CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2704 |
1.2749 |
0.0045 |
0.4% |
1.2700 |
| High |
1.2830 |
1.2785 |
-0.0045 |
-0.4% |
1.2830 |
| Low |
1.2542 |
1.2608 |
0.0066 |
0.5% |
1.2542 |
| Close |
1.2779 |
1.2671 |
-0.0108 |
-0.8% |
1.2671 |
| Range |
0.0288 |
0.0177 |
-0.0111 |
-38.5% |
0.0288 |
| ATR |
0.0239 |
0.0235 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
5,639 |
9,075 |
3,436 |
60.9% |
22,346 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3219 |
1.3122 |
1.2768 |
|
| R3 |
1.3042 |
1.2945 |
1.2720 |
|
| R2 |
1.2865 |
1.2865 |
1.2703 |
|
| R1 |
1.2768 |
1.2768 |
1.2687 |
1.2728 |
| PP |
1.2688 |
1.2688 |
1.2688 |
1.2668 |
| S1 |
1.2591 |
1.2591 |
1.2655 |
1.2551 |
| S2 |
1.2511 |
1.2511 |
1.2639 |
|
| S3 |
1.2334 |
1.2414 |
1.2622 |
|
| S4 |
1.2157 |
1.2237 |
1.2574 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3545 |
1.3396 |
1.2829 |
|
| R3 |
1.3257 |
1.3108 |
1.2750 |
|
| R2 |
1.2969 |
1.2969 |
1.2724 |
|
| R1 |
1.2820 |
1.2820 |
1.2697 |
1.2751 |
| PP |
1.2681 |
1.2681 |
1.2681 |
1.2646 |
| S1 |
1.2532 |
1.2532 |
1.2645 |
1.2463 |
| S2 |
1.2393 |
1.2393 |
1.2618 |
|
| S3 |
1.2105 |
1.2244 |
1.2592 |
|
| S4 |
1.1817 |
1.1956 |
1.2513 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2830 |
1.2542 |
0.0288 |
2.3% |
0.0186 |
1.5% |
45% |
False |
False |
4,469 |
| 10 |
1.3068 |
1.2542 |
0.0526 |
4.2% |
0.0222 |
1.8% |
25% |
False |
False |
3,518 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.6% |
0.0225 |
1.8% |
44% |
False |
False |
2,049 |
| 40 |
1.3772 |
1.2351 |
0.1421 |
11.2% |
0.0234 |
1.8% |
23% |
False |
False |
1,374 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0236 |
1.9% |
13% |
False |
False |
1,524 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0192 |
1.5% |
13% |
False |
False |
1,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3537 |
|
2.618 |
1.3248 |
|
1.618 |
1.3071 |
|
1.000 |
1.2962 |
|
0.618 |
1.2894 |
|
HIGH |
1.2785 |
|
0.618 |
1.2717 |
|
0.500 |
1.2697 |
|
0.382 |
1.2676 |
|
LOW |
1.2608 |
|
0.618 |
1.2499 |
|
1.000 |
1.2431 |
|
1.618 |
1.2322 |
|
2.618 |
1.2145 |
|
4.250 |
1.1856 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2697 |
1.2686 |
| PP |
1.2688 |
1.2681 |
| S1 |
1.2680 |
1.2676 |
|