CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2704 |
1.2915 |
0.0211 |
1.7% |
1.2700 |
| High |
1.2943 |
1.2968 |
0.0025 |
0.2% |
1.2830 |
| Low |
1.2703 |
1.2764 |
0.0061 |
0.5% |
1.2542 |
| Close |
1.2928 |
1.2888 |
-0.0040 |
-0.3% |
1.2671 |
| Range |
0.0240 |
0.0204 |
-0.0036 |
-15.0% |
0.0288 |
| ATR |
0.0238 |
0.0235 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
6,289 |
17,541 |
11,252 |
178.9% |
22,346 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3485 |
1.3391 |
1.3000 |
|
| R3 |
1.3281 |
1.3187 |
1.2944 |
|
| R2 |
1.3077 |
1.3077 |
1.2925 |
|
| R1 |
1.2983 |
1.2983 |
1.2907 |
1.2928 |
| PP |
1.2873 |
1.2873 |
1.2873 |
1.2846 |
| S1 |
1.2779 |
1.2779 |
1.2869 |
1.2724 |
| S2 |
1.2669 |
1.2669 |
1.2851 |
|
| S3 |
1.2465 |
1.2575 |
1.2832 |
|
| S4 |
1.2261 |
1.2371 |
1.2776 |
|
|
| 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 |
1.2968 |
1.2542 |
0.0426 |
3.3% |
0.0209 |
1.6% |
81% |
True |
False |
8,112 |
| 10 |
1.3045 |
1.2542 |
0.0503 |
3.9% |
0.0200 |
1.6% |
69% |
False |
False |
5,286 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.5% |
0.0223 |
1.7% |
74% |
False |
False |
3,217 |
| 40 |
1.3633 |
1.2351 |
0.1282 |
9.9% |
0.0238 |
1.8% |
42% |
False |
False |
1,964 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0236 |
1.8% |
22% |
False |
False |
1,919 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0196 |
1.5% |
22% |
False |
False |
1,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3835 |
|
2.618 |
1.3502 |
|
1.618 |
1.3298 |
|
1.000 |
1.3172 |
|
0.618 |
1.3094 |
|
HIGH |
1.2968 |
|
0.618 |
1.2890 |
|
0.500 |
1.2866 |
|
0.382 |
1.2842 |
|
LOW |
1.2764 |
|
0.618 |
1.2638 |
|
1.000 |
1.2560 |
|
1.618 |
1.2434 |
|
2.618 |
1.2230 |
|
4.250 |
1.1897 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2881 |
1.2855 |
| PP |
1.2873 |
1.2821 |
| S1 |
1.2866 |
1.2788 |
|