CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2915 |
1.2891 |
-0.0024 |
-0.2% |
1.2700 |
| High |
1.2968 |
1.3041 |
0.0073 |
0.6% |
1.2830 |
| Low |
1.2764 |
1.2868 |
0.0104 |
0.8% |
1.2542 |
| Close |
1.2888 |
1.2980 |
0.0092 |
0.7% |
1.2671 |
| Range |
0.0204 |
0.0173 |
-0.0031 |
-15.2% |
0.0288 |
| ATR |
0.0235 |
0.0231 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
17,541 |
39,667 |
22,126 |
126.1% |
22,346 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3482 |
1.3404 |
1.3075 |
|
| R3 |
1.3309 |
1.3231 |
1.3028 |
|
| R2 |
1.3136 |
1.3136 |
1.3012 |
|
| R1 |
1.3058 |
1.3058 |
1.2996 |
1.3097 |
| PP |
1.2963 |
1.2963 |
1.2963 |
1.2983 |
| S1 |
1.2885 |
1.2885 |
1.2964 |
1.2924 |
| S2 |
1.2790 |
1.2790 |
1.2948 |
|
| S3 |
1.2617 |
1.2712 |
1.2932 |
|
| S4 |
1.2444 |
1.2539 |
1.2885 |
|
|
| 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 |
1.3041 |
1.2542 |
0.0499 |
3.8% |
0.0216 |
1.7% |
88% |
True |
False |
15,642 |
| 10 |
1.3041 |
1.2542 |
0.0499 |
3.8% |
0.0195 |
1.5% |
88% |
True |
False |
8,999 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.4% |
0.0225 |
1.7% |
88% |
False |
False |
5,188 |
| 40 |
1.3497 |
1.2351 |
0.1146 |
8.8% |
0.0238 |
1.8% |
55% |
False |
False |
2,947 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0234 |
1.8% |
26% |
False |
False |
2,573 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0198 |
1.5% |
26% |
False |
False |
1,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3776 |
|
2.618 |
1.3494 |
|
1.618 |
1.3321 |
|
1.000 |
1.3214 |
|
0.618 |
1.3148 |
|
HIGH |
1.3041 |
|
0.618 |
1.2975 |
|
0.500 |
1.2955 |
|
0.382 |
1.2934 |
|
LOW |
1.2868 |
|
0.618 |
1.2761 |
|
1.000 |
1.2695 |
|
1.618 |
1.2588 |
|
2.618 |
1.2415 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2944 |
| PP |
1.2963 |
1.2908 |
| S1 |
1.2955 |
1.2872 |
|