CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2603 |
1.2691 |
0.0088 |
0.7% |
1.2596 |
| High |
1.2754 |
1.2725 |
-0.0029 |
-0.2% |
1.3068 |
| Low |
1.2552 |
1.2588 |
0.0036 |
0.3% |
1.2554 |
| Close |
1.2688 |
1.2641 |
-0.0047 |
-0.4% |
1.2697 |
| Range |
0.0202 |
0.0137 |
-0.0065 |
-32.2% |
0.0514 |
| ATR |
0.0243 |
0.0236 |
-0.0008 |
-3.1% |
0.0000 |
| Volume |
1,523 |
2,018 |
495 |
32.5% |
12,834 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3062 |
1.2989 |
1.2716 |
|
| R3 |
1.2925 |
1.2852 |
1.2679 |
|
| R2 |
1.2788 |
1.2788 |
1.2666 |
|
| R1 |
1.2715 |
1.2715 |
1.2654 |
1.2683 |
| PP |
1.2651 |
1.2651 |
1.2651 |
1.2636 |
| S1 |
1.2578 |
1.2578 |
1.2628 |
1.2546 |
| S2 |
1.2514 |
1.2514 |
1.2616 |
|
| S3 |
1.2377 |
1.2441 |
1.2603 |
|
| S4 |
1.2240 |
1.2304 |
1.2566 |
|
|
| 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 |
1.2950 |
1.2552 |
0.0398 |
3.1% |
0.0173 |
1.4% |
22% |
False |
False |
2,357 |
| 10 |
1.3068 |
1.2400 |
0.0668 |
5.3% |
0.0214 |
1.7% |
36% |
False |
False |
2,201 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.6% |
0.0222 |
1.8% |
39% |
False |
False |
1,350 |
| 40 |
1.3791 |
1.2351 |
0.1440 |
11.4% |
0.0237 |
1.9% |
20% |
False |
False |
1,020 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0233 |
1.8% |
12% |
False |
False |
1,280 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0186 |
1.5% |
12% |
False |
False |
966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3307 |
|
2.618 |
1.3084 |
|
1.618 |
1.2947 |
|
1.000 |
1.2862 |
|
0.618 |
1.2810 |
|
HIGH |
1.2725 |
|
0.618 |
1.2673 |
|
0.500 |
1.2657 |
|
0.382 |
1.2640 |
|
LOW |
1.2588 |
|
0.618 |
1.2503 |
|
1.000 |
1.2451 |
|
1.618 |
1.2366 |
|
2.618 |
1.2229 |
|
4.250 |
1.2006 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2657 |
1.2653 |
| PP |
1.2651 |
1.2649 |
| S1 |
1.2646 |
1.2645 |
|