 |
1.3937 |
1.3937 |
1.3867 |
1.3902 |
| PP |
1.3866 |
1.3866 |
1.3866 |
1.3848 |
| S1 |
1.3782 |
1.3782 |
1.3839 |
1.3747 |
| S2 |
1.3711 |
1.3711 |
1.3825 |
|
| S3 |
1.3556 |
1.3627 |
1.3810 |
|
| S4 |
1.3401 |
1.3472 |
1.3768 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7254 |
1.6639 |
1.4450 |
|
| R3 |
1.6169 |
1.5554 |
1.4151 |
|
| R2 |
1.5084 |
1.5084 |
1.4052 |
|
| R1 |
1.4469 |
1.4469 |
1.3952 |
1.4777 |
| PP |
1.3999 |
1.3999 |
1.3999 |
1.4153 |
| S1 |
1.3384 |
1.3384 |
1.3754 |
1.3692 |
| S2 |
1.2914 |
1.2914 |
1.3654 |
|
| S3 |
1.1829 |
1.2299 |
1.3555 |
|
| S4 |
1.0744 |
1.1214 |
1.3256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4615 |
1.3530 |
0.1085 |
7.8% |
0.0221 |
1.6% |
30% |
False |
False |
194,964 |
| 10 |
1.4615 |
1.2780 |
0.1835 |
13.2% |
0.0174 |
1.3% |
58% |
False |
False |
121,928 |
| 20 |
1.4615 |
1.2492 |
0.2123 |
15.3% |
0.0123 |
0.9% |
64% |
False |
False |
62,622 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.7% |
0.0076 |
0.5% |
65% |
False |
False |
31,602 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.7% |
0.0062 |
0.4% |
65% |
False |
False |
21,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4609 |
|
2.618 |
1.4356 |
|
1.618 |
1.4201 |
|
1.000 |
1.4105 |
|
0.618 |
1.4046 |
|
HIGH |
1.3950 |
|
0.618 |
1.3891 |
|
0.500 |
1.3873 |
|
0.382 |
1.3854 |
|
LOW |
1.3795 |
|
0.618 |
1.3699 |
|
1.000 |
1.3640 |
|
1.618 |
1.3544 |
|
2.618 |
1.3389 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3873 |
1.4205 |
| PP |
1.3866 |
1.4088 |
| S1 |
1.3860 |
1.3970 |
|