CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3319 |
1.3345 |
0.0026 |
0.2% |
1.2704 |
| High |
1.3384 |
1.3692 |
0.0308 |
2.3% |
1.3384 |
| Low |
1.3219 |
1.3335 |
0.0116 |
0.9% |
1.2703 |
| Close |
1.3340 |
1.3636 |
0.0296 |
2.2% |
1.3340 |
| Range |
0.0165 |
0.0357 |
0.0192 |
116.4% |
0.0681 |
| ATR |
0.0237 |
0.0246 |
0.0009 |
3.6% |
0.0000 |
| Volume |
119,241 |
145,348 |
26,107 |
21.9% |
244,461 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4625 |
1.4488 |
1.3832 |
|
| R3 |
1.4268 |
1.4131 |
1.3734 |
|
| R2 |
1.3911 |
1.3911 |
1.3701 |
|
| R1 |
1.3774 |
1.3774 |
1.3669 |
1.3843 |
| PP |
1.3554 |
1.3554 |
1.3554 |
1.3589 |
| S1 |
1.3417 |
1.3417 |
1.3603 |
1.3486 |
| S2 |
1.3197 |
1.3197 |
1.3571 |
|
| S3 |
1.2840 |
1.3060 |
1.3538 |
|
| S4 |
1.2483 |
1.2703 |
1.3440 |
|
|
| 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 |
1.3692 |
1.2764 |
0.0928 |
6.8% |
0.0260 |
1.9% |
94% |
True |
False |
76,704 |
| 10 |
1.3692 |
1.2542 |
0.1150 |
8.4% |
0.0234 |
1.7% |
95% |
True |
False |
40,806 |
| 20 |
1.3692 |
1.2400 |
0.1292 |
9.5% |
0.0228 |
1.7% |
96% |
True |
False |
21,388 |
| 40 |
1.3692 |
1.2351 |
0.1341 |
9.8% |
0.0250 |
1.8% |
96% |
True |
False |
10,986 |
| 60 |
1.4731 |
1.2351 |
0.2380 |
17.5% |
0.0233 |
1.7% |
54% |
False |
False |
7,978 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.9% |
0.0208 |
1.5% |
53% |
False |
False |
6,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5209 |
|
2.618 |
1.4627 |
|
1.618 |
1.4270 |
|
1.000 |
1.4049 |
|
0.618 |
1.3913 |
|
HIGH |
1.3692 |
|
0.618 |
1.3556 |
|
0.500 |
1.3514 |
|
0.382 |
1.3471 |
|
LOW |
1.3335 |
|
0.618 |
1.3114 |
|
1.000 |
1.2978 |
|
1.618 |
1.2757 |
|
2.618 |
1.2400 |
|
4.250 |
1.1818 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3595 |
1.3535 |
| PP |
1.3554 |
1.3433 |
| S1 |
1.3514 |
1.3332 |
|