CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2891 |
1.2988 |
0.0097 |
0.8% |
1.2700 |
| High |
1.3041 |
1.3371 |
0.0330 |
2.5% |
1.2830 |
| Low |
1.2868 |
1.2972 |
0.0104 |
0.8% |
1.2542 |
| Close |
1.2980 |
1.3282 |
0.0302 |
2.3% |
1.2671 |
| Range |
0.0173 |
0.0399 |
0.0226 |
130.6% |
0.0288 |
| ATR |
0.0231 |
0.0243 |
0.0012 |
5.2% |
0.0000 |
| Volume |
39,667 |
61,723 |
22,056 |
55.6% |
22,346 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4405 |
1.4243 |
1.3501 |
|
| R3 |
1.4006 |
1.3844 |
1.3392 |
|
| R2 |
1.3607 |
1.3607 |
1.3355 |
|
| R1 |
1.3445 |
1.3445 |
1.3319 |
1.3526 |
| PP |
1.3208 |
1.3208 |
1.3208 |
1.3249 |
| S1 |
1.3046 |
1.3046 |
1.3245 |
1.3127 |
| S2 |
1.2809 |
1.2809 |
1.3209 |
|
| S3 |
1.2410 |
1.2647 |
1.3172 |
|
| S4 |
1.2011 |
1.2248 |
1.3063 |
|
|
| 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 |
1.3371 |
1.2608 |
0.0763 |
5.7% |
0.0239 |
1.8% |
88% |
True |
False |
26,859 |
| 10 |
1.3371 |
1.2542 |
0.0829 |
6.2% |
0.0226 |
1.7% |
89% |
True |
False |
14,918 |
| 20 |
1.3371 |
1.2400 |
0.0971 |
7.3% |
0.0222 |
1.7% |
91% |
True |
False |
8,260 |
| 40 |
1.3460 |
1.2351 |
0.1109 |
8.3% |
0.0245 |
1.8% |
84% |
False |
False |
4,411 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.3% |
0.0236 |
1.8% |
38% |
False |
False |
3,594 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
18.3% |
0.0203 |
1.5% |
38% |
False |
False |
2,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5067 |
|
2.618 |
1.4416 |
|
1.618 |
1.4017 |
|
1.000 |
1.3770 |
|
0.618 |
1.3618 |
|
HIGH |
1.3371 |
|
0.618 |
1.3219 |
|
0.500 |
1.3172 |
|
0.382 |
1.3124 |
|
LOW |
1.2972 |
|
0.618 |
1.2725 |
|
1.000 |
1.2573 |
|
1.618 |
1.2326 |
|
2.618 |
1.1927 |
|
4.250 |
1.1276 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3245 |
1.3211 |
| PP |
1.3208 |
1.3139 |
| S1 |
1.3172 |
1.3068 |
|