CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2691 |
1.2704 |
0.0013 |
0.1% |
1.2596 |
| High |
1.2725 |
1.2830 |
0.0105 |
0.8% |
1.3068 |
| Low |
1.2588 |
1.2542 |
-0.0046 |
-0.4% |
1.2554 |
| Close |
1.2641 |
1.2779 |
0.0138 |
1.1% |
1.2697 |
| Range |
0.0137 |
0.0288 |
0.0151 |
110.2% |
0.0514 |
| ATR |
0.0236 |
0.0239 |
0.0004 |
1.6% |
0.0000 |
| Volume |
2,018 |
5,639 |
3,621 |
179.4% |
12,834 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3581 |
1.3468 |
1.2937 |
|
| R3 |
1.3293 |
1.3180 |
1.2858 |
|
| R2 |
1.3005 |
1.3005 |
1.2832 |
|
| R1 |
1.2892 |
1.2892 |
1.2805 |
1.2949 |
| PP |
1.2717 |
1.2717 |
1.2717 |
1.2745 |
| S1 |
1.2604 |
1.2604 |
1.2753 |
1.2661 |
| S2 |
1.2429 |
1.2429 |
1.2726 |
|
| S3 |
1.2141 |
1.2316 |
1.2700 |
|
| S4 |
1.1853 |
1.2028 |
1.2621 |
|
|
| 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 |
1.2542 |
0.0408 |
3.2% |
0.0213 |
1.7% |
58% |
False |
True |
2,977 |
| 10 |
1.3068 |
1.2400 |
0.0668 |
5.2% |
0.0226 |
1.8% |
57% |
False |
False |
2,662 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.5% |
0.0226 |
1.8% |
59% |
False |
False |
1,614 |
| 40 |
1.3772 |
1.2351 |
0.1421 |
11.1% |
0.0240 |
1.9% |
30% |
False |
False |
1,150 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.1% |
0.0236 |
1.8% |
18% |
False |
False |
1,373 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
19.1% |
0.0190 |
1.5% |
18% |
False |
False |
1,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4054 |
|
2.618 |
1.3584 |
|
1.618 |
1.3296 |
|
1.000 |
1.3118 |
|
0.618 |
1.3008 |
|
HIGH |
1.2830 |
|
0.618 |
1.2720 |
|
0.500 |
1.2686 |
|
0.382 |
1.2652 |
|
LOW |
1.2542 |
|
0.618 |
1.2364 |
|
1.000 |
1.2254 |
|
1.618 |
1.2076 |
|
2.618 |
1.1788 |
|
4.250 |
1.1318 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2748 |
1.2748 |
| PP |
1.2717 |
1.2717 |
| S1 |
1.2686 |
1.2686 |
|