CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3949 |
1.3971 |
0.0022 |
0.2% |
1.3572 |
| High |
1.3990 |
1.3971 |
-0.0019 |
-0.1% |
1.4615 |
| Low |
1.3880 |
1.3900 |
0.0020 |
0.1% |
1.3530 |
| Close |
1.3926 |
1.3942 |
0.0016 |
0.1% |
1.3853 |
| Range |
0.0110 |
0.0071 |
-0.0039 |
-35.5% |
0.1085 |
| ATR |
0.0229 |
0.0218 |
-0.0011 |
-4.9% |
0.0000 |
| Volume |
177,596 |
101,719 |
-75,877 |
-42.7% |
974,820 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4151 |
1.4117 |
1.3981 |
|
| R3 |
1.4080 |
1.4046 |
1.3962 |
|
| R2 |
1.4009 |
1.4009 |
1.3955 |
|
| R1 |
1.3975 |
1.3975 |
1.3949 |
1.3957 |
| PP |
1.3938 |
1.3938 |
1.3938 |
1.3928 |
| S1 |
1.3904 |
1.3904 |
1.3935 |
1.3886 |
| S2 |
1.3867 |
1.3867 |
1.3929 |
|
| S3 |
1.3796 |
1.3833 |
1.3922 |
|
| S4 |
1.3725 |
1.3762 |
1.3903 |
|
|
| 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 |
1.3795 |
0.0820 |
5.9% |
0.0181 |
1.3% |
18% |
False |
False |
192,336 |
| 10 |
1.4615 |
1.2891 |
0.1724 |
12.4% |
0.0168 |
1.2% |
61% |
False |
False |
147,476 |
| 20 |
1.4615 |
1.2600 |
0.2015 |
14.5% |
0.0127 |
0.9% |
67% |
False |
False |
76,390 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.6% |
0.0081 |
0.6% |
69% |
False |
False |
38,562 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.6% |
0.0063 |
0.5% |
69% |
False |
False |
26,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4273 |
|
2.618 |
1.4157 |
|
1.618 |
1.4086 |
|
1.000 |
1.4042 |
|
0.618 |
1.4015 |
|
HIGH |
1.3971 |
|
0.618 |
1.3944 |
|
0.500 |
1.3936 |
|
0.382 |
1.3927 |
|
LOW |
1.3900 |
|
0.618 |
1.3856 |
|
1.000 |
1.3829 |
|
1.618 |
1.3785 |
|
2.618 |
1.3714 |
|
4.250 |
1.3598 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3940 |
1.3926 |
| PP |
1.3938 |
1.3909 |
| S1 |
1.3936 |
1.3893 |
|