CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4105 |
1.3885 |
-0.0220 |
-1.6% |
1.3949 |
| High |
1.4131 |
1.3960 |
-0.0171 |
-1.2% |
1.4083 |
| Low |
1.4054 |
1.3820 |
-0.0234 |
-1.7% |
1.3880 |
| Close |
1.4054 |
1.3921 |
-0.0133 |
-0.9% |
1.4041 |
| Range |
0.0077 |
0.0140 |
0.0063 |
81.8% |
0.0203 |
| ATR |
0.0198 |
0.0200 |
0.0003 |
1.3% |
0.0000 |
| Volume |
102,219 |
73,444 |
-28,775 |
-28.2% |
356,788 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4320 |
1.4261 |
1.3998 |
|
| R3 |
1.4180 |
1.4121 |
1.3960 |
|
| R2 |
1.4040 |
1.4040 |
1.3947 |
|
| R1 |
1.3981 |
1.3981 |
1.3934 |
1.4011 |
| PP |
1.3900 |
1.3900 |
1.3900 |
1.3915 |
| S1 |
1.3841 |
1.3841 |
1.3908 |
1.3871 |
| S2 |
1.3760 |
1.3760 |
1.3895 |
|
| S3 |
1.3620 |
1.3701 |
1.3883 |
|
| S4 |
1.3480 |
1.3561 |
1.3844 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4610 |
1.4529 |
1.4153 |
|
| R3 |
1.4407 |
1.4326 |
1.4097 |
|
| R2 |
1.4204 |
1.4204 |
1.4078 |
|
| R1 |
1.4123 |
1.4123 |
1.4060 |
1.4164 |
| PP |
1.4001 |
1.4001 |
1.4001 |
1.4022 |
| S1 |
1.3920 |
1.3920 |
1.4022 |
1.3961 |
| S2 |
1.3798 |
1.3798 |
1.4004 |
|
| S3 |
1.3595 |
1.3717 |
1.3985 |
|
| S4 |
1.3392 |
1.3514 |
1.3929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4275 |
1.3820 |
0.0455 |
3.3% |
0.0124 |
0.9% |
22% |
False |
True |
53,384 |
| 10 |
1.4615 |
1.3795 |
0.0820 |
5.9% |
0.0152 |
1.1% |
15% |
False |
False |
122,860 |
| 20 |
1.4615 |
1.2600 |
0.2015 |
14.5% |
0.0145 |
1.0% |
66% |
False |
False |
89,112 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.7% |
0.0094 |
0.7% |
68% |
False |
False |
45,158 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.7% |
0.0068 |
0.5% |
68% |
False |
False |
30,321 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
16.4% |
0.0060 |
0.4% |
65% |
False |
False |
23,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4555 |
|
2.618 |
1.4327 |
|
1.618 |
1.4187 |
|
1.000 |
1.4100 |
|
0.618 |
1.4047 |
|
HIGH |
1.3960 |
|
0.618 |
1.3907 |
|
0.500 |
1.3890 |
|
0.382 |
1.3873 |
|
LOW |
1.3820 |
|
0.618 |
1.3733 |
|
1.000 |
1.3680 |
|
1.618 |
1.3593 |
|
2.618 |
1.3453 |
|
4.250 |
1.3225 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3911 |
1.4048 |
| PP |
1.3900 |
1.4005 |
| S1 |
1.3890 |
1.3963 |
|