CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2988 |
1.3319 |
0.0331 |
2.5% |
1.2704 |
| High |
1.3371 |
1.3384 |
0.0013 |
0.1% |
1.3384 |
| Low |
1.2972 |
1.3219 |
0.0247 |
1.9% |
1.2703 |
| Close |
1.3282 |
1.3340 |
0.0058 |
0.4% |
1.3340 |
| Range |
0.0399 |
0.0165 |
-0.0234 |
-58.6% |
0.0681 |
| ATR |
0.0243 |
0.0237 |
-0.0006 |
-2.3% |
0.0000 |
| Volume |
61,723 |
119,241 |
57,518 |
93.2% |
244,461 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3809 |
1.3740 |
1.3431 |
|
| R3 |
1.3644 |
1.3575 |
1.3385 |
|
| R2 |
1.3479 |
1.3479 |
1.3370 |
|
| R1 |
1.3410 |
1.3410 |
1.3355 |
1.3445 |
| PP |
1.3314 |
1.3314 |
1.3314 |
1.3332 |
| S1 |
1.3245 |
1.3245 |
1.3325 |
1.3280 |
| S2 |
1.3149 |
1.3149 |
1.3310 |
|
| S3 |
1.2984 |
1.3080 |
1.3295 |
|
| S4 |
1.2819 |
1.2915 |
1.3249 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5185 |
1.4944 |
1.3715 |
|
| R3 |
1.4504 |
1.4263 |
1.3527 |
|
| R2 |
1.3823 |
1.3823 |
1.3465 |
|
| R1 |
1.3582 |
1.3582 |
1.3402 |
1.3703 |
| PP |
1.3142 |
1.3142 |
1.3142 |
1.3203 |
| S1 |
1.2901 |
1.2901 |
1.3278 |
1.3022 |
| S2 |
1.2461 |
1.2461 |
1.3215 |
|
| S3 |
1.1780 |
1.2220 |
1.3153 |
|
| S4 |
1.1099 |
1.1539 |
1.2965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3384 |
1.2703 |
0.0681 |
5.1% |
0.0236 |
1.8% |
94% |
True |
False |
48,892 |
| 10 |
1.3384 |
1.2542 |
0.0842 |
6.3% |
0.0211 |
1.6% |
95% |
True |
False |
26,680 |
| 20 |
1.3384 |
1.2400 |
0.0984 |
7.4% |
0.0221 |
1.7% |
96% |
True |
False |
14,145 |
| 40 |
1.3460 |
1.2351 |
0.1109 |
8.3% |
0.0247 |
1.9% |
89% |
False |
False |
7,373 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.3% |
0.0234 |
1.8% |
41% |
False |
False |
5,573 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
18.3% |
0.0204 |
1.5% |
41% |
False |
False |
4,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4085 |
|
2.618 |
1.3816 |
|
1.618 |
1.3651 |
|
1.000 |
1.3549 |
|
0.618 |
1.3486 |
|
HIGH |
1.3384 |
|
0.618 |
1.3321 |
|
0.500 |
1.3302 |
|
0.382 |
1.3282 |
|
LOW |
1.3219 |
|
0.618 |
1.3117 |
|
1.000 |
1.3054 |
|
1.618 |
1.2952 |
|
2.618 |
1.2787 |
|
4.250 |
1.2518 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3327 |
1.3269 |
| PP |
1.3314 |
1.3197 |
| S1 |
1.3302 |
1.3126 |
|