CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2749 |
1.2704 |
-0.0045 |
-0.4% |
1.2700 |
| High |
1.2785 |
1.2943 |
0.0158 |
1.2% |
1.2830 |
| Low |
1.2608 |
1.2703 |
0.0095 |
0.8% |
1.2542 |
| Close |
1.2671 |
1.2928 |
0.0257 |
2.0% |
1.2671 |
| Range |
0.0177 |
0.0240 |
0.0063 |
35.6% |
0.0288 |
| ATR |
0.0235 |
0.0238 |
0.0003 |
1.1% |
0.0000 |
| Volume |
9,075 |
6,289 |
-2,786 |
-30.7% |
22,346 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3493 |
1.3060 |
|
| R3 |
1.3338 |
1.3253 |
1.2994 |
|
| R2 |
1.3098 |
1.3098 |
1.2972 |
|
| R1 |
1.3013 |
1.3013 |
1.2950 |
1.3056 |
| PP |
1.2858 |
1.2858 |
1.2858 |
1.2879 |
| S1 |
1.2773 |
1.2773 |
1.2906 |
1.2816 |
| S2 |
1.2618 |
1.2618 |
1.2884 |
|
| S3 |
1.2378 |
1.2533 |
1.2862 |
|
| S4 |
1.2138 |
1.2293 |
1.2796 |
|
|
| 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 |
1.2943 |
1.2542 |
0.0401 |
3.1% |
0.0209 |
1.6% |
96% |
True |
False |
4,908 |
| 10 |
1.3068 |
1.2542 |
0.0526 |
4.1% |
0.0206 |
1.6% |
73% |
False |
False |
3,804 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.5% |
0.0227 |
1.8% |
80% |
False |
False |
2,358 |
| 40 |
1.3772 |
1.2351 |
0.1421 |
11.0% |
0.0237 |
1.8% |
41% |
False |
False |
1,528 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0235 |
1.8% |
24% |
False |
False |
1,628 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0194 |
1.5% |
24% |
False |
False |
1,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3963 |
|
2.618 |
1.3571 |
|
1.618 |
1.3331 |
|
1.000 |
1.3183 |
|
0.618 |
1.3091 |
|
HIGH |
1.2943 |
|
0.618 |
1.2851 |
|
0.500 |
1.2823 |
|
0.382 |
1.2795 |
|
LOW |
1.2703 |
|
0.618 |
1.2555 |
|
1.000 |
1.2463 |
|
1.618 |
1.2315 |
|
2.618 |
1.2075 |
|
4.250 |
1.1683 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2893 |
1.2866 |
| PP |
1.2858 |
1.2804 |
| S1 |
1.2823 |
1.2743 |
|