CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2862 |
1.2700 |
-0.0162 |
-1.3% |
1.2596 |
| High |
1.2950 |
1.2700 |
-0.0250 |
-1.9% |
1.3068 |
| Low |
1.2639 |
1.2575 |
-0.0064 |
-0.5% |
1.2554 |
| Close |
1.2697 |
1.2662 |
-0.0035 |
-0.3% |
1.2697 |
| Range |
0.0311 |
0.0125 |
-0.0186 |
-59.8% |
0.0514 |
| ATR |
0.0256 |
0.0246 |
-0.0009 |
-3.7% |
0.0000 |
| Volume |
1,615 |
4,091 |
2,476 |
153.3% |
12,834 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3021 |
1.2966 |
1.2731 |
|
| R3 |
1.2896 |
1.2841 |
1.2696 |
|
| R2 |
1.2771 |
1.2771 |
1.2685 |
|
| R1 |
1.2716 |
1.2716 |
1.2673 |
1.2681 |
| PP |
1.2646 |
1.2646 |
1.2646 |
1.2628 |
| S1 |
1.2591 |
1.2591 |
1.2651 |
1.2556 |
| S2 |
1.2521 |
1.2521 |
1.2639 |
|
| S3 |
1.2396 |
1.2466 |
1.2628 |
|
| S4 |
1.2271 |
1.2341 |
1.2593 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4315 |
1.4020 |
1.2980 |
|
| R3 |
1.3801 |
1.3506 |
1.2838 |
|
| R2 |
1.3287 |
1.3287 |
1.2791 |
|
| R1 |
1.2992 |
1.2992 |
1.2744 |
1.3140 |
| PP |
1.2773 |
1.2773 |
1.2773 |
1.2847 |
| S1 |
1.2478 |
1.2478 |
1.2650 |
1.2626 |
| S2 |
1.2259 |
1.2259 |
1.2603 |
|
| S3 |
1.1745 |
1.1964 |
1.2556 |
|
| S4 |
1.1231 |
1.1450 |
1.2414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3068 |
1.2575 |
0.0493 |
3.9% |
0.0204 |
1.6% |
18% |
False |
True |
2,699 |
| 10 |
1.3068 |
1.2400 |
0.0668 |
5.3% |
0.0221 |
1.7% |
39% |
False |
False |
1,969 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.6% |
0.0243 |
1.9% |
42% |
False |
False |
1,254 |
| 40 |
1.3791 |
1.2351 |
0.1440 |
11.4% |
0.0240 |
1.9% |
22% |
False |
False |
951 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0231 |
1.8% |
13% |
False |
False |
1,221 |
| 80 |
1.4807 |
1.2351 |
0.2456 |
19.4% |
0.0182 |
1.4% |
13% |
False |
False |
925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3231 |
|
2.618 |
1.3027 |
|
1.618 |
1.2902 |
|
1.000 |
1.2825 |
|
0.618 |
1.2777 |
|
HIGH |
1.2700 |
|
0.618 |
1.2652 |
|
0.500 |
1.2638 |
|
0.382 |
1.2623 |
|
LOW |
1.2575 |
|
0.618 |
1.2498 |
|
1.000 |
1.2450 |
|
1.618 |
1.2373 |
|
2.618 |
1.2248 |
|
4.250 |
1.2044 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2654 |
1.2763 |
| PP |
1.2646 |
1.2729 |
| S1 |
1.2638 |
1.2696 |
|