CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3345 |
1.3667 |
0.0322 |
2.4% |
1.2704 |
| High |
1.3692 |
1.4115 |
0.0423 |
3.1% |
1.3384 |
| Low |
1.3335 |
1.3600 |
0.0265 |
2.0% |
1.2703 |
| Close |
1.3636 |
1.3944 |
0.0308 |
2.3% |
1.3340 |
| Range |
0.0357 |
0.0515 |
0.0158 |
44.3% |
0.0681 |
| ATR |
0.0246 |
0.0265 |
0.0019 |
7.8% |
0.0000 |
| Volume |
145,348 |
144,337 |
-1,011 |
-0.7% |
244,461 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5431 |
1.5203 |
1.4227 |
|
| R3 |
1.4916 |
1.4688 |
1.4086 |
|
| R2 |
1.4401 |
1.4401 |
1.4038 |
|
| R1 |
1.4173 |
1.4173 |
1.3991 |
1.4287 |
| PP |
1.3886 |
1.3886 |
1.3886 |
1.3944 |
| S1 |
1.3658 |
1.3658 |
1.3897 |
1.3772 |
| S2 |
1.3371 |
1.3371 |
1.3850 |
|
| S3 |
1.2856 |
1.3143 |
1.3802 |
|
| S4 |
1.2341 |
1.2628 |
1.3661 |
|
|
| 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 |
1.4115 |
1.2868 |
0.1247 |
8.9% |
0.0322 |
2.3% |
86% |
True |
False |
102,063 |
| 10 |
1.4115 |
1.2542 |
0.1573 |
11.3% |
0.0266 |
1.9% |
89% |
True |
False |
55,087 |
| 20 |
1.4115 |
1.2400 |
0.1715 |
12.3% |
0.0248 |
1.8% |
90% |
True |
False |
28,572 |
| 40 |
1.4115 |
1.2351 |
0.1764 |
12.7% |
0.0256 |
1.8% |
90% |
True |
False |
14,549 |
| 60 |
1.4722 |
1.2351 |
0.2371 |
17.0% |
0.0239 |
1.7% |
67% |
False |
False |
10,341 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.5% |
0.0215 |
1.5% |
65% |
False |
False |
7,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6304 |
|
2.618 |
1.5463 |
|
1.618 |
1.4948 |
|
1.000 |
1.4630 |
|
0.618 |
1.4433 |
|
HIGH |
1.4115 |
|
0.618 |
1.3918 |
|
0.500 |
1.3858 |
|
0.382 |
1.3797 |
|
LOW |
1.3600 |
|
0.618 |
1.3282 |
|
1.000 |
1.3085 |
|
1.618 |
1.2767 |
|
2.618 |
1.2252 |
|
4.250 |
1.1411 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3915 |
1.3852 |
| PP |
1.3886 |
1.3759 |
| S1 |
1.3858 |
1.3667 |
|