CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3900 |
1.3949 |
0.0049 |
0.4% |
1.3572 |
| High |
1.3950 |
1.3990 |
0.0040 |
0.3% |
1.4615 |
| Low |
1.3795 |
1.3880 |
0.0085 |
0.6% |
1.3530 |
| Close |
1.3853 |
1.3926 |
0.0073 |
0.5% |
1.3853 |
| Range |
0.0155 |
0.0110 |
-0.0045 |
-29.0% |
0.1085 |
| ATR |
0.0236 |
0.0229 |
-0.0007 |
-3.0% |
0.0000 |
| Volume |
272,267 |
177,596 |
-94,671 |
-34.8% |
974,820 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4262 |
1.4204 |
1.3987 |
|
| R3 |
1.4152 |
1.4094 |
1.3956 |
|
| R2 |
1.4042 |
1.4042 |
1.3946 |
|
| R1 |
1.3984 |
1.3984 |
1.3936 |
1.3958 |
| PP |
1.3932 |
1.3932 |
1.3932 |
1.3919 |
| S1 |
1.3874 |
1.3874 |
1.3916 |
1.3848 |
| S2 |
1.3822 |
1.3822 |
1.3906 |
|
| S3 |
1.3712 |
1.3764 |
1.3896 |
|
| S4 |
1.3602 |
1.3654 |
1.3866 |
|
|
| 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 |
1.3695 |
0.0920 |
6.6% |
0.0219 |
1.6% |
25% |
False |
False |
201,413 |
| 10 |
1.4615 |
1.2780 |
0.1835 |
13.2% |
0.0179 |
1.3% |
62% |
False |
False |
139,058 |
| 20 |
1.4615 |
1.2600 |
0.2015 |
14.5% |
0.0128 |
0.9% |
66% |
False |
False |
71,475 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.7% |
0.0079 |
0.6% |
68% |
False |
False |
36,031 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.7% |
0.0064 |
0.5% |
68% |
False |
False |
24,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4458 |
|
2.618 |
1.4278 |
|
1.618 |
1.4168 |
|
1.000 |
1.4100 |
|
0.618 |
1.4058 |
|
HIGH |
1.3990 |
|
0.618 |
1.3948 |
|
0.500 |
1.3935 |
|
0.382 |
1.3922 |
|
LOW |
1.3880 |
|
0.618 |
1.3812 |
|
1.000 |
1.3770 |
|
1.618 |
1.3702 |
|
2.618 |
1.3592 |
|
4.250 |
1.3413 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3935 |
1.4205 |
| PP |
1.3932 |
1.4112 |
| S1 |
1.3929 |
1.4019 |
|